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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
918
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
SLGN icon
3776
PUT
Silgan Holdings
SLGN
$4.27B
– –
-2,000
Closed -$59K
SLM icon
3777
CALL
SLM Corp
SLM
$4.88B
– –
-2,000
Closed -$24K
SLV icon
3778
iShares Silver Trust
SLV
$27.8B
$0 ﹤0.01%
1
– –
SLVO icon
3779
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$11.2M
– –
0
– –
SLVP icon
3780
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$776M
$0 ﹤0.01%
1
– –
SLX icon
3781
VanEck Steel ETF
SLX
$168M
$0 ﹤0.01%
1
– –
SLYG icon
3782
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.08B
$0 ﹤0.01%
4
– –
SLYV icon
3783
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.88B
$0 ﹤0.01%
2
– –
SMB icon
3784
VanEck Short Muni ETF
SMB
$312M
$0 ﹤0.01%
1
– –
SMDD icon
3785
ProShares UltraPro Short MidCap400
SMDD
$2.12M
– –
0
– –
SMH icon
3786
VanEck Semiconductor ETF
SMH
$65.7B
$0 ﹤0.01%
2
-60,314
-100% -$2.49M
SMIN icon
3787
iShares MSCI India Small-Cap ETF
SMIN
$756M
$0 ﹤0.01%
1
– –
SMLV icon
3788
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$258M
$0 ﹤0.01%
1
– –
SMMU icon
3789
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.14B
$0 ﹤0.01%
1
– –
SMN icon
3790
ProShares UltraShort Materials
SMN
$4.16M
– –
0
– –
SMOG icon
3791
VanEck Low Carbon Energy ETF
SMOG
$130M
$0 ﹤0.01%
1
– –
SMTC icon
3792
CALL
Semtech
SMTC
$11.1B
– –
-1,000
Closed -$34K
SMTC icon
3793
PUT
Semtech
SMTC
$11.1B
– –
-5,700
Closed -$193K
SNA icon
3794
CALL
Snap-on
SNA
$21.3B
– –
-9,500
Closed -$1.6M
SNBR
3795
CALL
DELISTED
Sleep Number
SNBR
– –
-1,000
Closed -$25K
SNCR
3796
DELISTED
Synchronoss Technologies
SNCR
– –
-105
Closed -$23K
SNCR
3797
PUT
DELISTED
Synchronoss Technologies
SNCR
– –
-333
Closed -$73K
SNDA icon
3798
Sonida Senior Living
SNDA
$1.91B
– –
-196
Closed -$41K
SNDA icon
3799
PUT
Sonida Senior Living
SNDA
$1.91B
– –
-153
Closed -$32K
SNPS icon
3800
CALL
Synopsys
SNPS
$73.8B
– –
-4,000
Closed -$289K
150 151
152
153 154

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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.