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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
HYG icon
26
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$222M 0.43%
2,510,500
+545,500
+28% +$48M
IBM icon
27
PUT
IBM
IBM
$219B
$214M 0.41%
1,452,999
+940,145
+183% +$142M
AXP icon
28
PUT
American Express
AXP
$220B
$203M 0.39%
2,407,700
+1,890,000
+365% +$150M
FXI icon
29
CALL
iShares China Large-Cap ETF
FXI
$4.17B
$203M 0.39%
5,100,000
-14,100,100
-73% -$553M
EWZ icon
30
PUT
iShares MSCI Brazil ETF
EWZ
$8.79B
$190M 0.37%
5,571,700
+1,436,300
+35% +$51.7M
IWM icon
31
iShares Russell 2000 ETF
IWM
$80.1B
$188M 0.36%
1,332,947
+773,308
+138% +$107M
EXPE icon
32
CALL
Expedia Group
EXPE
$33B
$185M 0.36%
1,245,000
+1,242,200
+44,364% +$174M
BAC icon
33
PUT
Bank of America
BAC
$436B
$179M 0.35%
7,391,600
-936,800
-11% -$21.8M
FXI icon
34
PUT
iShares China Large-Cap ETF
FXI
$4.17B
$175M 0.34%
4,405,000
-6,842,200
-61% -$268M
T icon
35
PUT
AT&T
T
$175B
$173M 0.34%
6,067,362
+1,711,799
+39% +$50.5M
BABA icon
36
PUT
Alibaba
BABA
$280B
$172M 0.33%
1,220,400
-405,000
-25% -$50M
WFC icon
37
CALL
Wells Fargo
WFC
$266B
$171M 0.33%
3,089,600
+221,900
+8% +$11.9M
TLT icon
38
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$162M 0.31%
1,292,200
-717,800
-36% -$88.7M
EWZ icon
39
CALL
iShares MSCI Brazil ETF
EWZ
$8.79B
$160M 0.31%
4,687,700
+766,600
+20% +$27.6M
META icon
40
PUT
Meta Platforms (Facebook)
META
$1.56T
$157M 0.3%
1,040,200
-208,800
-17% -$31M
HUM icon
41
PUT
Humana
HUM
$48.4B
$156M 0.3%
650,000
+36,600
+6% +$8.29M
USO icon
42
PUT
United States Oil Fund
USO
$1.65B
$156M 0.3%
2,056,338
+436,438
+27% +$34.9M
MDLZ icon
43
Mondelez International
MDLZ
$78.7B
$156M 0.3%
3,609,286
-1,177,288
-25% -$53.1M
JPM icon
44
PUT
JPMorgan Chase
JPM
$940B
$155M 0.3%
1,693,300
-829,700
-33% -$71.6M
MET icon
45
CALL
MetLife
MET
$60.7B
$148M 0.29%
3,022,219
+1,560,702
+107% +$72.4M
XLF icon
46
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$147M 0.28%
5,939,746
+5,939,745
+593,974,500% +$141M
C icon
47
PUT
Citigroup
C
$229B
$145M 0.28%
2,167,100
-19,400
-0.9% -$1.19M
GDX icon
48
PUT
VanEck Gold Miners ETF
GDX
$29.9B
$140M 0.27%
6,362,600
+913,900
+17% +$20.8M
EWJ icon
49
PUT
iShares MSCI Japan ETF
EWJ
$23.5B
$139M 0.27%
2,590,000
+2,200,000
+564% +$116M
GLD icon
50
PUT
SPDR Gold Trust
GLD
$148B
$135M 0.26%
1,140,000
+27,500
+2% +$3.29M
1
2
3 4 5

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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.