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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
WRK
4301
PUT
DELISTED
WestRock Company
WRK
– –
-9,200
Closed -$478K
WIRE
4302
PUT
DELISTED
Encore Wire Corp
WIRE
– –
-4,000
Closed -$184K
SIX
4303
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-6,000
Closed -$357K
SIX
4304
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
– –
-7,200
Closed -$428K
FBGX
4305
DELISTED
UBS AG FI Enhanced Large Cap Growth ETN
FBGX
$0 ﹤0.01%
1
– –
ERF
4306
CALL
DELISTED
Enerplus Corporation
ERF
– –
-2,800
Closed -$22K
ERF
4307
DELISTED
Enerplus Corporation
ERF
$0 ﹤0.01%
+4
New +$32
AMJ
4308
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
– –
-6,500
Closed -$209K
AMJ
4309
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$0 ﹤0.01%
1
-44
-98% -$1.35K
AMJ
4310
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
– –
-15,000
Closed -$485K
EMFM
4311
DELISTED
Global X MSCI Next Emerging & Frontier ETF
EMFM
$0 ﹤0.01%
1
– –
PXD
4312
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-6,400
Closed -$1.19M
MDC
4313
DELISTED
M.D.C. Holdings, Inc.
MDC
$0 ﹤0.01%
3
-1,943
-100% -$50.9K
MDC
4314
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-8,440
Closed -$201K
MTBL
4315
CALL
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
– –
-6,667
Closed -$16K
MTBL
4316
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
– –
-1,940
Closed -$5K
MTBL
4317
PUT
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
– –
-3,333
Closed -$8K
CPE
4318
CALL
DELISTED
Callon Petroleum Company
CPE
– –
-30
Closed -$4K
VJET
4319
DELISTED
VOXELJET AG American Depositary Shares (each representing one Ordinary Share)
VJET
– –
-2
Closed –
DBGR
4320
DELISTED
Xtrackers MSCI Germany Hedged Equity ETF
DBGR
$0 ﹤0.01%
1
– –
EXPR
4321
DELISTED
Express, Inc.
EXPR
– –
-220
Closed -$34.2K
EXPR
4322
PUT
DELISTED
Express, Inc.
EXPR
– –
-200
Closed -$36K
BFX
4323
CALL
DELISTED
BowFlex Inc.
BFX
– –
-1,000
Closed -$18K
BFX
4324
DELISTED
BowFlex Inc.
BFX
– –
-614
Closed -$11K
PGAL
4325
DELISTED
Global X MSCI Portugal ETF
PGAL
$0 ﹤0.01%
1
– –
171 172
173
174 175

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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.