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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
WTRE icon
4201
WisdomTree New Economy Real Estate Fund
WTRE
$15.7M
$0 ﹤0.01%
1
– –
WTV icon
4202
WisdomTree US Value Fund
WTV
$3.21B
$0 ﹤0.01%
2
– –
WW
4203
CALL
DELISTED
WW International
WW
– –
-10,000
Closed -$156K
WWW icon
4204
Wolverine World Wide
WWW
$1.64B
– –
-254
Closed -$6K
WWW icon
4205
PUT
Wolverine World Wide
WWW
$1.64B
– –
-200
Closed -$5K
XAR icon
4206
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.88B
$0 ﹤0.01%
2
– –
XBI icon
4207
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$0 ﹤0.01%
3
-55,070
-100% -$3.91M
XBIT icon
4208
XBiotech
XBIT
$68.3M
– –
-3,133
Closed -$52K
XBIT icon
4209
PUT
XBiotech
XBIT
$68.3M
– –
-15,000
Closed -$247K
XEL icon
4210
CALL
Xcel Energy
XEL
$48.8B
– –
-2,000
Closed -$89K
XES icon
4211
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$363M
– –
0
– –
XHB icon
4212
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$0 ﹤0.01%
1
– –
XHE icon
4213
State Street SPDR S&P Health Care Equipment ETF
XHE
$163M
$0 ﹤0.01%
2
– –
XHS icon
4214
State Street SPDR S&P Health Care Services ETF
XHS
$208M
$0 ﹤0.01%
2
– –
XLE icon
4215
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$0 ﹤0.01%
2
– –
XLG icon
4216
Invesco S&P 500 Top 50 ETF
XLG
$10.5B
$0 ﹤0.01%
10
– –
XLK icon
4217
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
– –
-158,200
Closed -$4.22M
XLK icon
4218
State Street Technology Select Sector SPDR ETF
XLK
$115B
$0 ﹤0.01%
2
– –
XLRE icon
4219
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.6B
$0 ﹤0.01%
1
– –
XLU icon
4220
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$0 ﹤0.01%
2
– –
XLV icon
4221
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
– –
-395,100
Closed -$29.4M
XLV icon
4222
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
– –
-15,100
Closed -$1.12M
XLY icon
4223
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$0 ﹤0.01%
2
– –
XMLV icon
4224
Invesco S&P MidCap Low Volatility ETF
XMLV
$753M
$0 ﹤0.01%
1
– –
XMPT icon
4225
VanEck CEF Muni Income ETF
XMPT
$220M
$0 ﹤0.01%
1
– –
167 168
169
170 171

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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.