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 | |
|---|---|---|---|---|---|---|
|
ALXN
576
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $4.87M | 0.01% |
40,000
| – | – |
|
577
CALL
O-I Glass
OI
$1.08B
| $4.86M | 0.01% |
203,000
+19,000
| +10% | +$417K |
|
578
PUT
TSMC
TSM
$2.18T
| $4.8M | 0.01% |
137,300
+81,100
| +144% | +$2.8M |
|
579
PUT
Restaurant Brands International
QSR
$25.8B
| $4.79M | 0.01% |
76,500
-29,700
| -28% | -$1.75M |
|
|
GAP
580
CALL
The Gap Inc
GAP
$7.37B
| $4.76M | 0.01% |
216,400
+72,700
| +51% | +$1.73M |
|
|
SRG
581
CALL
Seritage Growth Properties
SRG
$136M
| $4.71M | 0.01% |
112,400
+63,400
| +129% | +$2.63M |
|
582
PUT
Burlington
BURL
$23.2B
| $4.7M | 0.01% |
51,100
+46,500
| +1,011% | +$4.47M |
|
583
Alibaba
BABA
$308B
| $4.68M | 0.01% |
+33,234
| New | +$4.1M |
|
|
AKS
584
CALL
DELISTED
AK Steel Holding Corp
AKS
| $4.68M | 0.01% |
712,000
+106,000
| +17% | +$665K |
|
585
State Street SPDR S&P Bank ETF
KBE
$1.66B
| $4.6M | 0.01% |
105,698
+33,739
| +47% | +$1.43M |
|
586
State Street Industrial Select Sector SPDR ETF
XLI
$33.7B
| $4.57M | 0.01% |
67,065
+67,064
| +6,706,400% | +$4.48M |
|
587
CALL
Wheaton Precious Metals
WPM
$60.9B
| $4.57M | 0.01% |
229,600
+114,100
| +99% | +$2.33M |
|
|
APC
588
CALL
DELISTED
Anadarko Petroleum
APC
| $4.53M | 0.01% |
+100,000
| New | +$5.3M |
|
589
CALL
Infosys
INFY
$50.7B
| $4.52M | 0.01% |
602,200
+594,400
| +7,621% | +$4.45M |
|
590
CALL
Vipshop
VIPS
$7.53B
| $4.51M | 0.01% |
427,500
+42,200
| +11% | +$552K |
|
591
Biogen
BIIB
$30.7B
| $4.5M | 0.01% |
16,592
-10,317
| -38% | -$2.73M |
|
592
CALL
Welltower
WELL
$171B
| $4.49M | 0.01% |
60,000
-81,700
| -58% | -$5.97M |
|
593
PUT
Energy Transfer Partners
ET
$69.3B
| $4.49M | 0.01% |
+250,000
| New | +$4.45M |
|
594
CALL
State Street
STT
$50.7B
| $4.49M | 0.01% |
50,000
-500,600
| -91% | -$41.6M |
|
595
CALL
Petrobras
PBR
$116B
| $4.48M | 0.01% |
560,900
+502,000
| +852% | +$4.48M |
|
596
CALL
Lockheed Martin
LMT
$136B
| $4.41M | 0.01% |
15,900
-20,600
| -56% | -$5.66M |
|
597
PUT
Bausch Health
BHC
$2.34B
| $4.39M | 0.01% |
254,000
+5,000
| +2% | +$59.9K |
|
598
PUT
Autoliv
ALV
$9B
| $4.39M | 0.01% |
+55,520
| New | +$4.21M |
|
599
Shake Shack
SHAK
$2.87B
| $4.39M | 0.01% |
125,798
+110,262
| +710% | +$3.95M |
|
600
PUT
CF Industries
CF
$17.3B
| $4.38M | 0.01% |
156,700
+70,000
| +81% | +$1.93M |
|
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.