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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
TRIP icon
1251
CALL
TripAdvisor
TRIP
$1.63B
$458K ﹤0.01%
12,000
-15,000
-56% -$620K
AGRO icon
1252
CALL
Adecoagro
AGRO
$1.34B
$450K ﹤0.01%
+45,000
New +$492K
MT icon
1253
CALL
ArcelorMittal
MT
$56.8B
$450K ﹤0.01%
19,800
-3,200
-14% -$71.7K
MT icon
1254
ArcelorMittal
MT
$56.8B
$450K ﹤0.01%
19,815
+7,212
+57% +$162K
SEE
1255
DELISTED
Sealed Air
SEE
$450K ﹤0.01%
+10,056
New +$444K
DOC icon
1256
CALL
Healthpeak Properties
DOC
$15B
$448K ﹤0.01%
14,000
-188,700
-93% -$5.98M
QCP
1257
DELISTED
Quality Care Properties, Inc.
QCP
$448K ﹤0.01%
24,457
+24,318
+17,495% +$437K
QVCGA
1258
PUT
DELISTED
QVC Group Inc Series A
QVCGA
$447K ﹤0.01%
375
+169
+82% +$187K
TXN icon
1259
Texas Instruments
TXN
$254B
$446K ﹤0.01%
+5,801
New +$465K
O icon
1260
CALL
Realty Income
O
$58.5B
$441K ﹤0.01%
8,256
-37,049
-82% -$2.05M
GLW icon
1261
Corning
GLW
$135B
$440K ﹤0.01%
+14,656
New +$421K
HES
1262
CALL
DELISTED
Hess
HES
$440K ﹤0.01%
10,000
-46,900
-82% -$2.19M
IMMU
1263
CALL
DELISTED
Immunomedics Inc
IMMU
$439K ﹤0.01%
49,700
– –
ZOES
1264
DELISTED
Zoe's Kitchen, Inc.
ZOES
$438K ﹤0.01%
36,761
+36,354
+8,932% +$582K
DDD icon
1265
PUT
3D Systems Corp
DDD
$583M
$433K ﹤0.01%
23,200
-16,000
-41% -$303K
NVCR icon
1266
CALL
NovoCure
NVCR
$1.87B
$433K ﹤0.01%
25,000
– –
APO icon
1267
Apollo Global Management
APO
$74.8B
$430K ﹤0.01%
16,270
+10,131
+165% +$270K
BBL
1268
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$425K ﹤0.01%
13,824
+4,053
+41% +$124K
RTN
1269
PUT
DELISTED
Raytheon Company
RTN
$420K ﹤0.01%
2,600
-119,300
-98% -$18.9M
AEP icon
1270
PUT
American Electric Power
AEP
$68.8B
$417K ﹤0.01%
6,000
-2,000
-25% -$139K
BOOT icon
1271
Boot Barn
BOOT
$4.88B
$417K ﹤0.01%
58,856
-32,364
-35% -$279K
PSA icon
1272
PUT
Public Storage
PSA
$61.1B
$417K ﹤0.01%
2,000
-6,800
-77% -$1.46M
CS
1273
DELISTED
Credit Suisse Group
CS
$413K ﹤0.01%
28,276
-5,380
-16% -$77.7K
OIL
1274
PUT
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$413K ﹤0.01%
85,000
– –
PPLI
1275
CALL
People Inc
PPLI
$3.28B
$412K ﹤0.01%
22,382
– –
49 50
51
52 53

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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.