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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
XNTK icon
4226
State Street SPDR NYSE Technology ETF
XNTK
$1.94B
$0 ﹤0.01%
2
– –
XOP icon
4227
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
– –
0
– –
XPH icon
4228
State Street SPDR S&P Pharmaceuticals ETF
XPH
$481M
$0 ﹤0.01%
2
– –
XPP icon
4229
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$9.57M
$0 ﹤0.01%
1
– –
XRX icon
4230
PUT
Xerox
XRX
$345M
– –
-950
Closed -$28K
XSD icon
4231
State Street SPDR S&P Semiconductor ETF
XSD
$2.51B
$0 ﹤0.01%
2
– –
XSLV icon
4232
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
$0 ﹤0.01%
1
– –
XSW icon
4233
State Street SPDR S&P Software & Services ETF
XSW
$442M
$0 ﹤0.01%
2
– –
XTL icon
4234
State Street SPDR S&P Telecom ETF
XTL
$543M
$0 ﹤0.01%
1
– –
XTN icon
4235
State Street SPDR S&P Transportation ETF
XTN
$390M
$0 ﹤0.01%
2
– –
XYLD icon
4236
Global X S&P 500 Covered Call ETF
XYLD
$3.19B
– –
-1
Closed –
XYL icon
4237
PUT
Xylem
XYL
$28.5B
– –
-1,000
Closed -$50K
YCS icon
4238
ProShares UltraShort Yen
YCS
$31.5M
$0 ﹤0.01%
4
– –
YINN icon
4239
Direxion Daily FTSE China Bull 3X ETF
YINN
$758M
– –
0
– –
YPF icon
4240
CALL
YPF
YPF
$19.7B
– –
-10,000
Closed -$243K
YXI icon
4241
ProShares Short FTSE China 50 of PROSHARES TRUST
YXI
$4.36M
$0 ﹤0.01%
1
– –
Z icon
4242
Zillow
Z
$7.78B
– –
-19,396
Closed -$653K
ZBRA icon
4243
CALL
Zebra Technologies
ZBRA
$13.5B
– –
-1,200
Closed -$110K
ZBRA icon
4244
PUT
Zebra Technologies
ZBRA
$13.5B
– –
-8,100
Closed -$739K
ZD icon
4245
Ziff Davis
ZD
$2B
– –
-1,595
Closed -$119K
ZD icon
4246
PUT
Ziff Davis
ZD
$2B
– –
-1,380
Closed -$100K
ZROZ icon
4247
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.33B
$0 ﹤0.01%
1
– –
ZSL icon
4248
ProShares UltraShort Silver
ZSL
$67M
– –
0
– –
ZUMZ icon
4249
CALL
Zumiez
ZUMZ
$330M
– –
-32,000
Closed -$586K
ZUMZ icon
4250
Zumiez
ZUMZ
$330M
– –
-1,299
Closed -$24K
168 169
170
171 172

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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.