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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+4.68%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$51.6B
AUM Growth
+$3.1B
(+6.4%)
Cap. Flow
+$806M
Cap. Flow
% of AUM
1.56%
Top 10 Holdings %
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
919
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 | Miscellaneous | 95.78% |
| 2 | Consumer Discretionary | 0.93% |
| 3 | Technology | 0.85% |
| 4 | Financials | 0.62% |
| 5 | Consumer Staples | 0.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
KND
451
PUT
DELISTED
Kindred Healthcare
KND
| $8.15M | 0.02% |
+700,000
| New | +$6.9M |
|
|
PARA
452
CALL
DELISTED
Paramount Global Class B
PARA
| $8.14M | 0.02% |
127,600
+16,600
| +15% | +$1.06M |
|
453
CALL
Aflac
AFL
$57.5B
| $8.13M | 0.02% |
209,400
-323,800
| -61% | -$12.2M |
|
454
CALL
Take-Two Interactive
TTWO
$39.5B
| $8.13M | 0.02% |
+110,800
| New | +$7.59M |
|
|
CLR
455
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $8.11M | 0.02% |
250,900
+233,200
| +1,318% | +$9.23M |
|
|
PXD
456
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $7.98M | 0.02% |
50,000
+42,300
| +549% | +$7.23M |
|
457
Meta Platforms (Facebook)
META
$1.67T
| $7.89M | 0.02% |
52,274
+14,182
| +37% | +$2.11M |
|
458
Owens Corning
OC
$10.2B
| $7.87M | 0.02% |
+117,591
| New | +$7.37M |
|
459
PUT
Carnival Corporation Ltd
CCL
$31.1B
| $7.79M | 0.02% |
118,800
+25,800
| +28% | +$1.61M |
|
460
PUT
ICICI Bank
IBN
$104B
| $7.7M | 0.01% |
858,000
-13,200
| -2% | -$112K |
|
461
S&P Global
SPGI
$123B
| $7.65M | 0.01% |
+52,396
| New | +$7.28M |
|
462
United Rentals
URI
$64B
| $7.63M | 0.01% |
67,720
-2,659
| -4% | -$297K |
|
463
PUT
Southwest Airlines
LUV
$18.9B
| $7.63M | 0.01% |
122,800
+74,000
| +152% | +$4.31M |
|
464
Intercontinental Exchange
ICE
$87.9B
| $7.58M | 0.01% |
+114,952
| New | +$7.05M |
|
465
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
| $7.57M | 0.01% |
95,554
+95,553
| +9,555,300% | +$7.28M |
|
466
CALL
Chubb
CB
$130B
| $7.56M | 0.01% |
52,000
-10,000
| -16% | -$1.41M |
|
467
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $7.52M | 0.01% |
275,000
+75,000
| +38% | +$2.06M |
|
468
PUT
Zoetis
ZTS
$30.3B
| $7.49M | 0.01% |
+120,000
| New | +$7.09M |
|
|
AET
469
DELISTED
Aetna Inc
AET
| $7.49M | 0.01% |
+49,299
| New | +$6.97M |
|
470
PUT
Stellantis
STLA
$15.3B
| $7.44M | 0.01% |
702,800
+700,591
| +31,715% | +$7.46M |
|
|
DISH
471
DELISTED
DISH Network Corp.
DISH
| $7.34M | 0.01% |
116,911
+78,057
| +201% | +$4.92M |
|
472
CALL
Southern Company
SO
$102B
| $7.3M | 0.01% |
152,500
+21,900
| +17% | +$1.1M |
|
|
473
Stellantis
STLA
$15.3B
| $7.28M | 0.01% |
687,615
-472,550
| -41% | -$5.03M |
|
474
Constellation Brands
STZ
$20.8B
| $7.25M | 0.01% |
37,442
-55,931
| -60% | -$9.96M |
|
475
PUT
Yum! Brands
YUM
$39.6B
| $7.25M | 0.01% |
+98,300
| New | +$6.84M |
|
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TI
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's Q2 2017 filing shows 418 new, 646 increased, 919 reduced and 1,761 closed positions. Its largest new stake was Intel: 1,905,541 shares worth $64.3M. The largest sale was Caterpillar, an estimated $63.3M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Technology.
- 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.