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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 | |
|---|---|---|---|---|---|---|
|
DNKN
1601
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $117K | ﹤0.01% |
2,117
+1,068
| +102% | +$59.7K |
|
1602
PUT
FirstEnergy
FE
$28B
| $116K | ﹤0.01% |
4,000
-7,400
| -65% | -$220K |
|
|
SVC
1603
PUT
Service Properties Trust
SVC
$1.02B
| $116K | ﹤0.01% |
800
-1,840
| -70% | -$281K |
|
1604
Aurinia Pharmaceuticals
AUPH
$1.87B
| $115K | ﹤0.01% |
18,751
-31,294
| -63% | -$211K |
|
1605
Lear
LEA
$6.17B
| $115K | ﹤0.01% |
808
-1,121
| -58% | -$159K |
|
1606
CALL
Cimpress
CMPR
$2.4B
| $114K | ﹤0.01% |
1,200
-13,200
| -92% | -$1.17M |
|
|
STMP
1607
DELISTED
Stamps.com, Inc.
STMP
| $114K | ﹤0.01% |
+737
| New | +$92.8K |
|
1608
Broadridge
BR
$18.2B
| $113K | ﹤0.01% |
1,501
-3,774
| -72% | -$272K |
|
1609
PUT
Expeditors International
EXPD
$22.3B
| $113K | ﹤0.01% |
2,000
-1,400
| -41% | -$77K |
|
1610
PUT
NOV
NOV
$6.94B
| $112K | ﹤0.01% |
3,400
-86,900
| -96% | -$3M |
|
1611
PUT
KKR & Co
KKR
$95.7B
| $111K | ﹤0.01% |
6,000
-2,500
| -29% | -$45.8K |
|
1612
CALL
Xylem
XYL
$27.8B
| $111K | ﹤0.01% |
2,000
| – | – |
|
|
TFCF
1613
CALL
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $111K | ﹤0.01% |
4,000
| – | – |
|
1614
Kosmos Energy
KOS
$1.44B
| $110K | ﹤0.01% |
+17,234
| New | +$109K |
|
|
JONE
1615
DELISTED
Jones Energy, Inc.
JONE
| $110K | ﹤0.01% |
+3,424
| New | +$138K |
|
1616
CALL
TechnipFMC
FTI
$27.1B
| $109K | ﹤0.01% |
5,376
-61,690
| -92% | -$1.39M |
|
1617
MiMedx Group
MDXG
$622M
| $109K | ﹤0.01% |
+7,258
| New | +$96.8K |
|
1618
PUT
RPM International
RPM
$14.7B
| $109K | ﹤0.01% |
2,000
-5,100
| -72% | -$273K |
|
1619
BorgWarner
BWA
$13B
| $108K | ﹤0.01% |
2,900
-7,768
| -73% | -$282K |
|
1620
PUT
Unilever
UL
$138B
| $108K | ﹤0.01% |
1,778
-1,778
| -50% | -$106K |
|
|
MRO
1621
CALL
DELISTED
Marathon Oil Corporation
MRO
| $108K | ﹤0.01% |
9,100
-59,000
| -87% | -$825K |
|
1622
CALL
Casey's General Stores
CASY
$31.8B
| $107K | ﹤0.01% |
1,000
-5,000
| -83% | -$558K |
|
1623
CALL
Lennar Class A
LEN
$20.5B
| $107K | ﹤0.01% |
2,101
-29,416
| -93% | -$1.45M |
|
|
QVCGA
1624
DELISTED
QVC Group Inc Series A
QVCGA
| $107K | ﹤0.01% |
+90
| New | +$99.6K |
|
1625
ATN International
ATNI
$379M
| $106K | ﹤0.01% |
1,554
+458
| +42% | +$31.1K |
|
Similar funds
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.