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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
VTIP icon
4126
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$0 ﹤0.01%
1
– –
VTLE
4127
CALL
DELISTED
Vital Energy
VTLE
– –
-150
Closed -$44K
VTRS icon
4128
Viatris
VTRS
$20.7B
– –
-37,590
Closed -$1.47M
VTRS icon
4129
PUT
Viatris
VTRS
$20.7B
– –
-75,000
Closed -$2.92M
VTV icon
4130
Vanguard Morningstar Value ETF
VTV
$188B
$0 ﹤0.01%
1
– –
VTWG icon
4131
Vanguard Russell 2000 Growth ETF
VTWG
$1.48B
$0 ﹤0.01%
1
– –
VTWO icon
4132
Vanguard Russell 2000 ETF
VTWO
$17.4B
$0 ﹤0.01%
2
– –
VTWV icon
4133
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
$0 ﹤0.01%
1
– –
VUG icon
4134
Vanguard Morningstar Growth ETF
VUG
$218B
$0 ﹤0.01%
6
– –
VUSE icon
4135
Vident US Equity Strategy ETF
VUSE
$672M
$0 ﹤0.01%
1
– –
VV icon
4136
Vanguard Morningstar Large-Cap ETF
VV
$52.1B
$0 ﹤0.01%
1
– –
VWO icon
4137
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$0 ﹤0.01%
1
– –
VWO icon
4138
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$119B
– –
-16,400
Closed -$651K
VWOB icon
4139
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.15B
$0 ﹤0.01%
1
– –
VXF icon
4140
Vanguard Extended Market ETF
VXF
$30.4B
$0 ﹤0.01%
1
– –
VXUS icon
4141
Vanguard Total International Stock ETF
VXUS
$155B
$0 ﹤0.01%
1
-116
-99% -$5.96K
VYM icon
4142
Vanguard High Dividend Yield ETF
VYM
$80.9B
$0 ﹤0.01%
1
– –
W icon
4143
Wayfair
W
$11.9B
– –
-810
Closed -$48K
W icon
4144
PUT
Wayfair
W
$11.9B
– –
-9,400
Closed -$380K
WAL icon
4145
CALL
Western Alliance Bancorporation
WAL
$8.87B
– –
-53,500
Closed -$2.63M
WATT icon
4146
CALL
Energous
WATT
$77.2M
– –
-3
Closed -$23K
WATT icon
4147
Energous
WATT
$77.2M
– –
-5
Closed -$48K
WATT icon
4148
PUT
Energous
WATT
$77.2M
– –
-4
Closed -$39K
WB icon
4149
CALL
Weibo
WB
$1.99B
– –
-4,000
Closed -$209K
WBA
4150
DELISTED
Walgreens Boots Alliance
WBA
– –
-33,915
Closed -$2.79M
164 165
166
167 168

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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.