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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 | |
|---|---|---|---|---|---|---|
|
PE
976
PUT
DELISTED
PARSLEY ENERGY INC
PE
| $1.22M | ﹤0.01% |
44,000
+42,500
| +2,833% | +$1.27M |
|
|
CAMP
977
CALL
DELISTED
CalAmp Corp.
CAMP
| $1.22M | ﹤0.01% |
2,609
+2,435
| +1,399% | +$1.03M |
|
|
CAMP
978
PUT
DELISTED
CalAmp Corp.
CAMP
| $1.22M | ﹤0.01% |
+2,609
| New | +$1.11M |
|
979
PUT
Vail Resorts
MTN
$5.28B
| $1.22M | ﹤0.01% |
6,000
-9,000
| -60% | -$1.81M |
|
980
CALL
Restaurant Brands International
QSR
$25.3B
| $1.21M | ﹤0.01% |
19,400
-26,100
| -57% | -$1.54M |
|
981
Transocean
RIG
$5.84B
| $1.21M | ﹤0.01% |
146,455
+88,579
| +153% | +$904K |
|
982
PUT
Deutsche Bank
DB
$70.7B
| $1.2M | ﹤0.01% |
67,500
-697,500
| -91% | -$12.3M |
|
983
CALL
Alnylam Pharmaceuticals
ALNY
$28.9B
| $1.2M | ﹤0.01% |
+15,000
| New | +$959K |
|
984
PUT
Synchrony
SYF
$25.7B
| $1.19M | ﹤0.01% |
40,000
+20,300
| +103% | +$602K |
|
985
Cars.com
CARS
$649M
| $1.18M | ﹤0.01% |
+44,257
| New | +$1.19M |
|
986
CALL
Lincoln Electric
LECO
$15.2B
| $1.18M | ﹤0.01% |
+12,800
| New | +$1.15M |
|
|
GGP
987
CALL
DELISTED
GGP Inc.
GGP
| $1.18M | ﹤0.01% |
50,000
+36,200
| +262% | +$834K |
|
|
TFCFA
988
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $1.18M | ﹤0.01% |
41,500
-169,000
| -80% | -$4.86M |
|
|
KW
989
DELISTED
Kennedy-Wilson Holdings
KW
| $1.18M | ﹤0.01% |
61,716
+32,460
| +111% | +$657K |
|
|
NUAN
990
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $1.16M | ﹤0.01% |
+77,154
| New | +$1.21M |
|
991
PUT
Ally Financial
ALLY
$13.4B
| $1.16M | ﹤0.01% |
55,500
+18,500
| +50% | +$363K |
|
|
DNKN
992
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.16M | ﹤0.01% |
21,000
+14,600
| +228% | +$816K |
|
993
CALL
Best Buy
BBY
$17B
| $1.15M | ﹤0.01% |
20,000
-202,400
| -91% | -$10.8M |
|
|
FL
994
CALL
DELISTED
Foot Locker
FL
| $1.14M | ﹤0.01% |
23,200
-33,800
| -59% | -$2.19M |
|
995
CALL
Kohl's
KSS
$2.12B
| $1.14M | ﹤0.01% |
29,600
-75,200
| -72% | -$2.88M |
|
996
CALL
DigitalBridge
DBRG
$2.95B
| $1.14M | ﹤0.01% |
20,275
-12,263
| -38% | -$666K |
|
997
CALL
Labcorp
LH
$25.5B
| $1.13M | ﹤0.01% |
8,497
-7,683
| -47% | -$941K |
|
|
CHK
998
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $1.12M | ﹤0.01% |
+1,125
| New | +$1.21M |
|
|
JNPR
999
CALL
DELISTED
Juniper Networks
JNPR
| $1.11M | ﹤0.01% |
40,000
-1,000
| -2% | -$29.1K |
|
1000
Fortuna Silver Mines
FSM
$2.9B
| $1.1M | ﹤0.01% |
226,032
+50,098
| +28% | +$241K |
|
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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.