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 | |
|---|---|---|---|---|---|---|
|
IMMU
426
PUT
DELISTED
Immunomedics Inc
IMMU
| $8.74M | 0.02% |
+990,000
| New | +$6.95M |
|
|
KND
427
CALL
DELISTED
Kindred Healthcare
KND
| $8.74M | 0.02% |
+750,000
| New | +$7.39M |
|
|
EBIX
428
DELISTED
Ebix Inc
EBIX
| $8.69M | 0.02% |
161,162
-834,108
| -84% | -$48.1M |
|
429
PUT
PRA Group
PRAA
$755M
| $8.64M | 0.02% |
228,000
+226,000
| +11,300% | +$7.88M |
|
430
PUT
US Bancorp
USB
$99.6B
| $8.62M | 0.02% |
166,000
-594,600
| -78% | -$30.6M |
|
|
FITB
431
CALL
Fifth Third Bancorp
FITB
$51.8B
| $8.59M | 0.02% |
330,900
-4,000
| -1% | -$98.9K |
|
432
CALL
Ford
F
$55.7B
| $8.54M | 0.02% |
762,900
-6,079,300
| -89% | -$67.9M |
|
433
CALL
Stellantis
STLA
$20.8B
| $8.5M | 0.02% |
803,200
+499,992
| +165% | +$5.32M |
|
434
CALL
Teck Resources
TECK
$32.6B
| $8.5M | 0.02% |
490,700
+343,500
| +233% | +$6.57M |
|
435
CALL
Tower Semiconductor
TSEM
$28.5B
| $8.49M | 0.02% |
356,000
+116,000
| +48% | +$2.74M |
|
436
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.2B
| $8.49M | 0.02% |
189,400
-60,600
| -24% | -$2.71M |
|
437
CALL
TJX Companies
TJX
$178B
| $8.48M | 0.02% |
235,000
+196,600
| +512% | +$7.41M |
|
438
PUT
iShares MSCI South Korea ETF
EWY
$24.1B
| $8.48M | 0.02% |
+125,000
| New | +$8.12M |
|
439
PUT
ASML
ASML
$669B
| $8.47M | 0.02% |
65,000
+55,200
| +563% | +$7.31M |
|
440
Intuit
INTU
$89B
| $8.38M | 0.02% |
63,094
+60,272
| +2,136% | +$7.82M |
|
441
PUT
Union Pacific
UNP
$174B
| $8.34M | 0.02% |
76,600
-225,400
| -75% | -$24.6M |
|
442
iShares MSCI Japan ETF
EWJ
$23B
| $8.34M | 0.02% |
+155,381
| New | +$8.21M |
|
443
CALL
Lumen
LUMN
$6.44B
| $8.33M | 0.02% |
348,700
+310,800
| +820% | +$7.81M |
|
444
Leidos
LDOS
$17.3B
| $8.29M | 0.02% |
160,432
-130,880
| -45% | -$6.97M |
|
|
MNDT
445
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $8.29M | 0.02% |
545,000
+536,700
| +6,466% | +$7.62M |
|
|
446
PUT
Mondelez International
MDLZ
$79.9B
| $8.26M | 0.02% |
191,300
-1,497,400
| -89% | -$67.5M |
|
447
Target
TGT
$68B
| $8.25M | 0.02% |
157,768
-174,497
| -53% | -$9.53M |
|
448
CALL
eBay
EBAY
$49.8B
| $8.23M | 0.02% |
235,700
-216,000
| -48% | -$7.39M |
|
449
PUT
Barclays
BCS
$94.1B
| $8.21M | 0.02% |
814,677
+94,608
| +13% | +$965K |
|
450
PUT
HSBC
HSBC
$356B
| $8.16M | 0.02% |
192,618
-652,464
| -77% | -$25.3M |
|
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.