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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
MSCI icon
1451
PUT
MSCI
MSCI
$40.3B
$206K ﹤0.01%
2,000
-28,000
-93% -$2.82M
BFH icon
1452
CALL
Bread Financial
BFH
$4.13B
$205K ﹤0.01%
1,002
– –
RDN icon
1453
CALL
Radian Group
RDN
$4.81B
$204K ﹤0.01%
12,500
– –
GME icon
1454
PUT
GameStop
GME
$8.92B
$203K ﹤0.01%
37,600
-86,800
-70% -$490K
HAIN icon
1455
Hain Celestial
HAIN
$57.9M
$203K ﹤0.01%
+5,222
New +$189K
IFF icon
1456
International Flavors & Fragrances
IFF
$21.5B
$203K ﹤0.01%
+1,503
New +$204K
FLEX icon
1457
CALL
Flex
FLEX
$41.6B
$202K ﹤0.01%
16,322
– –
EXPR
1458
CALL
DELISTED
Express, Inc.
EXPR
$202K ﹤0.01%
1,500
-250
-14% -$38.8K
VISN
1459
PUT
Vistance Networks Inc
VISN
$1.48B
$201K ﹤0.01%
5,300
-8,700
-62% -$336K
TRCO
1460
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$201K ﹤0.01%
+4,931
New +$193K
WES
1461
PUT
DELISTED
Western Gas Partners Lp
WES
$201K ﹤0.01%
3,600
– –
CCI icon
1462
CALL
Crown Castle
CCI
$32B
$200K ﹤0.01%
2,000
-16,900
-89% -$1.66M
HMC icon
1463
Honda
HMC
$40.6B
$200K ﹤0.01%
7,318
+4,099
+127% +$116K
SEAC
1464
PUT
DELISTED
Seachange International Inc
SEAC
$200K ﹤0.01%
+3,750
New +$190K
GGB icon
1465
CALL
Gerdau
GGB
$9.83B
$198K ﹤0.01%
81,900
-37,800
-32% -$89.3K
PHM icon
1466
PUT
Pultegroup
PHM
$22.7B
$198K ﹤0.01%
8,100
-44,000
-84% -$1.03M
ALSK
1467
CALL
DELISTED
Alaska Communications Systems
ALSK
$198K ﹤0.01%
+90,000
New +$196K
ALSK
1468
PUT
DELISTED
Alaska Communications Systems
ALSK
$198K ﹤0.01%
+90,000
New +$196K
LBTYA icon
1469
Liberty Global Class A
LBTYA
$3.58B
$196K ﹤0.01%
6,111
-89,903
-94% -$2.88M
AXTA icon
1470
PUT
Axalta
AXTA
$7.37B
$192K ﹤0.01%
6,000
-203,800
-97% -$6.51M
RHI icon
1471
PUT
Robert Half
RHI
$3.95B
$192K ﹤0.01%
4,000
-2,000
-33% -$93.5K
MDCO
1472
CALL
DELISTED
Medicines Co
MDCO
$190K ﹤0.01%
+5,000
New +$223K
CBRL icon
1473
Cracker Barrel
CBRL
$1.14B
$189K ﹤0.01%
+1,133
New +$184K
TPR icon
1474
CALL
Tapestry
TPR
$22.7B
$189K ﹤0.01%
4,000
-56,100
-93% -$2.46M
SGG
1475
DELISTED
iPath Bloomberg Sugar Subindex Total Return ETN due June 24, 2038
SGG
$189K ﹤0.01%
6,501
+6,500
+650,000% +$213K
57 58
59
60 61

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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.