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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 | |
|---|---|---|---|---|---|---|
876
PUT
PPG Industries
PPG
$26.6B
| $1.76M | ﹤0.01% |
16,000
-8,300
| -34% | -$898K |
|
|
WPX
877
PUT
DELISTED
WPX Energy, Inc.
WPX
| $1.76M | ﹤0.01% |
182,000
+173,000
| +1,922% | +$1.97M |
|
878
CF Industries
CF
$17.3B
| $1.75M | ﹤0.01% |
62,676
+14,147
| +29% | +$390K |
|
|
AXDX
879
PUT
DELISTED
Accelerate Diagnostics
AXDX
| $1.75M | ﹤0.01% |
+6,380
| New | +$1.73M |
|
|
PTHN
880
PUT
DELISTED
Patheon N.V.
PTHN
| $1.74M | ﹤0.01% |
+50,000
| New | +$1.54M |
|
881
PUT
Acadia Pharmaceuticals
ACAD
$5.03B
| $1.74M | ﹤0.01% |
+62,500
| New | +$1.86M |
|
882
CALL
Nucor
NUE
$62.1B
| $1.74M | ﹤0.01% |
30,100
-260,400
| -90% | -$15.3M |
|
|
TUP
883
PUT
DELISTED
Tupperware Brands Corporation
TUP
| $1.74M | ﹤0.01% |
24,700
+18,200
| +280% | +$1.27M |
|
|
WPX
884
CALL
DELISTED
WPX Energy, Inc.
WPX
| $1.73M | ﹤0.01% |
+179,500
| New | +$2.05M |
|
885
PUT
Ross Stores
ROST
$81.9B
| $1.73M | ﹤0.01% |
30,000
-1,200
| -4% | -$74.9K |
|
886
CALL
Dollar General
DG
$27.9B
| $1.73M | ﹤0.01% |
24,000
-47,500
| -66% | -$3.42M |
|
887
CALL
Royal Gold
RGLD
$19.5B
| $1.72M | ﹤0.01% |
22,000
+14,100
| +178% | +$1.06M |
|
|
CY
888
CALL
DELISTED
Cypress Semiconductor
CY
| $1.72M | ﹤0.01% |
126,000
-118,100
| -48% | -$1.61M |
|
|
GRMN
889
CALL
Garmin
GRMN
$60B
| $1.72M | ﹤0.01% |
33,600
-1,000
| -3% | -$51.3K |
|
890
CALL
Monster Beverage
MNST
$88.4B
| $1.71M | ﹤0.01% |
69,000
+57,000
| +475% | +$1.37M |
|
|
KITE
891
CALL
DELISTED
Kite Pharma, Inc.
KITE
| $1.71M | ﹤0.01% |
16,500
| – | – |
|
|
ARCH
892
CALL
DELISTED
Arch Resources, Inc.
ARCH
| $1.71M | ﹤0.01% |
25,000
| – | – |
|
893
Century Aluminum
CENX
$5.07B
| $1.7M | ﹤0.01% |
109,159
+104,857
| +2,437% | +$1.46M |
|
894
PUT
A10 Networks
ATEN
$1.93B
| $1.69M | ﹤0.01% |
+200,000
| New | +$1.7M |
|
895
PUT
Kinross Gold
KGC
$32.8B
| $1.69M | ﹤0.01% |
414,200
-314,300
| -43% | -$1.25M |
|
896
PUT
Royal Caribbean
RCL
$85.6B
| $1.67M | ﹤0.01% |
15,300
+9,100
| +147% | +$966K |
|
897
PUT
Prologis
PLD
$133B
| $1.67M | ﹤0.01% |
28,400
-15,000
| -35% | -$835K |
|
|
GRMN
898
PUT
Garmin
GRMN
$60B
| $1.65M | ﹤0.01% |
32,400
+15,200
| +88% | +$779K |
|
899
PUT
RingCentral
RNG
$5.28B
| $1.65M | ﹤0.01% |
45,000
+41,000
| +1,025% | +$1.36M |
|
900
CALL
Edwards Lifesciences
EW
$51.7B
| $1.64M | ﹤0.01% |
+41,700
| New | +$1.52M |
|
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.