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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
SZK icon
3876
ProShares UltraShort Consumer Staples
SZK
$8.96M
– –
0
– –
TAL icon
3877
CALL
TAL Education Group
TAL
$6.91B
– –
-54,000
Closed -$959K
TAL icon
3878
PUT
TAL Education Group
TAL
$6.91B
– –
-20,400
Closed -$362K
TAP icon
3879
Molson Coors Class B
TAP
$7.79B
– –
-757
Closed -$70.1K
TBF icon
3880
ProShares Short 20+ Year Treasury ETF
TBF
$88M
$0 ﹤0.01%
1
– –
TBX icon
3881
ProShares Short 7-10 Year Treasury
TBX
$15.9M
$0 ﹤0.01%
1
– –
TCBI icon
3882
CALL
Texas Capital Bancshares
TCBI
$4.3B
– –
-4,000
Closed -$334K
TCBI icon
3883
Texas Capital Bancshares
TCBI
$4.3B
– –
-760
Closed -$63K
TCBI icon
3884
PUT
Texas Capital Bancshares
TCBI
$4.3B
– –
-500
Closed -$42K
TCX icon
3885
CALL
Tucows
TCX
$167M
– –
-1,500
Closed -$77K
TCX icon
3886
Tucows
TCX
$167M
– –
-48
Closed -$2K
TCX icon
3887
PUT
Tucows
TCX
$167M
– –
-2,000
Closed -$102K
TD icon
3888
PUT
Toronto Dominion Bank
TD
$199B
– –
-12,800
Closed -$641K
TDC icon
3889
PUT
Teradata
TDC
$2.91B
– –
-600
Closed -$19K
TDG icon
3890
TransDigm Group
TDG
$70.4B
– –
-10,106
Closed -$2.57M
TDG icon
3891
PUT
TransDigm Group
TDG
$70.4B
– –
-49,200
Closed -$10.8M
TDIV icon
3892
First Trust NASDAQ Technology Dividend Index Fund
TDIV
$4.17B
$0 ﹤0.01%
1
– –
TDS icon
3893
CALL
Telephone and Data Systems
TDS
$3.79B
– –
-2,000
Closed -$53K
TDS icon
3894
PUT
Telephone and Data Systems
TDS
$3.79B
– –
-2,000
Closed -$53K
TDTF icon
3895
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
$0 ﹤0.01%
1
– –
TDTT icon
3896
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.53B
$0 ﹤0.01%
1
– –
TEAM icon
3897
CALL
Atlassian
TEAM
$25.3B
– –
-800
Closed -$24K
TECL icon
3898
Direxion Daily Technology Bull 3x ETF
TECL
$5B
$0 ﹤0.01%
40
– –
TEO icon
3899
Telecom Argentina
TEO
$5.99B
– –
-1,090
Closed -$24K
TEO icon
3900
PUT
Telecom Argentina
TEO
$5.99B
– –
-2,000
Closed -$44K
154 155
156
157 158

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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.