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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
FEZ icon
76
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
$87.5M 0.17%
2,274,600
-1,575,400
-41% -$60.4M
MDY icon
77
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
$87.1M 0.17%
274,300
-17,300
-6% -$5.45M
GOOG icon
78
Alphabet (Google) Class C
GOOG
$4.01T
$84.8M 0.16%
1,865,400
+1,514,160
+431% +$69.3M
TMUS icon
79
PUT
T-Mobile US
TMUS
$191B
$83.7M 0.16%
1,380,000
+1,325,600
+2,437% +$86.4M
LVS icon
80
PUT
Las Vegas Sands
LVS
$27.7B
$83.1M 0.16%
1,300,600
+1,112,100
+590% +$66.7M
DAL icon
81
PUT
Delta Air Lines
DAL
$52.1B
$82.9M 0.16%
1,543,400
+315,100
+26% +$15.4M
CSCO icon
82
CALL
Cisco
CSCO
$431B
$82.7M 0.16%
2,640,700
+175,900
+7% +$5.73M
CSCO icon
83
PUT
Cisco
CSCO
$431B
$82.4M 0.16%
2,631,300
+187,800
+8% +$6.12M
XLE icon
84
CALL
State Street Energy Select Sector SPDR ETF
XLE
$43.2B
$81.7M 0.16%
2,516,600
+1,457,200
+138% +$49M
FDX icon
85
PUT
FedEx
FDX
$73.3B
$81.1M 0.16%
373,300
+247,200
+196% +$48.8M
ENR icon
86
PUT
Energizer
ENR
$1.39B
$79.1M 0.15%
1,646,500
-1,203,500
-42% -$65.4M
USO icon
87
CALL
United States Oil Fund
USO
$1.69B
$79.1M 0.15%
1,040,275
+375,600
+57% +$30M
BIDU icon
88
CALL
Baidu
BIDU
$31.5B
$78.1M 0.15%
436,500
+152,200
+54% +$27.6M
CVS icon
89
CALL
CVS Health
CVS
$123B
$78.1M 0.15%
970,200
-2,801,600
-74% -$221M
PANW icon
90
PUT
Palo Alto Networks
PANW
$272B
$77M 0.15%
3,454,800
+440,400
+15% +$8.9M
SVXY icon
91
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$255M
$76.2M 0.15%
472,400
+222,400
+89% +$33.1M
ACWI icon
92
PUT
iShares MSCI ACWI ETF
ACWI
$33.2B
$75.3M 0.15%
1,150,000
-2,250,000
-66% -$146M
AGN
93
CALL
DELISTED
Allergan plc
AGN
$74.9M 0.15%
308,000
-91,200
-23% -$21.4M
IEF icon
94
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$41.9B
$74.3M 0.14%
696,700
-992,400
-59% -$106M
MCK icon
95
PUT
McKesson
MCK
$104B
$74M 0.14%
450,000
+400,000
+800% +$60.6M
GS icon
96
PUT
Goldman Sachs
GS
$301B
$72.4M 0.14%
326,400
-74,800
-19% -$16.6M
AAL icon
97
CALL
American Airlines Group
AAL
$8.53B
$72.3M 0.14%
1,437,700
-170,500
-11% -$7.93M
MET icon
98
PUT
MetLife
MET
$60.8B
$72.1M 0.14%
1,472,849
-541,365
-27% -$25.1M
GWW icon
99
PUT
W.W. Grainger
GWW
$60.3B
$71.1M 0.14%
393,600
-586,300
-60% -$111M
DD icon
100
CALL
DuPont de Nemours
DD
$17.3B
$70.3M 0.14%
439,858
+372,096
+549% +$59.1M
2 3
4
5 6

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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.