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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
LMOS
2001
CALL
DELISTED
Lumos Networks Corp
LMOS
$9K ﹤0.01%
500
-2,000
-80% -$35.7K
DUST icon
2002
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$67.1M
– –
0
– –
HRTX icon
2003
Heron Therapeutics
HRTX
$96.8M
$8K ﹤0.01%
599
– –
WFT
2004
PUT
DELISTED
Weatherford International plc
WFT
$8K ﹤0.01%
2,000
-183,000
-99% -$930K
AG icon
2005
PUT
First Majestic Silver
AG
$7.74B
$7K ﹤0.01%
800
-2,000
-71% -$16.8K
CVE icon
2006
CALL
Cenovus Energy
CVE
$54.5B
$7K ﹤0.01%
1,000
-1,000
-50% -$9.28K
IAU icon
2007
iShares Gold Trust
IAU
$62.9B
$7K ﹤0.01%
287
+286
+28,600% +$6.92K
INVE icon
2008
Identive
INVE
$64.8M
$7K ﹤0.01%
+1,261
New +$7.18K
MTN icon
2009
Vail Resorts
MTN
$5.32B
$7K ﹤0.01%
+36
New +$7.26K
STM icon
2010
CALL
STMicroelectronics
STM
$46.5B
$7K ﹤0.01%
500
-11,000
-96% -$174K
JOYY
2011
JOYY Inc
JOYY
$3.73B
$7K ﹤0.01%
125
-6,793
-98% -$360K
SNP
2012
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$7K ﹤0.01%
+84
New +$6.83K
ARQL
2013
DELISTED
Arqule Inc
ARQL
$7K ﹤0.01%
+5,900
New +$6.44K
JJG
2014
DELISTED
iPath Bloomberg Grains Subindex Total Return ETN due October 22, 2037
JJG
$7K ﹤0.01%
234
– –
HIBB
2015
DELISTED
Hibbett, Inc. Common Stock
HIBB
$7K ﹤0.01%
331
+316
+2,107% +$7.78K
ETRM
2016
DELISTED
EnteroMedics Inc.
ETRM
$7K ﹤0.01%
1,333
– –
ROST icon
2017
Ross Stores
ROST
$81.1B
$6K ﹤0.01%
+96
New +$5.99K
RSG icon
2018
Republic Services
RSG
$64.5B
$6K ﹤0.01%
+94
New +$5.95K
WLK icon
2019
Westlake Corp
WLK
$8.95B
$6K ﹤0.01%
95
-902
-90% -$57.3K
MRTX
2020
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
$6K ﹤0.01%
+1,600
New +$6.13K
RUSL
2021
DELISTED
Direxion Daily Russia Bull 2X Shares
RUSL
$6K ﹤0.01%
186
-332
-64% -$13.3K
UN
2022
DELISTED
Unilever NV New York Registry Shares
UN
$6K ﹤0.01%
113
-5,196
-98% -$281K
SWFT
2023
DELISTED
Swift Transportation Company
SWFT
$6K ﹤0.01%
229
-5,069
-96% -$122K
OSG
2024
Octave Specialty Group
OSG
$255M
$5K ﹤0.01%
265
+249
+1,556% +$4.42K
EWH icon
2025
iShares MSCI Hong Kong ETF
EWH
$1.23B
$5K ﹤0.01%
209
+208
+20,800% +$4.83K
79 80
81
82 83

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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.