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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
IPF
4826
DELISTED
SPDR S&P International Financial Sector
IPF
$0 ﹤0.01%
1
– –
IPN
4827
DELISTED
SPDR S&P International Industrial Sector
IPN
$0 ﹤0.01%
1
– –
IPU
4828
DELISTED
SPDR S&P International Utilities Sector
IPU
$0 ﹤0.01%
1
– –
IPK
4829
DELISTED
SPDR S&P International Technology Sector
IPK
$0 ﹤0.01%
1
– –
IST
4830
DELISTED
SPDR S&P International Telecommunications Sector
IST
$0 ﹤0.01%
1
– –
GML
4831
DELISTED
SPDR S&P Emerging Latin America ETF
GML
$0 ﹤0.01%
1
– –
SIPE
4832
DELISTED
SPDR Bloomberg Barclays 0-5 Year TIPS ETF
SIPE
$0 ﹤0.01%
1
– –
IPD
4833
DELISTED
SPDR S&P International Consumer Discretionary Sector
IPD
$0 ﹤0.01%
1
– –
EMCR
4834
DELISTED
Columbia Emerging Markets Core ETF
EMCR
$0 ﹤0.01%
1
– –
KCG
4835
CALL
DELISTED
KCG Holdings, Inc.
KCG
– –
-1,000
Closed -$18K
KCG
4836
PUT
DELISTED
KCG Holdings, Inc.
KCG
– –
-14,000
Closed -$250K
PNRA
4837
CALL
DELISTED
Panera Bread Co
PNRA
– –
-63,800
Closed -$16.7M
PNRA
4838
PUT
DELISTED
Panera Bread Co
PNRA
– –
-2,800
Closed -$733K
KATE
4839
CALL
DELISTED
Kate Spade & Company
KATE
– –
-93,700
Closed -$2.17M
KATE
4840
DELISTED
Kate Spade & Company
KATE
– –
-327,366
Closed -$6.03M
KATE
4841
PUT
DELISTED
Kate Spade & Company
KATE
– –
-415,000
Closed -$9.64M
ALJ
4842
DELISTED
Alon USA Energy Inc
ALJ
– –
-7,943
Closed -$97K
PWE
4843
CALL
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-2,000
Closed -$3K
HVPW
4844
DELISTED
U.S. Equity High Volatility Put Write Index Fund
HVPW
– –
-1
Closed –
CIE
4845
DELISTED
Cobalt International Energy, Inc
CIE
– –
-40,729
Closed -$326K
CIE
4846
PUT
DELISTED
Cobalt International Energy, Inc
CIE
– –
-47,500
Closed -$380K
FIBG
4847
DELISTED
CS FI Enhanced Big Cap Growth ETN
FIBG
– –
-1
Closed –
CSCR
4848
DELISTED
Credit Suisse X-Links Commodity Rotation ETNs due June 15, 2033
CSCR
– –
-1
Closed –
VAL
4849
CALL
DELISTED
Valspar
VAL
– –
-2,100
Closed -$233K
CSLS
4850
DELISTED
Credit Suisse X-Links Long/Short Equity ETN's due February 19,2020
CSLS
– –
-1
Closed –
192 193
194
195 196

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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.