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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
KWT
4876
DELISTED
VanEck Vectors Solar Energy ETF
KWT
$0 ﹤0.01%
1
– –
ORIG
4877
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
0
– –
TACO
4878
CALL
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-1,000
Closed -$13K
TACO
4879
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-3,198
Closed -$42K
TACO
4880
PUT
DELISTED
Del Taco Restaurants, Inc. Common Stock
TACO
– –
-2,000
Closed -$27K
AOI
4881
DELISTED
Alliance One International
AOI
$0 ﹤0.01%
1
– –
USLV
4882
DELISTED
VelocitySharesTM 3x Long Silver ETN linked to the S&P GSCI Silver Index ER
USLV
– –
0
– –
FBC
4883
PUT
DELISTED
Flagstar Bancorp, Inc. New
FBC
– –
-2,000
Closed -$56K
UHN
4884
DELISTED
United States Diesel-Heating Oil Fund, LP
UHN
$0 ﹤0.01%
1
– –
CAVM
4885
CALL
DELISTED
Cavium, Inc.
CAVM
– –
-4,600
Closed -$330K
CAVM
4886
PUT
DELISTED
Cavium, Inc.
CAVM
– –
-5,200
Closed -$373K
KEM
4887
CALL
DELISTED
KEMET Corporation
KEM
– –
-700
Closed -$8K
XL
4888
CALL
DELISTED
XL Group Ltd.
XL
– –
-2,000
Closed -$80K
XL
4889
PUT
DELISTED
XL Group Ltd.
XL
– –
-4,000
Closed -$160K
GUR
4890
DELISTED
SPDR S&P Emerging Europe ETF
GUR
$0 ﹤0.01%
1
– –
IIP
4891
CALL
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
– –
-1,000
Closed -$4K
CA
4892
CALL
DELISTED
CA, Inc.
CA
– –
-2,000
Closed -$63K
SIVB
4893
CALL
DELISTED
SVB Financial Group
SIVB
– –
-400
Closed -$74K
BSCN
4894
DELISTED
Invesco BulletShares 2023 Corporate Bond ETF
BSCN
$0 ﹤0.01%
1
– –
BSCM
4895
DELISTED
Invesco BulletShares 2022 Corporate Bond ETF
BSCM
$0 ﹤0.01%
1
– –
BSCK
4896
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
$0 ﹤0.01%
1
– –
BSCH
4897
DELISTED
Guggenheim BulletShares 2017 Corporate Bond ETF
BSCH
$0 ﹤0.01%
1
– –
MNTX
4898
CALL
DELISTED
Manitex International, Inc.
MNTX
– –
-8,000
Closed -$54K
VSTO
4899
CALL
DELISTED
Vista Outdoor Inc.
VSTO
– –
-2,000
Closed -$41K
VSTO
4900
PUT
DELISTED
Vista Outdoor Inc.
VSTO
– –
-2,000
Closed -$41K
194 195
196
197 198

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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.