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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 | |
|---|---|---|---|---|---|---|
401
CALL
Ralph Lauren
RL
$23.6B
| $9.83M | 0.02% |
133,200
+14,400
| +12% | +$1.08M |
|
|
VIAB
402
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $9.76M | 0.02% |
290,700
-64,800
| -18% | -$2.47M |
|
403
PUT
SBA Communications
SBAC
$19.5B
| $9.7M | 0.02% |
71,900
+25,400
| +55% | +$3.3M |
|
404
CALL
Adobe
ADBE
$105B
| $9.62M | 0.02% |
68,000
-55,300
| -45% | -$7.57M |
|
405
CALL
Herbalife
HLF
$1.29B
| $9.57M | 0.02% |
268,400
+208,400
| +347% | +$7.02M |
|
406
Kraft Heinz
KHC
$30B
| $9.54M | 0.02% |
111,342
+106,619
| +2,257% | +$9.67M |
|
407
PUT
C.H. Robinson
CHRW
$17.5B
| $9.53M | 0.02% |
138,800
+96,700
| +230% | +$6.85M |
|
408
CALL
Paychex
PAYX
$42.7B
| $9.46M | 0.02% |
166,200
-4,200
| -2% | -$247K |
|
409
Vale
VALE
$62.6B
| $9.46M | 0.02% |
1,080,950
+941,488
| +675% | +$8M |
|
410
CALL
Range Resources
RRC
$8.95B
| $9.37M | 0.02% |
404,600
+341,100
| +537% | +$8.6M |
|
|
X
411
PUT
DELISTED
US Steel
X
| $9.33M | 0.02% |
421,300
+25,500
| +6% | +$605K |
|
|
WBA
412
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $9.32M | 0.02% |
119,000
-50,800
| -30% | -$4.18M |
|
413
PUT
Hain Celestial
HAIN
$53.7M
| $9.32M | 0.02% |
240,000
+209,300
| +682% | +$7.56M |
|
|
TWTR
414
PUT
DELISTED
Twitter, Inc.
TWTR
| $9.29M | 0.02% |
520,000
-1,643,100
| -76% | -$28M |
|
415
CALL
Marathon Petroleum
MPC
$83.7B
| $9.16M | 0.02% |
175,100
+75,200
| +75% | +$3.88M |
|
|
CLR
416
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $9.14M | 0.02% |
282,700
+272,300
| +2,618% | +$10.8M |
|
417
CALL
Howmet Aerospace
HWM
$112B
| $9.06M | 0.02% |
521,600
+195,600
| +60% | +$3.99M |
|
418
PUT
Colgate-Palmolive
CL
$74.4B
| $9.04M | 0.02% |
122,000
| – | – |
|
419
CALL
Travel + Leisure Co
TNL
$4.7B
| $9.04M | 0.02% |
199,350
+185,174
| +1,306% | +$8.03M |
|
420
CALL
Tyson Foods
TSN
$20.4B
| $9.02M | 0.02% |
144,000
+94,500
| +191% | +$5.79M |
|
|
421
PUT
Ralph Lauren
RL
$23.6B
| $9M | 0.02% |
121,900
-111,600
| -48% | -$8.37M |
|
422
CALL
PNC Financial Services
PNC
$101B
| $8.95M | 0.02% |
71,700
-48,200
| -40% | -$5.81M |
|
|
DISH
423
PUT
DELISTED
DISH Network Corp.
DISH
| $8.83M | 0.02% |
+140,700
| New | +$8.87M |
|
424
PUT
Regions Financial
RF
$26.8B
| $8.82M | 0.02% |
602,200
+599,000
| +18,719% | +$8.43M |
|
425
PUT
Marvell Technology
MRVL
$196B
| $8.76M | 0.02% |
530,200
+504,300
| +1,947% | +$8.15M |
|
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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.