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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
FKO
4501
DELISTED
First Trust South Korea AlphaDEX Fund
FKO
$0 ﹤0.01%
1
– –
FHK
4502
DELISTED
First Trust Hong Kong AlphaDEX Fund
FHK
$0 ﹤0.01%
1
– –
DIVC
4503
DELISTED
C-Tracks Exchange Traded Notes Miller/Howard Strategic Dividend Reinvestor Due September 16, 2024
DIVC
$0 ﹤0.01%
1
– –
TRQ
4504
CALL
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-60
Closed -$2K
KNOW
4505
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
$0 ﹤0.01%
2
– –
ZMLP
4506
DELISTED
Direxion Zacks MLP High Income Index Shares
ZMLP
– –
0
– –
RST
4507
CALL
DELISTED
ROSETTA STONE INC
RST
– –
-1,000
Closed -$10K
ONDK
4508
CALL
DELISTED
On Deck Capital, Inc.
ONDK
– –
-1,000
Closed -$5K
AMTD
4509
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-1,560
Closed -$60.6K
AMTD
4510
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-27,200
Closed -$1.06M
ETFC
4511
DELISTED
E*Trade Financial Corporation
ETFC
– –
-123,870
Closed -$4.38M
ETFC
4512
PUT
DELISTED
E*Trade Financial Corporation
ETFC
– –
-76,500
Closed -$2.67M
BREW
4513
DELISTED
Craft Brew Alliance, Inc.
BREW
– –
-1,948
Closed -$26K
BREW
4514
PUT
DELISTED
Craft Brew Alliance, Inc.
BREW
– –
-2,000
Closed -$27K
CCMP
4515
CALL
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-294,000
Closed -$22.5M
CNXM
4516
PUT
DELISTED
CNX Midstream Partners LP
CNXM
– –
-5,000
Closed -$118K
TYBS
4517
DELISTED
Direxion Daily 20+ Year Treasury Bear 1X Shares
TYBS
$0 ﹤0.01%
1
– –
WUBA
4518
DELISTED
58.com Inc
WUBA
– –
-6,764
Closed -$279K
GCE
4519
DELISTED
Claymore/Robb CEF GS Connect ETN
GCE
$0 ﹤0.01%
1
– –
LOGM
4520
CALL
DELISTED
LogMein, Inc.
LOGM
– –
-1,600
Closed -$157K
VQT
4521
DELISTED
iPath S&P VEQTOR ETN
VQT
$0 ﹤0.01%
1
– –
EUMV
4522
DELISTED
iShares Edge MSCI Min Vol Europe ETF
EUMV
$0 ﹤0.01%
1
– –
JPMV
4523
DELISTED
iShares Edge MSCI Min Vol Japan ETF
JPMV
$0 ﹤0.01%
1
– –
IFEU
4524
DELISTED
iShares Europe Developed Real Estate ETF
IFEU
$0 ﹤0.01%
1
– –
DTUS
4525
DELISTED
iPath US Treasury 2-year Bear ETN
DTUS
$0 ﹤0.01%
1
– –
179 180
181
182 183

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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.