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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 | |
|---|---|---|---|---|---|---|
651
Western Digital
WDC
$174B
| $3.75M | 0.01% |
+56,008
| New | +$3.72M |
|
652
CALL
Ciena
CIEN
$47.9B
| $3.75M | 0.01% |
149,700
+91,500
| +157% | +$2.19M |
|
653
PUT
Qorvo
QRVO
$9.28B
| $3.73M | 0.01% |
58,900
+27,900
| +90% | +$1.99M |
|
|
RDS.A
654
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $3.72M | 0.01% |
70,000
-1,195
| -2% | -$63.5K |
|
655
Booking.com
BKNG
$130B
| $3.71M | 0.01% |
49,550
+14,575
| +42% | +$1.07M |
|
656
PUT
Macy's
M
$5.66B
| $3.71M | 0.01% |
159,400
-11,000
| -6% | -$282K |
|
|
LSI
657
PUT
DELISTED
Life Storage, Inc.
LSI
| $3.71M | 0.01% |
75,000
-15,000
| -17% | -$779K |
|
658
HSBC
HSBC
$360B
| $3.69M | 0.01% |
87,089
-60,702
| -41% | -$2.36M |
|
659
PUT
Voya Financial
VOYA
$9.25B
| $3.69M | 0.01% |
100,000
+97,600
| +4,067% | +$3.55M |
|
660
CALL
ServiceNow
NOW
$136B
| $3.66M | 0.01% |
172,500
+112,500
| +188% | +$2.21M |
|
661
Tyson Foods
TSN
$18.2B
| $3.65M | 0.01% |
58,302
+23,961
| +70% | +$1.47M |
|
662
PUT
Halliburton
HAL
$30.9B
| $3.65M | 0.01% |
85,500
+15,400
| +22% | +$707K |
|
|
XLRN
663
PUT
DELISTED
Acceleron Pharma
XLRN
| $3.65M | 0.01% |
+120,000
| New | +$3.48M |
|
664
Walmart Inc
WMT
$840B
| $3.64M | 0.01% |
+144,156
| New | +$3.66M |
|
665
Genesco
GCO
$381M
| $3.62M | 0.01% |
+106,652
| New | +$4.76M |
|
666
PUT
InterDigital
IDCC
$8.76B
| $3.61M | 0.01% |
46,700
+29,300
| +168% | +$2.46M |
|
667
Bunge Global
BG
$23.7B
| $3.61M | 0.01% |
+48,368
| New | +$3.68M |
|
668
PUT
Air Products & Chemicals
APD
$65.7B
| $3.59M | 0.01% |
25,100
| – | – |
|
669
CALL
Nokia
NOK
$60.2B
| $3.57M | 0.01% |
+580,000
| New | +$3.48M |
|
670
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.83B
| $3.53M | 0.01% |
31,667
| – | – |
|
671
PUT
Flex
FLEX
$41.6B
| $3.52M | 0.01% |
286,101
+276,016
| +2,737% | +$3.42M |
|
672
CALL
Community Health Systems
CYH
$416M
| $3.49M | 0.01% |
350,000
+300,000
| +600% | +$2.74M |
|
|
MIC
673
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $3.48M | 0.01% |
44,400
+7,800
| +21% | +$616K |
|
674
PUT
AptarGroup
ATR
$7.76B
| $3.47M | 0.01% |
+40,000
| New | +$3.29M |
|
675
CALL
Southern Copper
SCCO
$177B
| $3.46M | 0.01% |
109,166
+105,236
| +2,678% | +$3.37M |
|
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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.