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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
FM
4901
DELISTED
iShares Frontier and Select EM ETF
FM
$0 ﹤0.01%
1
– –
CHIM
4902
DELISTED
Global X MSCI China Materials ETF
CHIM
$0 ﹤0.01%
1
– –
CHIX
4903
DELISTED
Global X MSCI China Financials ETF
CHIX
$0 ﹤0.01%
1
– –
CHII
4904
DELISTED
Global X MSCI China Industrials ETF
CHII
$0 ﹤0.01%
1
– –
EBIX
4905
CALL
DELISTED
Ebix Inc
EBIX
– –
-7,400
Closed -$453K
EBIX
4906
PUT
DELISTED
Ebix Inc
EBIX
– –
-183,400
Closed -$11.2M
GRES
4907
DELISTED
IQ ARB Global Resources
GRES
$0 ﹤0.01%
1
– –
DXGE
4908
DELISTED
WisdomTree Germany Hedged Equity Fund
DXGE
$0 ﹤0.01%
1
– –
MINC
4909
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
$0 ﹤0.01%
1
– –
YELL
4910
CALL
DELISTED
Yellow Corporation Common Stock
YELL
– –
-1,900
Closed -$21K
YELL
4911
DELISTED
Yellow Corporation Common Stock
YELL
– –
-439
Closed -$4.37K
GSP
4912
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes due 2036 Linked to GSCI Total Return Index
GSP
$0 ﹤0.01%
1
– –
IBCE
4913
DELISTED
iShares iBonds Mar 2023 Term Corporate ex-Financials ETF
IBCE
$0 ﹤0.01%
4
– –
AAWW
4914
CALL
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
– –
-2,000
Closed -$111K
SBNY
4915
CALL
DELISTED
Signature Bank
SBNY
– –
-700
Closed -$104K
RODI
4916
DELISTED
iPath Return on Disability ETN
RODI
$0 ﹤0.01%
1
– –
PEI
4917
CALL
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
– –
-67
Closed -$15K
PEI
4918
PUT
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
– –
-667
Closed -$151K
WLL
4919
CALL
DELISTED
Whiting Petroleum Corporation
WLL
– –
-12
Closed -$34K
WLL
4920
DELISTED
Whiting Petroleum Corporation
WLL
– –
-133
Closed -$378K
WLL
4921
PUT
DELISTED
Whiting Petroleum Corporation
WLL
– –
-361
Closed -$1.02M
REGI
4922
PUT
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-1,000
Closed -$10K
EMSH
4923
DELISTED
ProShares Short Term USD Emerging Markets Bond ETF
EMSH
$0 ﹤0.01%
1
– –
RALS
4924
DELISTED
ProShares RAFI Long/Short
RALS
$0 ﹤0.01%
1
– –
DDG
4925
DELISTED
Proshares Short Oil & Gas
DDG
$0 ﹤0.01%
1
– –
195 196
197
198 199

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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.