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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
LVL
4726
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
$0 ﹤0.01%
1
– –
NFO
4727
DELISTED
Invesco Insider Sentiment ETF
NFO
$0 ﹤0.01%
1
– –
TAO
4728
DELISTED
Invesco China Real Estate ETF
TAO
$0 ﹤0.01%
1
– –
YAO
4729
DELISTED
Invesco China All-Cap ETF
YAO
$0 ﹤0.01%
1
– –
PXR
4730
DELISTED
Invesco Emerging Markets Infrastructure ETF
PXR
$0 ﹤0.01%
1
– –
SEA
4731
DELISTED
Invesco Shipping ETF
SEA
$0 ﹤0.01%
1
– –
DBBR
4732
DELISTED
Xtrackers MSCI Brazil Hedged Equity ETF
DBBR
$0 ﹤0.01%
1
– –
DBMX
4733
DELISTED
Xtrackers MSCI Mexico Hedged Equity ETF
DBMX
$0 ﹤0.01%
1
– –
DSUM
4734
DELISTED
Invesco Chinese Yuan Dim Sum Bond ETF
DSUM
$0 ﹤0.01%
1
– –
DBV
4735
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
$0 ﹤0.01%
1
– –
DGL
4736
DELISTED
Invesco DB Gold Fund
DGL
$0 ﹤0.01%
1
– –
MSCC
4737
CALL
DELISTED
Microsemi Corp
MSCC
– –
-1,300
Closed -$67K
CBI
4738
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-7,000
Closed -$216K
WLB
4739
DELISTED
Westmoreland Coal Company
WLB
– –
-2,532
Closed -$37K
WLB
4740
PUT
DELISTED
Westmoreland Coal Company
WLB
– –
-5,000
Closed -$73K
AGA
4741
DELISTED
DB Agriculture Double Short ETN due April 1, 2038
AGA
$0 ﹤0.01%
1
– –
JJS
4742
DELISTED
iPath Bloomberg Softs Subindex Total Return ETN due June 24, 2038
JJS
$0 ﹤0.01%
1
– –
JJM
4743
DELISTED
iPath Bloomberg Industrial Metals Subindex Total Return ETN due October 22, 2037
JJM
$0 ﹤0.01%
1
– –
JJU
4744
DELISTED
iPath Bloomberg Aluminum Subindex Total Return ETN due June 24, 2038
JJU
$0 ﹤0.01%
1
– –
JJP
4745
DELISTED
iPath Bloomberg Precious Metals Subindex Total Return ETN due June 24, 2038
JJP
$0 ﹤0.01%
1
– –
COW
4746
DELISTED
iPath Bloomberg Livestock Subindex Total Return ETN due October 22, 2037
COW
$0 ﹤0.01%
1
– –
JJC
4747
CALL
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
– –
-1,000
Closed -$30K
JJC
4748
PUT
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
– –
-200
Closed -$6K
GRN
4749
DELISTED
iPath Global Carbon ETN
GRN
$0 ﹤0.01%
1
– –
AYT
4750
DELISTED
iPath GEMS Asia 8 ETN
AYT
$0 ﹤0.01%
1
– –
188 189
190
191 192

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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.