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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
CRM icon
276
CALL
Salesforce
CRM
$158B
$17.8M 0.03%
205,000
+124,800
+156% +$10.9M
XBI icon
277
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$17.7M 0.03%
229,200
-80,000
-26% -$5.67M
BURL icon
278
CALL
Burlington
BURL
$23.2B
$17.5M 0.03%
190,400
+119,100
+167% +$11.5M
VALE icon
279
CALL
Vale
VALE
$62.6B
$17.5M 0.03%
1,999,000
+610,000
+44% +$5.18M
MA icon
280
CALL
Mastercard
MA
$493B
$17.4M 0.03%
143,500
+70,300
+96% +$8.34M
LVS icon
281
Las Vegas Sands
LVS
$29.6B
$17.2M 0.03%
269,949
+186,459
+223% +$11.2M
SVXY icon
282
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
$17.2M 0.03%
106,881
-9,753
-8% -$1.45M
DAL icon
283
CALL
Delta Air Lines
DAL
$60.1B
$17.2M 0.03%
320,200
-837,900
-72% -$41.1M
COF icon
284
PUT
Capital One
COF
$134B
$17.2M 0.03%
207,800
+92,300
+80% +$7.5M
BBY icon
285
PUT
Best Buy
BBY
$17.3B
$17.1M 0.03%
298,600
+228,100
+324% +$12.2M
CELG
286
DELISTED
Celgene Corp
CELG
$17.1M 0.03%
131,416
+106,926
+437% +$13.1M
CL icon
287
CALL
Colgate-Palmolive
CL
$74.4B
$17M 0.03%
229,500
+33,000
+17% +$2.45M
NUE icon
288
PUT
Nucor
NUE
$62.1B
$16.9M 0.03%
292,000
-119,200
-29% -$6.99M
WBA
289
PUT
DELISTED
Walgreens Boots Alliance
WBA
$16.5M 0.03%
210,600
+8,500
+4% +$699K
BG icon
290
CALL
Bunge Global
BG
$20.8B
$16.4M 0.03%
220,000
+206,000
+1,471% +$15.7M
KHC icon
291
PUT
Kraft Heinz
KHC
$30B
$16.2M 0.03%
189,400
+181,000
+2,155% +$16.4M
DUK icon
292
CALL
Duke Energy
DUK
$97.3B
$16.2M 0.03%
193,700
+105,900
+121% +$8.9M
XLI icon
293
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
$16.1M 0.03%
236,200
-310,300
-57% -$20.7M
TTWO icon
294
PUT
Take-Two Interactive
TTWO
$46.1B
$16M 0.03%
218,600
+216,600
+10,830% +$14.8M
PBH icon
295
CALL
Prestige Consumer Healthcare
PBH
$2.6B
$15.9M 0.03%
+301,600
New +$16.2M
XBI icon
296
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$15.9M 0.03%
206,000
-501,700
-71% -$35.6M
ETD icon
297
PUT
Ethan Allen Interiors
ETD
$603M
$15.8M 0.03%
+490,000
New +$14.4M
IP icon
298
CALL
International Paper
IP
$22B
$15.8M 0.03%
294,624
+46,464
+19% +$2.35M
BA icon
299
Boeing
BA
$185B
$15.8M 0.03%
+79,799
New +$14.9M
ABT icon
300
Abbott
ABT
$187B
$15.8M 0.03%
324,139
-107,209
-25% -$4.85M
10 11
12
13 14

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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.