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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 | |
|---|---|---|---|---|---|---|
1426
CALL
PVH
PVH
$4.16B
| $229K | ﹤0.01% |
2,000
-41,500
| -95% | -$4.3M |
|
|
MXIM
1427
CALL
DELISTED
Maxim Integrated Products
MXIM
| $229K | ﹤0.01% |
+5,100
| New | +$234K |
|
1428
CALL
Commault Systems
CVLT
$5.5B
| $226K | ﹤0.01% |
4,000
-3,300
| -45% | -$181K |
|
1429
PUT
CME Group
CME
$94.7B
| $225K | ﹤0.01% |
1,800
-13,300
| -88% | -$1.59M |
|
1430
Agnico Eagle Mines
AEM
$82.8B
| $223K | ﹤0.01% |
+4,941
| New | +$232K |
|
1431
PUT
DTE Energy
DTE
$29B
| $223K | ﹤0.01% |
2,468
| – | – |
|
1432
Ingredion
INGR
$6.45B
| $223K | ﹤0.01% |
1,871
-1,145
| -38% | -$136K |
|
1433
Public Storage
PSA
$60.8B
| $223K | ﹤0.01% |
1,070
-787
| -42% | -$169K |
|
1434
Take-Two Interactive
TTWO
$43.7B
| $223K | ﹤0.01% |
3,038
-356
| -10% | -$24.4K |
|
1435
PUT
Veeco
VECO
$3.27B
| $223K | ﹤0.01% |
8,000
-19,000
| -70% | -$584K |
|
|
EPE
1436
PUT
DELISTED
EP Energy Corporation
EPE
| $223K | ﹤0.01% |
60,800
| – | – |
|
1437
Adeia
ADEA
$3.36B
| $222K | ﹤0.01% |
+28,108
| New | +$237K |
|
|
EPE
1438
DELISTED
EP Energy Corporation
EPE
| $222K | ﹤0.01% |
60,701
-1,521
| -2% | -$6.64K |
|
1439
Zillow
ZG
$8.42B
| $220K | ﹤0.01% |
4,497
-21,143
| -82% | -$885K |
|
1440
PUT
Honda
HMC
$39.9B
| $219K | ﹤0.01% |
8,000
| – | – |
|
1441
PUT
L3Harris
LHX
$53.1B
| $218K | ﹤0.01% |
2,000
-9,800
| -83% | -$1.08M |
|
|
CSOD
1442
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $218K | ﹤0.01% |
6,100
-2,400
| -28% | -$89.9K |
|
|
BHI
1443
CALL
DELISTED
Baker Hughes
BHI
| $218K | ﹤0.01% |
4,000
-17,400
| -81% | -$1M |
|
|
HAWK
1444
CALL
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $218K | ﹤0.01% |
+5,000
| New | +$209K |
|
|
HAWK
1445
PUT
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
| $218K | ﹤0.01% |
5,000
+3,000
| +150% | +$125K |
|
1446
PUT
Norwegian Cruise Line
NCLH
$9.29B
| $217K | ﹤0.01% |
4,000
-12,900
| -76% | -$666K |
|
1447
PUT
Bath & Body Works
BBWI
$4.18B
| $216K | ﹤0.01% |
4,948
-656,229
| -99% | -$26.9M |
|
1448
CALL
TransDigm Group
TDG
$69.8B
| $215K | ﹤0.01% |
800
-15,300
| -95% | -$3.88M |
|
1449
PUT
Equity Residential
EQR
$25.4B
| $210K | ﹤0.01% |
3,200
-17,700
| -85% | -$1.16M |
|
1450
Graco
GGG
$13.3B
| $210K | ﹤0.01% |
5,754
+4,419
| +331% | +$157K |
|
Similar funds
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.