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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
HIG icon
1626
CALL
Hartford Financial Services
HIG
$38.9B
$105K ﹤0.01%
2,000
-1,400
-41% -$69.4K
LEG icon
1627
CALL
Leggett & Platt
LEG
$1.37B
$105K ﹤0.01%
2,000
-11,000
-85% -$574K
LEG icon
1628
PUT
Leggett & Platt
LEG
$1.37B
$105K ﹤0.01%
2,000
– –
CHD icon
1629
CALL
Church & Dwight Co
CHD
$23.7B
$104K ﹤0.01%
2,000
– –
AAWW
1630
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
$104K ﹤0.01%
2,000
– –
VISN
1631
Vistance Networks Inc
VISN
$2.72B
$103K ﹤0.01%
2,707
+1,982
+273% +$76.6K
IRM icon
1632
CALL
Iron Mountain
IRM
$36.9B
$103K ﹤0.01%
3,000
-6,900
-70% -$241K
SON icon
1633
PUT
Sonoco
SON
$5.8B
$103K ﹤0.01%
2,000
-100
-5% -$5.15K
BNY
1634
CALL
Bank of New York Mellon
BNY
$106B
$102K ﹤0.01%
2,000
-26,700
-93% -$1.28M
CFR icon
1635
Cullen/Frost Bankers
CFR
$10.5B
$102K ﹤0.01%
1,087
+602
+124% +$55.5K
SNA icon
1636
Snap-on
SNA
$21.2B
$102K ﹤0.01%
+645
New +$106K
SSTK icon
1637
Shutterstock
SSTK
$223M
$102K ﹤0.01%
2,306
-9,068
-80% -$401K
CYBR
1638
PUT
DELISTED
CyberArk
CYBR
$100K ﹤0.01%
2,000
-2,100
-51% -$106K
BCS icon
1639
CALL
Barclays
BCS
$93.8B
$98K ﹤0.01%
+9,776
New +$99.7K
IMAX icon
1640
IMAX
IMAX
$2.8B
$98K ﹤0.01%
+4,468
New +$125K
SAVE
1641
DELISTED
Spirit Airlines, Inc.
SAVE
$98K ﹤0.01%
+1,905
New +$104K
GBX icon
1642
The Greenbrier Companies
GBX
$1.54B
$96K ﹤0.01%
2,077
+1,527
+278% +$69.7K
MANH icon
1643
CALL
Manhattan Associates
MANH
$10.9B
$96K ﹤0.01%
2,000
– –
OZK icon
1644
PUT
Bank OZK
OZK
$5.7B
$94K ﹤0.01%
2,000
-4,900
-71% -$233K
YUMC icon
1645
Yum China
YUMC
$16.6B
$94K ﹤0.01%
2,383
-48,216
-95% -$1.74M
HA
1646
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
$94K ﹤0.01%
2,000
-33,000
-94% -$1.68M
TWOU
1647
CALL
DELISTED
2U Inc
TWOU
$94K ﹤0.01%
67
-66
-50% -$86.3K
SNP
1648
PUT
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$94K ﹤0.01%
1,200
– –
TRI icon
1649
PUT
Thomson Reuters
TRI
$44.4B
$93K ﹤0.01%
1,723
-1,724
-50% -$88.4K
TMX
1650
DELISTED
Terminix Global Holdings, Inc.
TMX
$93K ﹤0.01%
3,549
-93,245
-96% -$2.44M
64 65
66
67 68

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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.