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 | |
|---|---|---|---|---|---|---|
526
CALL
General Dynamics
GD
$106B
| $5.9M | 0.01% |
29,800
-5,200
| -15% | -$1.02M |
|
|
ABCO
527
CALL
DELISTED
Advisory Board Co
ABCO
| $5.89M | 0.01% |
+114,400
| New | +$5.74M |
|
528
CALL
Emerson Electric
EMR
$88.3B
| $5.88M | 0.01% |
98,700
+83,600
| +554% | +$4.96M |
|
529
CALL
Procter & Gamble
PG
$339B
| $5.87M | 0.01% |
67,400
-320,700
| -83% | -$28.3M |
|
530
PUT
BHP
BHP
$230B
| $5.84M | 0.01% |
183,956
+27,801
| +18% | +$882K |
|
531
PUT
MBIA
MBI
$260M
| $5.76M | 0.01% |
611,000
-614,700
| -50% | -$5.23M |
|
|
LQ
532
CALL
DELISTED
La Quinta Holdings Inc.
LQ
| $5.76M | 0.01% |
+390,000
| New | +$5.51M |
|
|
CZR
533
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $5.75M | 0.01% |
479,000
+225,000
| +89% | +$2.51M |
|
534
Marvell Technology
MRVL
$196B
| $5.75M | 0.01% |
347,892
+345,447
| +14,129% | +$5.59M |
|
|
JNPR
535
PUT
DELISTED
Juniper Networks
JNPR
| $5.74M | 0.01% |
205,900
+100,100
| +95% | +$2.91M |
|
536
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
| $5.72M | 0.01% |
+50,000
| New | +$5.74M |
|
537
United Therapeutics
UTHR
$23.1B
| $5.7M | 0.01% |
+43,909
| New | +$5.48M |
|
538
CALL
BlackBerry
BB
$5.26B
| $5.69M | 0.01% |
569,100
+535,400
| +1,589% | +$5.26M |
|
539
PUT
Regency Centers
REG
$14.1B
| $5.64M | 0.01% |
90,000
| – | – |
|
540
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $5.62M | 0.01% |
226,900
-1,240,000
| -85% | -$31.5M |
|
|
541
PUT
Emerson Electric
EMR
$88.3B
| $5.56M | 0.01% |
93,200
+83,300
| +841% | +$4.94M |
|
542
PUT
Conagra Brands
CAG
$7.23B
| $5.54M | 0.01% |
155,000
+124,400
| +407% | +$4.82M |
|
543
CALL
HP
HPQ
$27.5B
| $5.54M | 0.01% |
317,000
+261,800
| +474% | +$4.81M |
|
|
CMA
544
PUT
DELISTED
Comerica
CMA
| $5.49M | 0.01% |
75,000
+64,300
| +601% | +$4.51M |
|
545
Yelp
YELP
$1.41B
| $5.46M | 0.01% |
181,802
+79,344
| +77% | +$2.48M |
|
546
PUT
Zimmer Biomet
ZBH
$18.4B
| $5.46M | 0.01% |
+43,775
| New | +$5.19M |
|
|
YHOO
547
CALL
DELISTED
Yahoo Inc
YHOO
| $5.45M | 0.01% |
+100,000
| New | +$4.94M |
|
|
YHOO
548
PUT
DELISTED
Yahoo Inc
YHOO
| $5.45M | 0.01% |
+100,000
| New | +$4.94M |
|
|
APC
549
PUT
DELISTED
Anadarko Petroleum
APC
| $5.44M | 0.01% |
120,000
+70,000
| +140% | +$3.71M |
|
550
PUT
United Airlines
UAL
$42.1B
| $5.42M | 0.01% |
72,100
+31,800
| +79% | +$2.4M |
|
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.