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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
BNFT
4376
DELISTED
Benefitfocus, Inc.
BNFT
– –
-2,382
Closed -$67K
BNFT
4377
PUT
DELISTED
Benefitfocus, Inc.
BNFT
– –
-1,000
Closed -$28K
FNI
4378
DELISTED
First Trust Chindia ETF
FNI
$0 ﹤0.01%
1
– –
SWIR
4379
CALL
DELISTED
Sierra Wireless
SWIR
– –
-800
Closed -$22K
SWIR
4380
PUT
DELISTED
Sierra Wireless
SWIR
– –
-500
Closed -$13K
WIL
4381
DELISTED
iPath Women in Leadership ETN
WIL
$0 ﹤0.01%
1
– –
BSJM
4382
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
$0 ﹤0.01%
1
– –
IMLP
4383
DELISTED
iPath S&P MLP ETN
IMLP
$0 ﹤0.01%
1
– –
ZEN
4384
DELISTED
ZENDESK INC
ZEN
– –
-3,308
Closed -$93K
ZEN
4385
PUT
DELISTED
ZENDESK INC
ZEN
– –
-25,700
Closed -$720K
TEN
4386
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-1,469
Closed -$92K
TEN
4387
PUT
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
– –
-3,600
Closed -$225K
ZVO
4388
CALL
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-1,000
Closed -$11K
STON
4389
DELISTED
StoneMor Inc.
STON
– –
-391
Closed -$3K
STON
4390
PUT
DELISTED
StoneMor Inc.
STON
– –
-400
Closed -$3K
RJA
4391
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$0 ﹤0.01%
1
– –
RJN
4392
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total Return
RJN
$0 ﹤0.01%
1
– –
RJI
4393
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$0 ﹤0.01%
1
– –
RJZ
4394
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total Return
RJZ
$0 ﹤0.01%
1
– –
SHLX
4395
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-5,841
Closed -$181K
SHLX
4396
PUT
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-4,000
Closed -$128K
CAPD
4397
DELISTED
iPath Shiller CAPE ETN
CAPD
$0 ﹤0.01%
10
– –
WBII
4398
DELISTED
WBI BullBear Global Income ETF
WBII
$0 ﹤0.01%
1
– –
MNDT
4399
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-9,900
Closed -$124K
SNP
4400
CALL
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
– –
-3,200
Closed -$261K
174 175
176
177 178

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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.