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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
919
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
TFC icon
476
CALL
Truist Financial
TFC
$64B
$7.23M 0.01%
159,200
-49,300
-24% -$2.14M
ABT icon
477
CALL
Abbott
ABT
$187B
$7.21M 0.01%
148,300
+27,300
+23% +$1.24M
TROW icon
478
CALL
T. Rowe Price
TROW
$24.3B
$7.2M 0.01%
97,000
+76,100
+364% +$5.44M
CHL
479
PUT
DELISTED
China Mobile Limited
CHL
$7.19M 0.01%
135,500
+34,700
+34% +$1.89M
XRX icon
480
CALL
Xerox
XRX
$425M
$7.18M 0.01%
250,000
+245,250
+5,163% +$6.93M
MO icon
481
PUT
Altria Group
MO
$114B
$7.1M 0.01%
95,400
+11,800
+14% +$863K
LEN icon
482
Lennar Class A
LEN
$21.2B
$7.1M 0.01%
139,934
+139,447
+28,634% +$6.86M
KW
483
PUT
DELISTED
Kennedy-Wilson Holdings
KW
$7.05M 0.01%
370,000
+120,000
+48% +$2.43M
EEM icon
484
iShares MSCI Emerging Markets ETF
EEM
$29.5B
$7.01M 0.01%
169,352
+169,351
+16,935,100% +$6.89M
UUP icon
485
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
$7M 0.01%
283,000
-327,600
-54% -$8.32M
BP icon
486
CALL
BP
BP
$107B
$7M 0.01%
227,849
+117,989
+107% +$3.67M
PRKS icon
487
CALL
United Parks & Resorts
PRKS
$2.12B
$6.99M 0.01%
429,800
-72,800
-14% -$1.25M
RTN
488
CALL
DELISTED
Raytheon Company
RTN
$6.96M 0.01%
43,100
+4,700
+12% +$745K
HLT icon
489
Hilton Worldwide
HLT
$71.5B
$6.95M 0.01%
112,390
+68,411
+156% +$4.26M
DDS icon
490
CALL
Dillards
DDS
$9.56B
$6.92M 0.01%
120,000
+119,800
+59,900% +$6.34M
DOV icon
491
CALL
Dover
DOV
$28.4B
$6.9M 0.01%
106,468
+99,659
+1,464% +$6.5M
HPE icon
492
PUT
Hewlett Packard
HPE
$70.5B
$6.87M 0.01%
533,517
-64,033
-11% -$892K
EWY icon
493
CALL
iShares MSCI South Korea ETF
EWY
$24.1B
$6.78M 0.01%
100,000
– –
FMI
494
PUT
DELISTED
Foundation Medicine, Inc.
FMI
$6.76M 0.01%
+170,000
New +$6.22M
NOC icon
495
CALL
Northrop Grumman
NOC
$81.2B
$6.72M 0.01%
26,200
-24,200
-48% -$6.05M
PFE icon
496
PUT
Pfizer
PFE
$153B
$6.72M 0.01%
210,800
+52,700
+33% +$1.66M
MOS icon
497
PUT
The Mosaic Company
MOS
$7.33B
$6.72M 0.01%
294,200
-112,000
-28% -$2.75M
CAT icon
498
Caterpillar
CAT
$387B
$6.68M 0.01%
62,127
-622,821
-91% -$63.3M
DLR icon
499
PUT
Digital Realty Trust
DLR
$71.7B
$6.67M 0.01%
59,100
-5,800
-9% -$664K
HWM icon
500
PUT
Howmet Aerospace
HWM
$112B
$6.67M 0.01%
384,028
+16,039
+4% +$327K
18 19
20
21 22

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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.