We are live on
!
Find out more
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
(+6.4%)
Cap. Flow
+$1.86B
Cap. Flow
% of AUM
3.61%
Top 10 Holdings %
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
919
Closed
1,761
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$141M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$107M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$69.3M |
| 4 |
Intel
INTC
|
+$68.2M |
| 5 |
ILG
ILG, Inc Common Stock
ILG
|
+$65.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$63.3M |
| 2 |
Mondelez International
MDLZ
|
+$53.1M |
| 3 |
EBIX
Ebix Inc
EBIX
|
+$48.1M |
| 4 |
ACI Worldwide
ACIW
|
+$36.4M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
301
Starbucks
SBUX
$120B
| $15.7M | 0.03% |
269,023
+148,978
| +124% | +$9.01M |
|
|
TIF
302
CALL
DELISTED
Tiffany & Co.
TIF
| $15.6M | 0.03% |
166,200
+109,000
| +191% | +$10M |
|
303
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.42B
| $15.6M | 0.03% |
300,000
| – | – |
|
|
B
304
CALL
Barrick Mining
B
$73.2B
| $15.5M | 0.03% |
975,700
+513,200
| +111% | +$8.78M |
|
305
CALL
EQT Corp
EQT
$32.3B
| $15.4M | 0.03% |
+482,580
| New | +$15.3M |
|
306
CALL
United States Natural Gas Fund
UNG
$455M
| $15.3M | 0.03% |
141,394
+84,031
| +146% | +$9.74M |
|
307
PUT
Adobe
ADBE
$105B
| $15.3M | 0.03% |
107,900
+38,500
| +55% | +$5.27M |
|
308
Qorvo
QRVO
$8.74B
| $15.3M | 0.03% |
241,020
+233,087
| +2,938% | +$16.7M |
|
|
AGN
309
PUT
DELISTED
Allergan plc
AGN
| $15.2M | 0.03% |
62,700
-3,500
| -5% | -$822K |
|
|
GG
310
PUT
DELISTED
Goldcorp Inc
GG
| $15.2M | 0.03% |
1,177,300
-219,300
| -16% | -$3.07M |
|
|
311
PUT
Salesforce
CRM
$158B
| $15.2M | 0.03% |
175,400
+151,700
| +640% | +$13.2M |
|
312
CALL
iShares Select Dividend ETF
DVY
$23.6B
| $15.2M | 0.03% |
+164,500
| New | +$15.1M |
|
313
CALL
Medtronic
MDT
$112B
| $15.1M | 0.03% |
170,000
+4,400
| +3% | +$371K |
|
314
CALL
Wayfair
W
$14.6B
| $15.1M | 0.03% |
196,000
+194,700
| +14,977% | +$11.5M |
|
|
SCHW
315
CALL
Charles Schwab
SCHW
$187B
| $15.1M | 0.03% |
350,600
| – | – |
|
316
Costco
COST
$420B
| $14.9M | 0.03% |
93,443
+72,997
| +357% | +$12.6M |
|
317
CALL
United Airlines
UAL
$42.1B
| $14.8M | 0.03% |
196,700
+58,100
| +42% | +$4.39M |
|
318
PUT
Lam Research
LRCX
$390B
| $14.8M | 0.03% |
1,045,000
+865,000
| +481% | +$12.7M |
|
|
MMP
319
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $14.3M | 0.03% |
200,000
+181,100
| +958% | +$13.3M |
|
320
LKQ Corp
LKQ
$6.29B
| $14.2M | 0.03% |
431,221
+429,031
| +19,590% | +$13.3M |
|
|
321
CALL
Lam Research
LRCX
$390B
| $14.1M | 0.03% |
1,000,000
+799,000
| +398% | +$11.7M |
|
|
X
322
CALL
DELISTED
US Steel
X
| $14.1M | 0.03% |
637,800
+215,900
| +51% | +$5.12M |
|
323
CALL
Nike
NKE
$61.9B
| $14.1M | 0.03% |
238,800
-176,700
| -43% | -$9.53M |
|
324
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
| $14M | 0.03% |
390,200
+264,400
| +210% | +$9.79M |
|
325
CALL
Wynn Resorts
WYNN
$10.6B
| $13.9M | 0.03% |
103,600
-64,600
| -38% | -$8.13M |
|
Similar funds
HF
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.