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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
USD icon
4026
ProShares Ultra Semiconductors
USD
$2.4B
$0 ﹤0.01%
96
– –
USDU icon
4027
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$455M
$0 ﹤0.01%
1
– –
USIG icon
4028
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
$0 ﹤0.01%
2
– –
USL icon
4029
CALL
United States 12 Month Oil Fund,
USL
$44.8M
– –
-1,000
Closed -$19K
USL icon
4030
United States 12 Month Oil Fund,
USL
$44.8M
$0 ﹤0.01%
4
+3
+300% +$53
USMV icon
4031
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$0 ﹤0.01%
1
– –
USO icon
4032
United States Oil Fund
USO
$2.12B
– –
0
– –
USRT icon
4033
iShares Core US REIT ETF
USRT
$4.65B
$0 ﹤0.01%
1
– –
UST icon
4034
ProShares Ultra 7-10 Year Treasury
UST
$15.9M
$0 ﹤0.01%
1
– –
UVE icon
4035
PUT
Universal Insurance Holdings
UVE
$1.23B
– –
-1,000
Closed -$25K
UWM icon
4036
ProShares Ultra Russell2000
UWM
$247M
$0 ﹤0.01%
4
– –
UVXY icon
4037
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$234M
– –
-7
Closed -$5.82M
UVXY icon
4038
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$234M
– –
0
– -$32K
UXI icon
4039
ProShares Ultra Industrials
UXI
$30.4M
$0 ﹤0.01%
12
– –
UYG icon
4040
ProShares Ultra Financials
UYG
$829M
$0 ﹤0.01%
6
– –
UYM icon
4041
ProShares Ultra Materials
UYM
$39.1M
$0 ﹤0.01%
4
– –
VAC icon
4042
CALL
Marriott Vacations Worldwide
VAC
$3.35B
– –
-5,800
Closed -$580K
VAC icon
4043
PUT
Marriott Vacations Worldwide
VAC
$3.35B
– –
-1,100
Closed -$110K
VAW icon
4044
Vanguard Materials ETF
VAW
$3.02B
$0 ﹤0.01%
1
– –
VB icon
4045
Vanguard Morningstar Small-Cap ETF
VB
$79.6B
$0 ﹤0.01%
1
– –
VBK icon
4046
Vanguard Morningstar Small-Cap Growth ETF
VBK
$23.2B
$0 ﹤0.01%
1
– –
VBR icon
4047
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
$0 ﹤0.01%
1
– –
VC icon
4048
Visteon
VC
$2.8B
– –
-325
Closed -$32K
VCIT icon
4049
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.3B
$0 ﹤0.01%
1
– –
VCLT icon
4050
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.83B
$0 ﹤0.01%
1
– –
160 161
162
163 164

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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KBC Group
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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.