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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+4.68%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$51.6B
AUM Growth
+$3.1B
Cap. Flow
+$806M
Cap. Flow %
1.56%
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
919
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 Miscellaneous 95.78%
2 Consumer Discretionary 0.93%
3 Technology 0.85%
4 Financials 0.62%
5 Consumer Staples 0.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SNPS icon
3801
PUT
Synopsys
SNPS
$75.4B
– –
-4,000
Closed -$289K
SNX icon
3802
CALL
TD Synnex
SNX
$20.6B
– –
-1,000
Closed -$56K
SNX icon
3803
TD Synnex
SNX
$20.6B
– –
-1,738
Closed -$97K
SNX icon
3804
PUT
TD Synnex
SNX
$20.6B
– –
-1,600
Closed -$90K
SOCL icon
3805
Global X Social Media ETF
SOCL
$89.5M
$0 ﹤0.01%
1
– –
SONY icon
3806
CALL
Sony
SONY
$137B
– –
-104,500
Closed -$705K
SONY icon
3807
PUT
Sony
SONY
$137B
– –
-148,000
Closed -$997K
SOXL icon
3808
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$21.6B
$0 ﹤0.01%
60
– –
SOXX icon
3809
PUT
iShares Semiconductor ETF
SOXX
$43.8B
– –
-1,200
Closed -$55K
SPAB icon
3810
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$10.2B
$0 ﹤0.01%
2
– –
SPBO icon
3811
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.15B
$0 ﹤0.01%
1
– –
SPB icon
3812
CALL
Spectrum Brands
SPB
$1.97B
– –
-2,500
Closed -$348K
SPDW icon
3813
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$42.1B
$0 ﹤0.01%
1
– –
SPEM icon
3814
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.9B
$0 ﹤0.01%
2
– –
SPEU icon
3815
State Street SPDR Portfolio Europe ETF
SPEU
$726M
$0 ﹤0.01%
1
– –
SPFF icon
3816
Global X SuperIncome Preferred ETF
SPFF
$142M
$0 ﹤0.01%
1
– –
SPG icon
3817
PUT
Simon Property Group
SPG
$66.2B
– –
-14,500
Closed -$2.49M
SPGI icon
3818
PUT
S&P Global
SPGI
$123B
– –
-6,000
Closed -$784K
SPGM icon
3819
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.75B
$0 ﹤0.01%
2
– –
SPGP icon
3820
Invesco S&P 500 GARP ETF
SPGP
$2.19B
$0 ﹤0.01%
1
– –
SPHB icon
3821
Invesco S&P 500 High Beta ETF
SPHB
$913M
$0 ﹤0.01%
1
– –
SPHD icon
3822
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.36B
$0 ﹤0.01%
1
– –
SPHY icon
3823
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$12B
$0 ﹤0.01%
1
– –
SPIP icon
3824
State Street SPDR Portfolio TIPS ETF
SPIP
$1.03B
$0 ﹤0.01%
2
– –
SPIB icon
3825
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.6B
$0 ﹤0.01%
1
– –
151 152
153
154 155

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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's Q2 2017 filing shows 418 new, 646 increased, 919 reduced and 1,761 closed positions. Its largest new stake was Intel: 1,905,541 shares worth $64.3M. The largest sale was Caterpillar, an estimated $63.3M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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.