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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
BIIB icon
176
PUT
Biogen
BIIB
$30.7B
$32.8M 0.06%
120,800
+100,800
+504% +$26.7M
NKE icon
177
PUT
Nike
NKE
$61.9B
$32.7M 0.06%
554,300
-341,500
-38% -$18.4M
DIA icon
178
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
$31.9M 0.06%
149,436
+47,740
+47% +$10M
GS icon
179
CALL
Goldman Sachs
GS
$303B
$31.7M 0.06%
142,800
+10,000
+8% +$2.22M
BX icon
180
PUT
Blackstone
BX
$110B
$31.6M 0.06%
947,000
-261,500
-22% -$8.2M
MHK icon
181
CALL
Mohawk Industries
MHK
$9.22B
$31.4M 0.06%
130,000
+123,400
+1,870% +$29.1M
KMI icon
182
PUT
Kinder Morgan
KMI
$68.7B
$31.4M 0.06%
1,639,800
-722,000
-31% -$14.4M
TSN icon
183
PUT
Tyson Foods
TSN
$20.4B
$31.2M 0.06%
497,900
+437,000
+718% +$26.8M
GM icon
184
General Motors
GM
$76.8B
$31.2M 0.06%
891,852
+212,287
+31% +$7.21M
GAP
185
PUT
The Gap Inc
GAP
$7.37B
$31M 0.06%
1,409,600
+391,800
+38% +$9.32M
TCOM icon
186
PUT
Trip.com Group
TCOM
$29.1B
$30.9M 0.06%
574,000
+536,000
+1,411% +$28.4M
MGM icon
187
CALL
MGM Resorts International
MGM
$11.2B
$30.9M 0.06%
986,200
+922,400
+1,446% +$28.5M
FSLR icon
188
PUT
First Solar
FSLR
$26.9B
$30.7M 0.06%
770,000
+764,500
+13,900% +$26M
HD icon
189
CALL
Home Depot
HD
$355B
$30.3M 0.06%
197,600
+21,900
+12% +$3.36M
XOP icon
190
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.51B
$29.6M 0.06%
231,925
-696,975
-75% -$95.3M
MCD icon
191
PUT
McDonald's
MCD
$195B
$29.5M 0.06%
192,600
-275,100
-59% -$39.8M
PYPL icon
192
PUT
PayPal
PYPL
$50.5B
$29.3M 0.06%
545,100
+360,200
+195% +$17.7M
JD icon
193
CALL
JD.com
JD
$44.5B
$29.2M 0.06%
745,000
+145,000
+24% +$5.47M
ULTA icon
194
CALL
Ulta Beauty
ULTA
$24.3B
$29.1M 0.06%
101,200
+81,000
+401% +$23.6M
T icon
195
AT&T
T
$163B
$28.5M 0.06%
1,000,020
+667,125
+200% +$19.7M
IBB icon
196
CALL
iShares Biotechnology ETF
IBB
$9.77B
$28.5M 0.06%
275,700
+40,200
+17% +$3.96M
CELG
197
PUT
DELISTED
Celgene Corp
CELG
$28.3M 0.05%
217,900
+160,000
+276% +$19.6M
ZTS icon
198
CALL
Zoetis
ZTS
$30B
$28.3M 0.05%
+453,400
New +$26.8M
MS icon
199
Morgan Stanley
MS
$340B
$28.2M 0.05%
+631,865
New +$27.2M
ILG
200
CALL
DELISTED
ILG, Inc Common Stock
ILG
$27.8M 0.05%
1,012,700
-1,906,300
-65% -$48.3M
6 7
8
9 10

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.