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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
MLNX
1026
DELISTED
Mellanox Technologies, Ltd.
MLNX
$1.01M ﹤0.01%
+23,342
New +$1.11M
YPF icon
1027
PUT
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.7B
$1.01M ﹤0.01%
46,000
+10,900
+31% +$264K
SSTK icon
1028
CALL
Shutterstock
SSTK
$218M
$1M ﹤0.01%
22,800
+15,600
+217% +$690K
JACK icon
1029
Jack in the Box
JACK
$335M
$989K ﹤0.01%
10,040
+9,468
+1,655% +$977K
CG icon
1030
CALL
Carlyle Group
CG
$17.4B
$988K ﹤0.01%
+50,000
New +$882K
O icon
1031
Realty Income
O
$58.4B
$988K ﹤0.01%
18,474
+15,827
+598% +$876K
TMX
1032
PUT
DELISTED
Terminix Global Holdings, Inc.
TMX
$980K ﹤0.01%
37,325
-121,829
-77% -$3.19M
FDC
1033
CALL
DELISTED
First Data Corporation
FDC
$979K ﹤0.01%
53,800
+52,800
+5,280% +$883K
RDC
1034
DELISTED
Rowan Companies Plc
RDC
$978K ﹤0.01%
+95,491
New +$1.25M
AEP icon
1035
CALL
American Electric Power
AEP
$68B
$973K ﹤0.01%
14,000
-94,000
-87% -$6.53M
SIEN
1036
PUT
DELISTED
Sientra, Inc.
SIEN
$972K ﹤0.01%
10,000
– –
PE
1037
DELISTED
PARSLEY ENERGY INC
PE
$959K ﹤0.01%
+34,543
New +$1.03M
GKOS icon
1038
CALL
Glaukos
GKOS
$10B
$954K ﹤0.01%
+23,000
New +$991K
KEY icon
1039
KeyCorp
KEY
$24.4B
$954K ﹤0.01%
50,883
-5,060
-9% -$91.6K
GRUB
1040
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$938K ﹤0.01%
+10,750
New +$892K
LLL
1041
CALL
DELISTED
L3 Technologies, Inc.
LLL
$935K ﹤0.01%
5,600
-3,100
-36% -$517K
IDCC icon
1042
InterDigital
IDCC
$8.58B
$933K ﹤0.01%
12,074
+4,639
+62% +$389K
IVZ icon
1043
CALL
Invesco
IVZ
$14B
$933K ﹤0.01%
26,500
-41,000
-61% -$1.34M
NRG icon
1044
CALL
NRG Energy
NRG
$25.4B
$930K ﹤0.01%
54,000
-240,900
-82% -$4.04M
RSX
1045
DELISTED
VanEck Russia ETF
RSX
$929K ﹤0.01%
48,460
+42,451
+706% +$848K
CCJ icon
1046
CALL
Cameco
CCJ
$41B
$928K ﹤0.01%
102,000
-87,000
-46% -$865K
UNH icon
1047
CALL
UnitedHealth
UNH
$368B
$927K ﹤0.01%
+5,000
New +$877K
SUM
1048
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$926K ﹤0.01%
33,074
+31,699
+2,305% +$825K
NVDA icon
1049
CALL
NVIDIA
NVDA
$5.3T
$925K ﹤0.01%
256,000
-1,072,000
-81% -$3.4M
TTSH
1050
CALL
DELISTED
Tile Shop Holdings
TTSH
$925K ﹤0.01%
44,800
+22,300
+99% +$453K
40 41
42
43 44

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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.