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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+4.68%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$51.6B
AUM Growth
+$3.1B
Cap. Flow
+$1.86B
Cap. Flow %
3.61%
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
918
Closed
1,761

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$141M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$107M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$69.3M
4
INTC icon
Intel
INTC
+$68.2M
5
ILG
ILG, Inc Common Stock
ILG
+$65.9M

Top Sells

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$63.3M
2
MDLZ icon
Mondelez International
MDLZ
+$53.1M
3
EBIX
Ebix Inc
EBIX
+$48.1M
4
ACIW icon
ACI Worldwide
ACIW
+$36.4M
5
CRM icon
Salesforce
CRM
+$24.9M

Sector Composition

Rank Sector Weight
1 Technology 0.85%
2 Consumer Discretionary 0.73%
3 Financials 0.61%
4 Consumer Staples 0.43%
5 Communication Services 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RSPD icon
3651
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$317M
$0 ﹤0.01%
3
– –
RSPG icon
3652
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$563M
$0 ﹤0.01%
1
– –
RSPF icon
3653
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$306M
$0 ﹤0.01%
1
– –
RSPH icon
3654
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$764M
$0 ﹤0.01%
10
– –
RSPM icon
3655
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$183M
$0 ﹤0.01%
5
– –
RSPN icon
3656
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.08B
$0 ﹤0.01%
5
– –
RSPS icon
3657
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$248M
$0 ﹤0.01%
5
– –
RSPU icon
3658
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$535M
$0 ﹤0.01%
2
– –
RSPT icon
3659
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.49B
$0 ﹤0.01%
10
– –
RTH icon
3660
VanEck Retail ETF
RTH
$258M
$0 ﹤0.01%
1
– –
RVNU icon
3661
Xtrackers Municipal Infrastructure Revenue Bond ETF
RVNU
$142M
$0 ﹤0.01%
1
– –
RWJ icon
3662
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.05B
$0 ﹤0.01%
3
– –
RWK icon
3663
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.31B
$0 ﹤0.01%
1
– –
RWO icon
3664
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
$0 ﹤0.01%
1
– –
RWL icon
3665
Invesco S&P 500 Revenue ETF
RWL
$9.62B
$0 ﹤0.01%
1
– –
RWR icon
3666
State Street SPDR Dow Jones REIT ETF
RWR
$1.86B
$0 ﹤0.01%
1
– –
RWT
3667
CALL
Redwood Trust
RWT
$574M
– –
-1,000
Closed -$17K
RXI icon
3668
iShares Global Consumer Discretionary ETF
RXI
$260M
$0 ﹤0.01%
1
– –
RWX icon
3669
State Street SPDR Dow Jones International Real Estate ETF
RWX
$269M
$0 ﹤0.01%
1
– –
RXL icon
3670
ProShares Ultra Health Care
RXL
$84.3M
$0 ﹤0.01%
8
– –
RYAM icon
3671
PUT
Rayonier Advanced Materials
RYAM
$604M
– –
-600
Closed -$8K
RYN icon
3672
CALL
Rayonier
RYN
$6.55B
– –
-1,102
Closed -$28K
RZG icon
3673
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$142M
$0 ﹤0.01%
3
– –
RZV icon
3674
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$290M
$0 ﹤0.01%
1
– –
SA
3675
Seabridge Gold
SA
$2.78B
– –
-1,347
Closed -$15K
145 146
147
148 149

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Parallax Volatility Advisers's Q2 2017 Portfolio in Review

As of Q2 2017, Parallax Volatility Advisers held 5,102 positions worth $51.6B, up 6.4% from $48.5B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Parallax Volatility Advisers deployed $1.86B of net new capital in Q2 2017, opening 418 new positions and adding to 646 existing holdings. Its largest new stake was Intel: 1,905,541 shares worth $64.3M.

By sector, the portfolio is most concentrated in Technology at 0.85% of assets, up from 0.55% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Caterpillar, an estimated $63.3M trimmed.

  • Parallax Volatility Advisers's largest Q2 2017 buy was Intel: 1,905,541 shares worth $64.3M.
  • Parallax Volatility Advisers added most to State Street Financial Select Sector SPDR ETF in Q2 2017, an estimated $141M increase.
  • Parallax Volatility Advisers's biggest Q2 2017 reduction was Caterpillar, cutting an estimated $63.3M.
  • Parallax Volatility Advisers fully exited FMC in Q2 2017, selling an estimated $24.4M.
  • Parallax Volatility Advisers's ten largest holdings make up 53% of its $51.6B portfolio in Q2 2017.
  • Parallax Volatility Advisers opened 418 new positions and closed 1,761 in Q2 2017.
  • Parallax Volatility Advisers's portfolio value rose 6.4% quarter-over-quarter to $51.6B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2017, filed 14 Aug 2017.