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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
918
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 | |
|---|---|---|---|---|---|---|
1326
CALL
Cognizant
CTSH
$25.1B
| $340K | ﹤0.01% |
5,100
-12,300
| -71% | -$781K |
|
1327
CALL
Hyatt Hotels
H
$16.9B
| $337K | ﹤0.01% |
6,000
-4,000
| -40% | -$226K |
|
1328
PUT
Eastman Chemical
EMN
$8.39B
| $336K | ﹤0.01% |
4,000
-7,800
| -66% | -$629K |
|
|
VIAB
1329
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $335K | ﹤0.01% |
10,000
-13,800
| -58% | -$525K |
|
|
UN
1330
PUT
DELISTED
Unilever NV New York Registry Shares
UN
| $332K | ﹤0.01% |
6,000
| – | – |
|
|
KOL
1331
PUT
DELISTED
VanEck Vectors Coal ETF
KOL
| $331K | ﹤0.01% |
+2,500
| New | +$332K |
|
1332
CALL
Eldorado Gold
EGO
$9.39B
| $330K | ﹤0.01% |
25,000
-45,000
| -64% | -$733K |
|
|
CARB
1333
PUT
DELISTED
Carbonite Inc
CARB
| $327K | ﹤0.01% |
+15,000
| New | +$308K |
|
1334
PUT
Rockwell Automation
ROK
$50.1B
| $324K | ﹤0.01% |
2,000
-21,300
| -91% | -$3.36M |
|
1335
CALL
Amdocs
DOX
$5.87B
| $322K | ﹤0.01% |
+5,000
| New | +$316K |
|
1336
Grand Canyon Education
LOPE
$3.92B
| $322K | ﹤0.01% |
4,104
+1,078
| +36% | +$82.5K |
|
|
1337
Salesforce
CRM
$158B
| $318K | ﹤0.01% |
3,675
-286,137
| -99% | -$24.9M |
|
1338
PUT
Hilton Worldwide
HLT
$73B
| $318K | ﹤0.01% |
5,140
| – | – |
|
|
BRSL
1339
Brightstar Lottery PLC
BRSL
$2.08B
| $315K | ﹤0.01% |
+17,199
| New | +$352K |
|
|
P
1340
PUT
Everpure Inc
P
$27.8B
| $314K | ﹤0.01% |
+24,500
| New | +$285K |
|
|
STI
1341
DELISTED
SunTrust Banks, Inc.
STI
| $314K | ﹤0.01% |
5,537
-15,534
| -74% | -$863K |
|
1342
PUT
Royal Gold
RGLD
$18.3B
| $313K | ﹤0.01% |
4,000
-109,000
| -96% | -$8.21M |
|
1343
CALL
Cardinal Health
CAH
$56B
| $312K | ﹤0.01% |
+4,000
| New | +$302K |
|
|
CSOD
1344
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $312K | ﹤0.01% |
8,700
-12,900
| -60% | -$483K |
|
1345
CALL
Analog Devices
ADI
$184B
| $311K | ﹤0.01% |
4,000
-6,400
| -62% | -$509K |
|
1346
PUT
Microchip Technology
MCHP
$42.2B
| $309K | ﹤0.01% |
8,000
-6,200
| -44% | -$244K |
|
|
SGMO
1347
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $308K | ﹤0.01% |
+35,000
| New | +$225K |
|
1348
PUT
Aurinia Pharmaceuticals
AUPH
$1.95B
| $307K | ﹤0.01% |
50,000
-84,400
| -63% | -$569K |
|
1349
CALL
Five Below
FIVE
$12.4B
| $306K | ﹤0.01% |
6,200
-118,100
| -95% | -$5.81M |
|
|
CXDC
1350
DELISTED
China XD Plastics Company Limited
CXDC
| $305K | ﹤0.01% |
+64,845
| New | +$308K |
|
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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.