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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
CHIE
4326
DELISTED
Global X MSCI China Energy ETF
CHIE
$0 ﹤0.01%
1
– –
CHIC
4327
DELISTED
Global X MSCI China Communication Services ETF
CHIC
$0 ﹤0.01%
1
– –
RESP
4328
DELISTED
WisdomTree U.S. ESG Fund
RESP
$0 ﹤0.01%
3
– –
RPT
4329
CALL
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
– –
-1,500
Closed -$21K
AAIC
4330
DELISTED
Arlington Asset Investment Corp.
AAIC
– –
-33
Closed –
SGEN
4331
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-19
Closed -$1K
HEP
4332
PUT
DELISTED
Holly Energy Partners, L.P.
HEP
– –
-1,600
Closed -$57K
PACW
4333
CALL
DELISTED
PacWest Bancorp
PACW
– –
-1,000
Closed -$53K
AVTA
4334
CALL
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-4,000
Closed -$69K
AVTA
4335
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-511
Closed -$9K
AVTA
4336
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-2,300
Closed -$40K
SCU
4337
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
– –
-32
Closed -$1K
SCU
4338
PUT
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
– –
-100
Closed -$2K
EWGS
4339
DELISTED
iShares MSCI Germany Small-Cap ETF
EWGS
$0 ﹤0.01%
1
– –
FRGI
4340
CALL
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-5,000
Closed -$121K
FRGI
4341
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-2,503
Closed -$61K
FRGI
4342
PUT
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-3,000
Closed -$72K
KFYP
4343
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
$0 ﹤0.01%
2
– –
RAD
4344
CALL
DELISTED
Rite Aid Corporation
RAD
– –
-10,000
Closed -$850K
PRTK
4345
PUT
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
– –
-72,300
Closed -$1.39M
GLCN
4346
DELISTED
VanEck China Growth Leaders ETF
GLCN
$0 ﹤0.01%
1
– –
SNLN
4347
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
$0 ﹤0.01%
1
– –
INFI
4348
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-9,848
Closed -$32K
INFI
4349
PUT
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
– –
-76,600
Closed -$247K
WWE
4350
DELISTED
World Wrestling Entertainment
WWE
– –
-13,549
Closed -$301K
172 173
174
175 176

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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.