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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
FAUS
4951
DELISTED
First Trust Australia AlphaDEX Fund
FAUS
$0 ﹤0.01%
1
– –
FCAN
4952
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$0 ﹤0.01%
1
– –
DZK
4953
DELISTED
Direxion Daily Developed Markets Bull 3x Shares
DZK
$0 ﹤0.01%
1
– –
JPNL
4954
DELISTED
Direxion Daily Japan Bull 3x Shares
JPNL
$0 ﹤0.01%
1
– –
IBMI
4955
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
$0 ﹤0.01%
1
– –
SOIL
4956
DELISTED
Global X Fertilizers/Potash ETF
SOIL
$0 ﹤0.01%
1
– –
DTUL
4957
DELISTED
iPath US Treasury 2-year Bull ETN
DTUL
$0 ﹤0.01%
1
– –
UGLD
4958
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
– –
0
– –
AXJL
4959
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
$0 ﹤0.01%
1
– –
HYND
4960
DELISTED
WisdomTree Trust WisdomTree WisdomTree Negative Duration High Yield Bond Fund
HYND
$0 ﹤0.01%
1
– –
DRR
4961
DELISTED
Market Vectors Double Short Euro ETN
DRR
$0 ﹤0.01%
1
– –
FTR
4962
CALL
DELISTED
Frontier Communications Corp.
FTR
– –
-20,267
Closed -$651K
HUSE
4963
DELISTED
Strategy Shares US Market Rotation Strategy ETF
HUSE
$0 ﹤0.01%
1
– –
CNY
4964
DELISTED
Market Vectors-Renminbi
CNY
$0 ﹤0.01%
1
– –
CEFL
4965
DELISTED
ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN
CEFL
$0 ﹤0.01%
1
– –
MORL
4966
DELISTED
ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN
MORL
$0 ﹤0.01%
1
– –
DTYS
4967
DELISTED
iPath US Treasury 10-year Bear ETN
DTYS
$0 ﹤0.01%
1
– –
FXCH
4968
DELISTED
Invesco CurrencyShares Chinese Renminbi Trust
FXCH
$0 ﹤0.01%
1
– –
FXS
4969
DELISTED
Invesco CurrencyShares Swedish Krona Trust
FXS
$0 ﹤0.01%
1
– –
FXSG
4970
DELISTED
Invesco CurrencyShares Singapore Dollar Trust
FXSG
$0 ﹤0.01%
1
– –
WLH
4971
CALL
DELISTED
WILLIAM LYON HOMES
WLH
– –
-600
Closed -$12K
TYNS
4972
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
$0 ﹤0.01%
1
– –
TRCO
4973
CALL
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-10,000
Closed -$373K
AXJV
4974
DELISTED
iShares Edge MSCI Min Vol Asia ex Japan ETF
AXJV
$0 ﹤0.01%
1
– –
EFII
4975
PUT
DELISTED
Electronics for Imaging
EFII
– –
-2,000
Closed -$98K
197 198
199
200 201

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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.