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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
SPLB icon
3826
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.18B
$0 ﹤0.01%
2
– –
SPYM
3827
State Street SPDR Portfolio S&P 500 ETF
SPYM
$160B
$0 ﹤0.01%
4
– –
SPLV icon
3828
Invesco S&P 500 Low Volatility ETF
SPLV
$7.11B
$0 ﹤0.01%
1
-53
-98% -$2.35K
SPMB icon
3829
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.96B
$0 ﹤0.01%
1
– –
SPMD icon
3830
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.2B
$0 ﹤0.01%
3
– –
SPR
3831
CALL
DELISTED
Spirit AeroSystems
SPR
– –
-200
Closed -$12K
SPR
3832
DELISTED
Spirit AeroSystems
SPR
– –
-119,851
Closed -$6.94M
SPSB icon
3833
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$0 ﹤0.01%
1
– –
SPSM icon
3834
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17B
$0 ﹤0.01%
3
– –
SPTI icon
3835
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$0 ﹤0.01%
2
– –
SPTL icon
3836
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
$0 ﹤0.01%
2
– –
SPTM icon
3837
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
$0 ﹤0.01%
6
– –
SPTS icon
3838
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$0 ﹤0.01%
1
– –
SPVM icon
3839
Invesco S&P 500 Value with Momentum ETF
SPVM
$129M
$0 ﹤0.01%
1
– –
SPXL icon
3840
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.56B
$0 ﹤0.01%
4
– –
SPXU icon
3841
ProShares UltraPro Short S&P 500
SPXU
$415M
– –
0
– –
SPY icon
3842
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$0 ﹤0.01%
1
– –
SPYG icon
3843
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$51.2B
$0 ﹤0.01%
4
– –
SPYV icon
3844
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$35.9B
$0 ﹤0.01%
4
– –
SQQQ icon
3845
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.07B
– –
-5
Closed -$463K
SRG
3846
PUT
Seritage Growth Properties
SRG
$136M
– –
-375,000
Closed -$16.2M
SRLN icon
3847
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$0 ﹤0.01%
1
– –
SRPT icon
3848
Sarepta Therapeutics
SRPT
$1.6B
– –
-9,813
Closed -$320K
SSO icon
3849
ProShares Ultra S&P500
SSO
$7.75B
$0 ﹤0.01%
16
– –
NSLR
3850
Neostellar Capital Corp
NSLR
$265M
– –
-314
Closed -$1K
152 153
154
155 156

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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.