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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
VCR icon
4051
Vanguard Consumer Discretionary ETF
VCR
$5.98B
$0 ﹤0.01%
1
– –
VCSH icon
4052
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$0 ﹤0.01%
1
– –
VCYT icon
4053
PUT
Veracyte
VCYT
$4.77B
– –
-30,000
Closed -$275K
VDC icon
4054
Vanguard Consumer Staples ETF
VDC
$8B
$0 ﹤0.01%
1
– –
VECO icon
4055
CALL
Veeco
VECO
$2.95B
– –
-2,000
Closed -$60K
VDE icon
4056
Vanguard Energy ETF
VDE
$9.97B
$0 ﹤0.01%
1
– –
VEEV icon
4057
CALL
Veeva Systems
VEEV
$32.7B
– –
-8,400
Closed -$431K
VEEV icon
4058
Veeva Systems
VEEV
$32.7B
– –
-13,212
Closed -$678K
VEEV icon
4059
PUT
Veeva Systems
VEEV
$32.7B
– –
-4,800
Closed -$247K
VEGI icon
4060
iShares MSCI Agriculture Producers ETF
VEGI
$152M
$0 ﹤0.01%
1
– –
VEGA icon
4061
AdvisorShares STAR Global Buy-Write ETF
VEGA
$88.9M
$0 ﹤0.01%
1
– –
VEON icon
4062
CALL
VEON
VEON
$3.66B
– –
-4,080
Closed -$416K
VEON icon
4063
VEON
VEON
$3.66B
– –
-2,373
Closed -$242K
VEON icon
4064
PUT
VEON
VEON
$3.66B
– –
-9,040
Closed -$922K
VEU icon
4065
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
$0 ﹤0.01%
1
– –
VFH icon
4066
Vanguard Financials ETF
VFH
$13.5B
$0 ﹤0.01%
1
– –
VGIT icon
4067
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.7B
$0 ﹤0.01%
1
– –
VGLT icon
4068
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
$0 ﹤0.01%
1
– –
VGSH icon
4069
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$0 ﹤0.01%
1
– –
VGT icon
4070
Vanguard Information Technology ETF
VGT
$139B
$0 ﹤0.01%
8
– –
VHT icon
4071
Vanguard Health Care ETF
VHT
$18.3B
$0 ﹤0.01%
1
– –
VIAV icon
4072
CALL
Viavi Solutions
VIAV
$8.65B
– –
-511,200
Closed -$5.48M
VIAV icon
4073
PUT
Viavi Solutions
VIAV
$8.65B
– –
-15,600
Closed -$167K
VIDI icon
4074
Vident International Equity Strategy
VIDI
$435M
$0 ﹤0.01%
1
– –
VIG icon
4075
Vanguard Dividend Appreciation ETF
VIG
$112B
$0 ﹤0.01%
1
– –
161 162
163
164 165

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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.