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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
AVGO icon
126
PUT
Broadcom
AVGO
$2.04T
$49.8M 0.1%
2,138,000
+257,000
+14% +$5.96M
STZ icon
127
PUT
Constellation Brands
STZ
$23.2B
$49.6M 0.1%
256,000
-11,600
-4% -$2.06M
NEM icon
128
PUT
Newmont
NEM
$119B
$49.6M 0.1%
1,530,500
+344,200
+29% +$11.6M
TMUS icon
129
CALL
T-Mobile US
TMUS
$190B
$49.3M 0.1%
812,500
+745,000
+1,104% +$48.5M
AAL icon
130
PUT
American Airlines Group
AAL
$10.6B
$48.5M 0.09%
963,400
-289,200
-23% -$13.4M
URI icon
131
PUT
United Rentals
URI
$72.4B
$48.3M 0.09%
428,300
-194,700
-31% -$21.7M
CMCSA icon
132
PUT
Comcast
CMCSA
$90B
$47.4M 0.09%
1,217,900
-442,100
-27% -$17.4M
GILD icon
133
PUT
Gilead Sciences
GILD
$165B
$46.9M 0.09%
663,200
+590,700
+815% +$39.3M
AVGO icon
134
CALL
Broadcom
AVGO
$2.04T
$46.8M 0.09%
2,008,000
+445,000
+28% +$10.3M
GOOGL icon
135
CALL
Alphabet (Google) Class A
GOOGL
$4.33T
$46.5M 0.09%
1,000,000
+852,000
+576% +$39.9M
AMX icon
136
CALL
America Movil
AMX
$71.2B
$46.4M 0.09%
2,915,000
+13,000
+0.4% +$202K
AET
137
PUT
DELISTED
Aetna Inc
AET
$46.3M 0.09%
305,000
-120,000
-28% -$17M
BKNG icon
138
PUT
Booking.com
BKNG
$161B
$45.8M 0.09%
612,500
+200,000
+48% +$14.7M
EXPE icon
139
PUT
Expedia Group
EXPE
$37.3B
$45.7M 0.09%
307,000
+295,700
+2,617% +$41.5M
AMZN icon
140
CALL
Amazon
AMZN
$2.96T
$44.3M 0.09%
916,000
+416,000
+83% +$19.8M
ACWI icon
141
CALL
iShares MSCI ACWI ETF
ACWI
$33.5B
$42.6M 0.08%
650,000
-2,600,000
-80% -$169M
CMCSA icon
142
CALL
Comcast
CMCSA
$90B
$42.2M 0.08%
1,084,900
-55,100
-5% -$2.17M
FCX icon
143
PUT
Freeport-McMoran
FCX
$97.5B
$41.7M 0.08%
3,475,100
+1,431,400
+70% +$17.4M
MDY icon
144
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.3B
$41.5M 0.08%
130,775
+994
+0.8% +$313K
T icon
145
CALL
AT&T
T
$163B
$41.3M 0.08%
1,447,926
-6,112,114
-81% -$180M
IBM icon
146
IBM
IBM
$224B
$40.8M 0.08%
277,585
+154,481
+125% +$23.3M
DISH
147
CALL
DELISTED
DISH Network Corp.
DISH
$40.1M 0.08%
639,500
+485,800
+316% +$30.6M
AAPL icon
148
Apple
AAPL
$4.57T
$39.7M 0.08%
+1,103,260
New +$40.8M
PANW icon
149
CALL
Palo Alto Networks
PANW
$297B
$39.2M 0.08%
1,758,000
-243,600
-12% -$4.92M
EWA icon
150
PUT
iShares MSCI Australia ETF
EWA
$1.45B
$39.2M 0.08%
1,806,200
– –
4 5
6
7 8

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Carson Wealth (CWM LLC)
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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.