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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 | |
|---|---|---|---|---|---|---|
|
FISV
1401
CALL
Fiserv Inc
FISV
$28.9B
| $245K | ﹤0.01% |
4,000
-2,200
| -35% | -$133K |
|
|
SBNY
1402
DELISTED
Signature Bank
SBNY
| $245K | ﹤0.01% |
1,709
-2,059
| -55% | -$292K |
|
1403
KKR & Co
KKR
$93.8B
| $244K | ﹤0.01% |
13,092
+9,785
| +296% | +$179K |
|
1404
Teucrium Wheat Fund
WEAT
$298M
| $244K | ﹤0.01% |
+6,240
| New | +$217K |
|
|
FIT
1405
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $244K | ﹤0.01% |
+45,969
| New | +$255K |
|
1406
CALL
Coeur Mining
CDE
$18B
| $243K | ﹤0.01% |
28,300
+22,800
| +415% | +$207K |
|
1407
Check Point Software Technologies
CHKP
$12.7B
| $243K | ﹤0.01% |
+2,232
| New | +$241K |
|
1408
PUT
Alaska Air
ALK
$5.83B
| $242K | ﹤0.01% |
2,700
-3,800
| -58% | -$333K |
|
|
BHI
1409
PUT
DELISTED
Baker Hughes
BHI
| $240K | ﹤0.01% |
4,400
-40,900
| -90% | -$2.35M |
|
|
SAGE
1410
DELISTED
Sage Therapeutics
SAGE
| $239K | ﹤0.01% |
+2,996
| New | +$217K |
|
1411
PUT
Ingredion
INGR
$6.45B
| $238K | ﹤0.01% |
2,000
| – | – |
|
1412
PUT
Suburban Propane Partners
SPH
$1.17B
| $238K | ﹤0.01% |
+10,000
| New | +$247K |
|
1413
M&T Bank
MTB
$36.6B
| $236K | ﹤0.01% |
1,458
-3,242
| -69% | -$512K |
|
|
CHS
1414
CALL
DELISTED
Chicos FAS, Inc.
CHS
| $236K | ﹤0.01% |
25,000
-11,000
| -31% | -$127K |
|
1415
CALL
Hecla Mining
HL
$11.2B
| $235K | ﹤0.01% |
46,000
+14,000
| +44% | +$77.6K |
|
1416
Altria Group
MO
$114B
| $235K | ﹤0.01% |
3,154
-92,478
| -97% | -$6.77M |
|
1417
CALL
Prologis
PLD
$131B
| $235K | ﹤0.01% |
4,000
-15,100
| -79% | -$841K |
|
1418
Zebra Technologies
ZBRA
$17.7B
| $235K | ﹤0.01% |
2,335
+855
| +58% | +$84.7K |
|
|
TWTR
1419
CALL
DELISTED
Twitter, Inc.
TWTR
| $233K | ﹤0.01% |
13,000
-170,000
| -93% | -$2.9M |
|
|
TSS
1420
PUT
DELISTED
Total System Services, Inc.
TSS
| $233K | ﹤0.01% |
4,000
-2,000
| -33% | -$114K |
|
|
PPL
1421
PUT
PPL Corp
PPL
$26.2B
| $232K | ﹤0.01% |
6,000
| – | – |
|
1422
PUT
Dillards
DDS
$9.7B
| $231K | ﹤0.01% |
4,000
-4,000
| -50% | -$212K |
|
1423
Albemarle
ALB
$14.2B
| $230K | ﹤0.01% |
+2,175
| New | +$237K |
|
1424
PUT
Lincoln National
LNC
$8.93B
| $230K | ﹤0.01% |
3,400
-16,000
| -82% | -$1.06M |
|
1425
Pitney Bowes
PBI
$2.54B
| $229K | ﹤0.01% |
+15,184
| New | +$222K |
|
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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.