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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 | |
|---|---|---|---|---|---|---|
1901
PUT
AdvanSix
ASIX
$530M
| $25K | ﹤0.01% |
800
| – | – |
|
1902
PUT
Trimble
TRMB
$13.6B
| $25K | ﹤0.01% |
700
-900
| -56% | -$31.2K |
|
1903
CALL
American Eagle Outfitters
AEO
$2.99B
| $24K | ﹤0.01% |
2,000
-44,400
| -96% | -$557K |
|
1904
PUT
Consolidated Edison
ED
$39.4B
| $24K | ﹤0.01% |
300
-12,100
| -98% | -$978K |
|
1905
PUT
Moody's
MCO
$83.9B
| $24K | ﹤0.01% |
200
-4,000
| -95% | -$468K |
|
1906
Omeros
OMER
$910M
| $24K | ﹤0.01% |
+1,222
| New | +$21.3K |
|
1907
Paycom
PAYC
$7.9B
| $24K | ﹤0.01% |
+355
| New | +$22.8K |
|
1908
PUT
Dominion Energy
D
$60B
| $23K | ﹤0.01% |
300
-2,200
| -88% | -$173K |
|
|
K
1909
DELISTED
Kellanova
K
| $23K | ﹤0.01% |
351
-8,224
| -96% | -$553K |
|
1910
Monster Beverage
MNST
$90.7B
| $23K | ﹤0.01% |
+916
| New | +$22.1K |
|
|
PBPB
1911
CALL
DELISTED
Potbelly
PBPB
| $23K | ﹤0.01% |
2,000
-2,000
| -50% | -$24.4K |
|
1912
CALL
Rambus
RMBS
$10.7B
| $23K | ﹤0.01% |
2,000
-14,300
| -88% | -$176K |
|
1913
PUT
SLM Corp
SLM
$5.14B
| $23K | ﹤0.01% |
2,000
-2,000
| -50% | -$22.8K |
|
|
ALDR
1914
DELISTED
Alder Biopharmaceuticals
ALDR
| $23K | ﹤0.01% |
+2,043
| New | +$37.8K |
|
1915
Chord Energy
CHRD
$7.67B
| $22K | ﹤0.01% |
2,786
-17,453
| -86% | -$191K |
|
|
1916
Moody's
MCO
$83.9B
| $22K | ﹤0.01% |
184
-2,583
| -93% | -$302K |
|
|
SEE
1917
CALL
DELISTED
Sealed Air
SEE
| $22K | ﹤0.01% |
500
-310,800
| -100% | -$13.7M |
|
1918
Veeco
VECO
$3.25B
| $22K | ﹤0.01% |
789
-2,163
| -73% | -$66.5K |
|
|
OIL
1919
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $22K | ﹤0.01% |
4,601
| – | – |
|
1920
Scorpio Tankers
STNG
$3.85B
| $21K | ﹤0.01% |
+535
| New | +$21.6K |
|
1921
CALL
Global X Uranium ETF
URA
$5.81B
| $21K | ﹤0.01% |
1,600
-1,000
| -38% | -$13.6K |
|
|
CPE
1922
DELISTED
Callon Petroleum Company
CPE
| $21K | ﹤0.01% |
195
+26
| +15% | +$3.05K |
|
|
CPE
1923
PUT
DELISTED
Callon Petroleum Company
CPE
| $21K | ﹤0.01% |
200
-300
| -60% | -$35.2K |
|
|
FTR
1924
PUT
DELISTED
Frontier Communications Corp.
FTR
| $21K | ﹤0.01% |
1,218
-14,115
| -92% | -$324K |
|
1925
Sasol
SSL
$7.1B
| $20K | ﹤0.01% |
+725
| New | +$21.6K |
|
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.