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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
QUOT
4351
CALL
DELISTED
Quotient Technology Inc
QUOT
– –
-1,000
Closed -$10K
HYLD
4352
DELISTED
High Yield ETF
HYLD
$0 ﹤0.01%
1
– –
PDCE
4353
CALL
DELISTED
PDC Energy, Inc.
PDCE
– –
-2,600
Closed -$162K
PDCE
4354
PUT
DELISTED
PDC Energy, Inc.
PDCE
– –
-2,000
Closed -$125K
AJRD
4355
DELISTED
Aerojet Rocketdyne Holdings
AJRD
– –
-1,782
Closed -$39K
VRAY
4356
DELISTED
ViewRay, Inc.
VRAY
– –
-728
Closed -$6K
BICK
4357
DELISTED
First Trust BICK Index Fund
BICK
$0 ﹤0.01%
1
– –
QDYN
4358
DELISTED
FlexShares Quality Dividend Dynamic Index Fund
QDYN
$0 ﹤0.01%
1
– –
RUTH
4359
CALL
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
– –
-2,800
Closed -$56K
RUTH
4360
PUT
DELISTED
Ruth's Hospitality Group, Inc.
RUTH
– –
-1,000
Closed -$20K
BCM
4361
DELISTED
iPath Pure Beta Broad Commodity ETN
BCM
$0 ﹤0.01%
1
– –
NIB
4362
DELISTED
iPath Bloomberg Cocoa Subindex Total Return ETN due June 24, 2038
NIB
$0 ﹤0.01%
1
– –
OIL
4363
DELISTED
iPath Pure Beta Crude Oil ETN
OIL
$0 ﹤0.01%
1
– –
LD
4364
DELISTED
iPath Bloomberg Lead Subindex Total Return ETN due June 24, 2038
LD
$0 ﹤0.01%
1
– –
DBD
4365
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-3,800
Closed -$117K
DBD
4366
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-2,800
Closed -$86K
ABB
4367
CALL
DELISTED
ABB Ltd
ABB
– –
-1,400
Closed -$32K
FRC
4368
CALL
DELISTED
First Republic Bank
FRC
– –
-4,000
Closed -$376K
IBDD
4369
DELISTED
iShares iBonds Mar 2023 Term Corporate ETF
IBDD
$0 ﹤0.01%
4
– –
ATCO
4370
CALL
DELISTED
Atlas Corp.
ATCO
– –
-1,000
Closed -$7K
DBS
4371
DELISTED
Invesco DB Silver Fund
DBS
$0 ﹤0.01%
1
– –
LHCG
4372
DELISTED
LHC Group LLC
LHCG
– –
-385
Closed -$21K
LHCG
4373
PUT
DELISTED
LHC Group LLC
LHCG
– –
-700
Closed -$38K
GRU
4374
DELISTED
ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Grains Total Return
GRU
$0 ﹤0.01%
1
– –
LCI
4375
CALL
DELISTED
Lannett Company, Inc.
LCI
– –
-6,250
Closed -$559K
173 174
175
176 177

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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.