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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
CZZ
4476
CALL
DELISTED
Cosan Limited
CZZ
– –
-300
Closed -$3K
ACIA
4477
CALL
DELISTED
Acacia Communications Inc
ACIA
– –
-1,500
Closed -$88K
ZAGG
4478
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-691
Closed -$5K
ZAGG
4479
PUT
DELISTED
ZAGG Inc Common Stock (Delaware)
ZAGG
– –
-1,000
Closed -$7K
EIGI
4480
PUT
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-1,000
Closed -$8K
CXO
4481
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-2,000
Closed -$257K
FIT
4482
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-4,500
Closed -$27K
FIT
4483
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-2,000
Closed -$12K
PE
4484
CALL
DELISTED
PARSLEY ENERGY INC
PE
– –
-11,500
Closed -$374K
HDS
4485
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-45,900
Closed -$1.89M
BSJK
4486
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
$0 ﹤0.01%
1
– –
FRAN
4487
CALL
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-383
Closed -$71K
FRAN
4488
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-142
Closed -$26K
FRAN
4489
PUT
DELISTED
Francesca's Holdings Corporation
FRAN
– –
-800
Closed -$148K
FMK
4490
DELISTED
First Trust Mega Cap AlphaDEX Fund
FMK
$0 ﹤0.01%
1
– –
FVL
4491
DELISTED
First TrustValue Line 100 Exchange-Traded
FVL
$0 ﹤0.01%
1
– –
CHEP
4492
DELISTED
AGFiQ U.S. Market Neutral Value Fund
CHEP
$0 ﹤0.01%
1
– –
UBG
4493
DELISTED
E-TRACS UBS Bloomberg CMCI Gold ETN
UBG
$0 ﹤0.01%
1
– –
UCI
4494
DELISTED
E-TRACS UBS Bloomberg CMCI ETN
UCI
$0 ﹤0.01%
1
– –
TAPR
4495
DELISTED
iPath Inverse US Treasury Composite ETN
TAPR
– –
0
– –
GPOR
4496
DELISTED
Gulfport Energy Corp.
GPOR
– –
-183,878
Closed -$3.16M
GPOR
4497
PUT
DELISTED
Gulfport Energy Corp.
GPOR
– –
-207,100
Closed -$3.56M
MLPI
4498
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$0 ﹤0.01%
1
– –
BITA
4499
PUT
DELISTED
Bitauto Holdings Limited
BITA
– –
-1,400
Closed -$36K
CBL
4500
CALL
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-1,000
Closed -$10K
178 179
180
181 182

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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.