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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 | |
|---|---|---|---|---|---|---|
|
NUAN
951
CALL
DELISTED
Nuance Communications, Inc.
NUAN
| $1.39M | ﹤0.01% |
92,169
+17,094
| +23% | +$268K |
|
952
Southwest Airlines
LUV
$22.9B
| $1.38M | ﹤0.01% |
+22,240
| New | +$1.29M |
|
|
BUFF
953
CALL
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $1.37M | ﹤0.01% |
+60,000
| New | +$1.42M |
|
|
VRE
954
PUT
DELISTED
Veris Residential
VRE
| $1.36M | ﹤0.01% |
50,000
| – | – |
|
955
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.3B
| $1.35M | ﹤0.01% |
+30,200
| New | +$1.35M |
|
956
Mercado Libre
MELI
$91.6B
| $1.34M | ﹤0.01% |
5,347
+3,606
| +207% | +$927K |
|
957
TSMC
TSM
$2.17T
| $1.32M | ﹤0.01% |
37,855
+34,404
| +997% | +$1.19M |
|
958
CALL
Altria Group
MO
$114B
| $1.32M | ﹤0.01% |
17,700
| – | – |
|
959
CALL
NXP Semiconductors
NXPI
$60.2B
| $1.31M | ﹤0.01% |
12,000
+11,700
| +3,900% | +$1.25M |
|
960
PUT
Check Point Software Technologies
CHKP
$12.9B
| $1.31M | ﹤0.01% |
12,000
-73,000
| -86% | -$7.89M |
|
961
PUT
ServiceNow
NOW
$129B
| $1.3M | ﹤0.01% |
61,500
| – | – |
|
962
Howmet Aerospace
HWM
$114B
| $1.3M | ﹤0.01% |
+74,636
| New | +$1.52M |
|
963
CALL
Molson Coors Class B
TAP
$8.1B
| $1.29M | ﹤0.01% |
+15,000
| New | +$1.39M |
|
|
MDP
964
PUT
DELISTED
Meredith Corporation
MDP
| $1.28M | ﹤0.01% |
+21,500
| New | +$1.26M |
|
|
MRO
965
DELISTED
Marathon Oil Corporation
MRO
| $1.27M | ﹤0.01% |
+107,622
| New | +$1.51M |
|
966
CALL
F5
FFIV
$23.1B
| $1.27M | ﹤0.01% |
+10,000
| New | +$1.31M |
|
967
State Street
STT
$50.8B
| $1.27M | ﹤0.01% |
+14,167
| New | +$1.18M |
|
968
Tronox
TROX
$1.06B
| $1.27M | ﹤0.01% |
84,083
+70,280
| +509% | +$1.13M |
|
969
TripAdvisor
TRIP
$1.25B
| $1.27M | ﹤0.01% |
+33,165
| New | +$1.37M |
|
970
PUT
Incyte
INCY
$24.4B
| $1.26M | ﹤0.01% |
10,000
| – | – |
|
|
XLNX
971
DELISTED
Xilinx Inc
XLNX
| $1.26M | ﹤0.01% |
19,567
-2,702
| -12% | -$171K |
|
|
ZNGA
972
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.24M | ﹤0.01% |
341,200
+334,200
| +4,774% | +$1.1M |
|
|
S
973
PUT
DELISTED
Sprint Corporation
S
| $1.23M | ﹤0.01% |
150,000
+100,000
| +200% | +$831K |
|
974
PUT
Boston Properties
BXP
$11.1B
| $1.23M | ﹤0.01% |
10,000
-2,000
| -17% | -$253K |
|
|
CHL
975
DELISTED
China Mobile Limited
CHL
| $1.23M | ﹤0.01% |
23,141
-527
| -2% | -$28.6K |
|
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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.