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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
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 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
XOP icon
226
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
$23.6M 0.05%
185,000
-275,100
-60% -$37.6M
VLO icon
227
CALL
Valero Energy
VLO
$85.9B
$23.6M 0.05%
349,400
+207,400
+146% +$13.5M
GOOGL icon
228
PUT
Alphabet (Google) Class A
GOOGL
$4.33T
$23.2M 0.05%
500,000
-560,000
-53% -$26.2M
AZN icon
229
CALL
AstraZeneca
AZN
$250B
$23.1M 0.04%
338,750
-444,950
-57% -$29.1M
PRU icon
230
CALL
Prudential Financial
PRU
$41.8B
$23M 0.04%
212,800
+88,900
+72% +$9.44M
IYR icon
231
iShares US Real Estate ETF
IYR
$4.65B
$22.9M 0.04%
287,634
+61,548
+27% +$4.9M
CMI icon
232
CALL
Cummins
CMI
$88.7B
$22.9M 0.04%
141,400
-62,400
-31% -$9.68M
GOOG icon
233
CALL
Alphabet (Google) Class C
GOOG
$4.32T
$22.7M 0.04%
500,000
-1,442,000
-74% -$66M
ARCH
234
PUT
DELISTED
Arch Resources, Inc.
ARCH
$22.5M 0.04%
+330,000
New +$23.2M
MRK icon
235
PUT
Merck
MRK
$318B
$22.4M 0.04%
366,800
+104,800
+40% +$6.38M
HD icon
236
Home Depot
HD
$355B
$22.3M 0.04%
+145,310
New +$22.3M
FMI
237
CALL
DELISTED
Foundation Medicine, Inc.
FMI
$22.2M 0.04%
557,800
+294,000
+111% +$10.8M
XOM icon
238
PUT
ExxonMobil
XOM
$634B
$22.1M 0.04%
273,800
-70,000
-20% -$5.73M
TWX
239
PUT
DELISTED
Time Warner Inc
TWX
$22.1M 0.04%
220,000
+120,000
+120% +$11.9M
LNG icon
240
CALL
Cheniere Energy
LNG
$52.9B
$22.1M 0.04%
452,800
+93,800
+26% +$4.47M
TGT icon
241
PUT
Target
TGT
$68B
$21.9M 0.04%
418,200
-311,200
-43% -$17M
CAT icon
242
CALL
Caterpillar
CAT
$387B
$21.7M 0.04%
202,400
-489,300
-71% -$49.7M
DD
243
PUT
DELISTED
Du Pont De Nemours E I
DD
$21.4M 0.04%
265,400
+108,900
+70% +$8.7M
ATVI
244
PUT
DELISTED
Activision Blizzard
ATVI
$21.3M 0.04%
370,500
+176,600
+91% +$9.75M
F icon
245
PUT
Ford
F
$55.7B
$21.3M 0.04%
1,904,000
-1,981,000
-51% -$22.1M
RIO icon
246
CALL
Rio Tinto
RIO
$164B
$21.2M 0.04%
500,300
+235,200
+89% +$9.43M
YUM icon
247
CALL
Yum! Brands
YUM
$41.1B
$21.1M 0.04%
286,000
+268,500
+1,534% +$18.7M
KRE icon
248
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
$21M 0.04%
382,500
+169,500
+80% +$9.12M
LNW
249
CALL
DELISTED
Light & Wonder
LNW
$20.9M 0.04%
802,100
+413,900
+107% +$9.84M
MU icon
250
CALL
Micron Technology
MU
$991B
$20.7M 0.04%
694,300
-418,700
-38% -$12.3M
8 9
10
11 12

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
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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.