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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
CGNX icon
1676
Cognex
CGNX
$11.9B
$81K ﹤0.01%
+1,918
New +$85.2K
VRNT
1677
PUT
DELISTED
Verint Systems
VRNT
$81K ﹤0.01%
3,926
-11,778
-75% -$243K
DKS icon
1678
PUT
Dick's Sporting Goods
DKS
$18B
$80K ﹤0.01%
2,000
– –
ITT icon
1679
CALL
ITT
ITT
$18.3B
$80K ﹤0.01%
2,000
– –
NTAP icon
1680
PUT
NetApp
NTAP
$37.4B
$80K ﹤0.01%
2,000
-13,600
-87% -$542K
OTTR icon
1681
Otter Tail
OTTR
$3.9B
$80K ﹤0.01%
2,027
+501
+33% +$19.7K
VCYT icon
1682
Veracyte
VCYT
$3.73B
$80K ﹤0.01%
9,660
-1,209
-11% -$9.86K
SYKE
1683
DELISTED
SYKES Enterprises Inc
SYKE
$80K ﹤0.01%
+2,386
New +$75.5K
HRI icon
1684
PUT
Herc Holdings
HRI
$5.71B
$79K ﹤0.01%
2,000
– –
MDP
1685
DELISTED
Meredith Corporation
MDP
$79K ﹤0.01%
+1,329
New +$77.6K
FLIR
1686
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$79K ﹤0.01%
+2,289
New +$83.5K
AMN icon
1687
PUT
AMN Healthcare
AMN
$1.29B
$78K ﹤0.01%
2,000
– –
ANET icon
1688
Arista Networks
ANET
$240B
$78K ﹤0.01%
8,352
-7,376
-47% -$66.8K
M icon
1689
Macy's
M
$6.89B
$78K ﹤0.01%
3,370
-33,329
-91% -$854K
NTAP icon
1690
NetApp
NTAP
$37.4B
$78K ﹤0.01%
1,957
-10,426
-84% -$416K
TMX
1691
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
$78K ﹤0.01%
2,986
– –
MAIN icon
1692
PUT
Main Street Capital
MAIN
$5.31B
$77K ﹤0.01%
2,000
– –
TXNM
1693
CALL
TXNM Energy Inc
TXNM
$5.94B
$77K ﹤0.01%
2,000
– –
TIME
1694
PUT
DELISTED
Time Inc.
TIME
$77K ﹤0.01%
5,400
-7,000
-56% -$105K
AGU
1695
DELISTED
Agrium
AGU
$77K ﹤0.01%
847
-902
-52% -$83.3K
NLSN
1696
PUT
DELISTED
Nielsen Holdings plc
NLSN
$77K ﹤0.01%
2,000
-5,300
-73% -$210K
EAT icon
1697
CALL
Brinker International
EAT
$9.36B
$76K ﹤0.01%
2,000
-5,700
-74% -$237K
PCG icon
1698
PG&E
PCG
$38.4B
$76K ﹤0.01%
+1,143
New +$77K
AL
1699
PUT
DELISTED
Air Lease Corp
AL
$75K ﹤0.01%
2,000
– –
DKS icon
1700
Dick's Sporting Goods
DKS
$18B
$75K ﹤0.01%
+1,876
New +$84.6K
66 67
68
69 70

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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.