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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 | |
|---|---|---|---|---|---|---|
|
SEMG
1151
CALL
DELISTED
SEMGROUP CORPORATION
SEMG
| $680K | ﹤0.01% |
25,200
-40,300
| -62% | -$1.25M |
|
1152
CALL
Helmerich & Payne
HP
$3.33B
| $679K | ﹤0.01% |
+12,500
| New | +$733K |
|
|
BBL
1153
PUT
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $677K | ﹤0.01% |
22,000
-100
| -0.5% | -$3.07K |
|
1154
PUT
Assured Guaranty
AGO
$3.66B
| $675K | ﹤0.01% |
16,200
| – | – |
|
1155
Abercrombie & Fitch
ANF
$4.86B
| $674K | ﹤0.01% |
54,194
-9,398
| -15% | -$116K |
|
|
TRUE
1156
DELISTED
TrueCar
TRUE
| $672K | ﹤0.01% |
+33,743
| New | +$582K |
|
1157
Parker-Hannifin
PH
$126B
| $671K | ﹤0.01% |
4,198
+3,413
| +435% | +$541K |
|
1158
CALL
Cemex
CX
$16.7B
| $666K | ﹤0.01% |
70,720
-100,464
| -59% | -$885K |
|
1159
CALL
Affiliated Managers Group
AMG
$9.92B
| $663K | ﹤0.01% |
4,000
-200
| -5% | -$31.9K |
|
1160
PUT
Westlake Corp
WLK
$10.1B
| $662K | ﹤0.01% |
10,000
+6,000
| +150% | +$381K |
|
|
CUDA
1161
CALL
DELISTED
Barracuda Networks, Inc.
CUDA
| $657K | ﹤0.01% |
28,500
+27,500
| +2,750% | +$606K |
|
1162
PUT
Nordic American Tanker
NAT
$1.3B
| $655K | ﹤0.01% |
104,126
+101,505
| +3,873% | +$713K |
|
1163
Blackrock
BLK
$176B
| $654K | ﹤0.01% |
+1,548
| New | +$617K |
|
1164
AptarGroup
ATR
$8.69B
| $653K | ﹤0.01% |
+7,516
| New | +$619K |
|
1165
PUT
Casey's General Stores
CASY
$31.6B
| $653K | ﹤0.01% |
6,100
-15,600
| -72% | -$1.74M |
|
1166
CALL
TC Energy
TRP
$66.5B
| $653K | ﹤0.01% |
+13,700
| New | +$644K |
|
1167
CALL
Bath & Body Works
BBWI
$4.19B
| $648K | ﹤0.01% |
14,844
-619
| -4% | -$25.4K |
|
1168
ICICI Bank
IBN
$109B
| $648K | ﹤0.01% |
72,259
-166,810
| -70% | -$1.41M |
|
1169
CALL
FirstEnergy
FE
$27.7B
| $647K | ﹤0.01% |
22,200
-13,700
| -38% | -$407K |
|
1170
PUT
Labcorp
LH
$25.4B
| $647K | ﹤0.01% |
4,889
-16,063
| -77% | -$1.97M |
|
1171
CALL
Snap
SNAP
$9.01B
| $645K | ﹤0.01% |
+36,300
| New | +$732K |
|
1172
CALL
Qorvo
QRVO
$8.4B
| $640K | ﹤0.01% |
10,100
-7,400
| -42% | -$529K |
|
1173
PUT
Agnico Eagle Mines
AEM
$83.8B
| $637K | ﹤0.01% |
14,100
-113,400
| -89% | -$5.32M |
|
1174
PUT
Toyota
TM
$220B
| $630K | ﹤0.01% |
6,000
-1,400
| -19% | -$150K |
|
|
1175
Casey's General Stores
CASY
$31.6B
| $629K | ﹤0.01% |
5,872
-3
| -0.1% | -$335 |
|
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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.