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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 | |
|---|---|---|---|---|---|---|
1776
RPM International
RPM
$14.7B
| $55K | ﹤0.01% |
1,003
-71
| -7% | -$3.8K |
|
1777
Sherwin-Williams
SHW
$87.8B
| $55K | ﹤0.01% |
468
-7,632
| -94% | -$853K |
|
1778
YPF
YPF
$19.5B
| $55K | ﹤0.01% |
+2,517
| New | +$60.9K |
|
1779
PUT
Huntington Bancshares
HBAN
$35.5B
| $54K | ﹤0.01% |
4,000
-6,000
| -60% | -$77.7K |
|
1780
Lamar Advertising Co
LAMR
$16.1B
| $54K | ﹤0.01% |
735
-4,609
| -86% | -$331K |
|
|
SEAC
1781
DELISTED
Seachange International Inc
SEAC
| $54K | ﹤0.01% |
+1,010
| New | +$51.3K |
|
|
EIGI
1782
DELISTED
Endurance International Group Holdings, Inc.
EIGI
| $54K | ﹤0.01% |
6,483
-40,991
| -86% | -$318K |
|
1783
CALL
MPLX
MPLX
$61.4B
| $53K | ﹤0.01% |
1,600
-500
| -24% | -$17.3K |
|
|
LOGM
1784
DELISTED
LogMein, Inc.
LOGM
| $53K | ﹤0.01% |
503
+199
| +65% | +$21.8K |
|
|
VSM
1785
DELISTED
Versum Materials, Inc.
VSM
| $53K | ﹤0.01% |
1,623
-169,021
| -99% | -$5.28M |
|
|
RICE
1786
CALL
DELISTED
Rice Energy Inc.
RICE
| $53K | ﹤0.01% |
2,000
-1,000
| -33% | -$22.2K |
|
|
SWFT
1787
PUT
DELISTED
Swift Transportation Company
SWFT
| $53K | ﹤0.01% |
2,000
-2,000
| -50% | -$48.2K |
|
1788
PUT
Jefferies Financial Group
JEF
$12.8B
| $52K | ﹤0.01% |
2,234
-13,406
| -86% | -$305K |
|
1789
CALL
LiveRamp
RAMP
$2.3B
| $52K | ﹤0.01% |
2,000
| – | – |
|
1790
CALL
Tanger
SKT
$4.68B
| $52K | ﹤0.01% |
2,000
| – | – |
|
|
BHR
1791
Braemar Hotels & Resorts
BHR
$144M
| $51K | ﹤0.01% |
5,050
| – | – |
|
1792
Vodafone
VOD
$36.3B
| $51K | ﹤0.01% |
1,767
-12,646
| -88% | -$352K |
|
|
VGR
1793
DELISTED
Vector Group Ltd.
VGR
| $51K | ﹤0.01% |
3,891
-3,235
| -45% | -$42.5K |
|
|
QEP
1794
DELISTED
QEP RESOURCES, INC.
QEP
| $51K | ﹤0.01% |
5,096
-95,300
| -95% | -$1.03M |
|
|
WFM
1795
PUT
DELISTED
Whole Foods Market Inc
WFM
| $51K | ﹤0.01% |
1,200
-295,100
| -100% | -$10.7M |
|
1796
Bank of Montreal
BMO
$126B
| $50K | ﹤0.01% |
680
-3,297
| -83% | -$233K |
|
1797
Canadian Natural Resources
CNQ
$96.3B
| $50K | ﹤0.01% |
3,567
-811
| -19% | -$12.2K |
|
1798
CALL
Hilton Grand Vacations
HGV
$3.59B
| $50K | ﹤0.01% |
1,400
-3,000
| -68% | -$103K |
|
1799
POSCO
PKX
$16.5B
| $50K | ﹤0.01% |
795
-2,246
| -74% | -$135K |
|
1800
KB Home
KBH
$3.56B
| $49K | ﹤0.01% |
+2,051
| New | +$43.4K |
|
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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.