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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 | |
|---|---|---|---|---|---|---|
|
CIM
551
CALL
Chimera Investment
CIM
$963M
| $5.4M | 0.01% |
96,667
+29,667
| +44% | +$1.72M |
|
552
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.47B
| $5.38M | 0.01% |
200,000
-658,200
| -77% | -$17.5M |
|
|
ESRX
553
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $5.36M | 0.01% |
83,900
+48,600
| +138% | +$3.05M |
|
|
ARCH
554
DELISTED
Arch Resources, Inc.
ARCH
| $5.33M | 0.01% |
+78,101
| New | +$5.49M |
|
555
PUT
Occidental Petroleum
OXY
$61.3B
| $5.33M | 0.01% |
89,000
-51,500
| -37% | -$3.15M |
|
556
CALL
Texas Instruments
TXN
$239B
| $5.32M | 0.01% |
69,200
-80,600
| -54% | -$6.46M |
|
|
557
CALL
Occidental Petroleum
OXY
$61.3B
| $5.32M | 0.01% |
88,800
-80,200
| -47% | -$4.91M |
|
558
PUT
General Dynamics
GD
$95.4B
| $5.29M | 0.01% |
26,700
-317,900
| -92% | -$62.3M |
|
|
CIT
559
CALL
DELISTED
CIT Group Inc.
CIT
| $5.2M | 0.01% |
106,800
-198,700
| -65% | -$9.13M |
|
|
GOLD
560
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $5.17M | 0.01% |
58,500
-121,900
| -68% | -$11.2M |
|
561
Teck Resources
TECK
$34.5B
| $5.17M | 0.01% |
+298,090
| New | +$5.7M |
|
562
PUT
BJ's Restaurants
BJRI
$1.29B
| $5.1M | 0.01% |
137,000
+133,000
| +3,325% | +$5.64M |
|
563
PUT
General Mills
GIS
$19.8B
| $5.05M | 0.01% |
91,200
+31,300
| +52% | +$1.79M |
|
564
Lam Research
LRCX
$395B
| $5.03M | 0.01% |
355,920
+351,230
| +7,489% | +$5.15M |
|
565
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
| $5.02M | 0.01% |
96,542
+96,541
| +9,654,100% | +$4.94M |
|
566
PUT
AB InBev
BUD
$154B
| $5.01M | 0.01% |
45,400
-123,900
| -73% | -$14.2M |
|
567
CarMax
KMX
$8.56B
| $5M | 0.01% |
79,286
-45,225
| -36% | -$2.73M |
|
568
CALL
GoDaddy
GDDY
$11.9B
| $4.98M | 0.01% |
+117,500
| New | +$4.7M |
|
569
PUT
PTC
PTC
$14B
| $4.96M | 0.01% |
90,000
+88,000
| +4,400% | +$4.85M |
|
570
PUT
Yum China
YUMC
$14.5B
| $4.93M | 0.01% |
125,000
-112,500
| -47% | -$4.06M |
|
571
Advanced Micro Devices
AMD
$851B
| $4.9M | 0.01% |
+392,755
| New | +$4.8M |
|
|
572
General Mills
GIS
$19.8B
| $4.89M | 0.01% |
88,254
-119,274
| -57% | -$6.81M |
|
|
PAY
573
CALL
DELISTED
Verifone Systems Inc
PAY
| $4.89M | 0.01% |
270,000
+268,600
| +19,186% | +$4.84M |
|
|
CIT
574
PUT
DELISTED
CIT Group Inc.
CIT
| $4.87M | 0.01% |
100,000
-103,500
| -51% | -$4.76M |
|
575
CALL
Halliburton
HAL
$30.9B
| $4.87M | 0.01% |
114,000
-80,800
| -41% | -$3.71M |
|
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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.