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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
WEB
4701
PUT
DELISTED
Web.com Group, Inc.
WEB
– –
-100
Closed -$2K
CMDT
4702
DELISTED
iShares Commodity Optimized Trust
CMDT
$0 ﹤0.01%
1
– –
ANDV
4703
CALL
DELISTED
Andeavor
ANDV
– –
-30,500
Closed -$2.47M
DNO
4704
DELISTED
United States Short Oil Fund
DNO
$0 ﹤0.01%
1
– –
USAG
4705
DELISTED
United States Agriculture Index Fund
USAG
$0 ﹤0.01%
1
– –
SHLM
4706
PUT
DELISTED
Schulman (A.) Inc
SHLM
– –
-2,000
Closed -$63K
PAY
4707
DELISTED
Verifone Systems Inc
PAY
– –
-6,752
Closed -$122K
NSM
4708
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-1,500
Closed -$24K
RSPP
4709
CALL
DELISTED
RSP Permian, Inc.
RSPP
– –
-600
Closed -$25K
RSPP
4710
DELISTED
RSP Permian, Inc.
RSPP
– –
-1,439
Closed -$60K
RSPP
4711
PUT
DELISTED
RSP Permian, Inc.
RSPP
– –
-2,600
Closed -$108K
FNGN
4712
CALL
DELISTED
Financial Engines, Inc.
FNGN
– –
-8,000
Closed -$348K
BWP
4713
PUT
DELISTED
Boardwalk Pipeline Partners
BWP
– –
-1,300
Closed -$24K
JASO
4714
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-263
Closed -$2K
JASO
4715
PUT
DELISTED
JA Solar Holdings, Co., Ltd
JASO
– –
-1,000
Closed -$7K
MLPS
4716
DELISTED
UBS AG 1xMonthly Short Exchange Traded Access Securities (E-TRACS) Linked to the Alerian MLP In
MLPS
$0 ﹤0.01%
1
– –
UBN
4717
DELISTED
E-TRACS UBS Bloomberg CMCI Energy ETN
UBN
$0 ﹤0.01%
1
– –
FINL
4718
CALL
DELISTED
Finish Line
FINL
– –
-300
Closed -$4K
FINL
4719
PUT
DELISTED
Finish Line
FINL
– –
-2,200
Closed -$31K
OA
4720
DELISTED
Orbital ATK, Inc.
OA
– –
-1,474
Closed -$144K
OA
4721
PUT
DELISTED
Orbital ATK, Inc.
OA
– –
-2,000
Closed -$196K
FIGY
4722
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN
FIGY
$0 ﹤0.01%
1
– –
ADRE
4723
DELISTED
Invesco BLDRS Emerging Markets 50 ADR Index Fund
ADRE
$0 ﹤0.01%
1
– –
EWEM
4724
DELISTED
Invesco MSCI Emerging Markets Equal Country Weight ETF
EWEM
$0 ﹤0.01%
1
– –
EEB
4725
DELISTED
Invesco BRIC ETF
EEB
$0 ﹤0.01%
1
– –
187 188
189
190 191

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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.