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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 | |
|---|---|---|---|---|---|---|
701
CALL
XPO
XPO
$21.6B
| $3.15M | 0.01% |
141,100
-65,924
| -32% | -$1.23M |
|
702
PUT
Norfolk Southern
NSC
$72.6B
| $3.15M | 0.01% |
25,900
-101,800
| -80% | -$12M |
|
703
CALL
Park Aerospace
PKE
$685M
| $3.14M | 0.01% |
170,500
+31,100
| +22% | +$540K |
|
|
POT
704
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $3.11M | 0.01% |
190,600
+10,100
| +6% | +$167K |
|
705
CALL
Applied Optoelectronics
AAOI
$9.16B
| $3.09M | 0.01% |
50,000
+48,200
| +2,678% | +$2.82M |
|
706
PUT
Aflac
AFL
$57.5B
| $3.08M | 0.01% |
79,200
-156,800
| -66% | -$5.89M |
|
|
FITB
707
PUT
Fifth Third Bancorp
FITB
$49.1B
| $3.07M | 0.01% |
118,200
-29,400
| -20% | -$727K |
|
708
CALL
Qualcomm
QCOM
$188B
| $3.04M | 0.01% |
55,100
-957,400
| -95% | -$53.5M |
|
709
PUT
Advanced Micro Devices
AMD
$851B
| $3.04M | 0.01% |
243,300
+234,900
| +2,796% | +$2.87M |
|
|
EA
710
PUT
DELISTED
Electronic Arts
EA
| $3.04M | 0.01% |
28,700
-34,400
| -55% | -$3.54M |
|
711
Kohl's
KSS
$1.99B
| $3.02M | 0.01% |
78,056
-39,843
| -34% | -$1.53M |
|
712
PUT
Alerian MLP ETF
AMLP
$13.6B
| $2.99M | 0.01% |
+50,000
| New | +$3.05M |
|
713
CALL
Sarepta Therapeutics
SRPT
$2.33B
| $2.99M | 0.01% |
+88,700
| New | +$2.89M |
|
714
CALL
Royal Bank of Canada
RY
$286B
| $2.99M | 0.01% |
41,200
-10,800
| -21% | -$757K |
|
|
PARA
715
DELISTED
Paramount Global Class B
PARA
| $2.98M | 0.01% |
+46,751
| New | +$2.99M |
|
|
SSRI
716
CALL
DELISTED
Silver Standard Resources
SSRI
| $2.96M | 0.01% |
305,000
-3,000
| -1% | -$30.1K |
|
717
CALL
Hain Celestial
HAIN
$57.9M
| $2.91M | 0.01% |
75,000
-30,700
| -29% | -$1.11M |
|
|
ESV
718
CALL
DELISTED
Ensco Rowan plc
ESV
| $2.91M | 0.01% |
140,900
+140,500
| +35,125% | +$4.03M |
|
719
Baidu
BIDU
$31.4B
| $2.9M | 0.01% |
16,240
-14,032
| -46% | -$2.54M |
|
720
CALL
Deutsche Bank
DB
$76.4B
| $2.88M | 0.01% |
162,200
-13,400
| -8% | -$237K |
|
721
CALL
Tronox
TROX
$743M
| $2.87M | 0.01% |
190,000
| – | – |
|
722
CALL
Lumentum
LITE
$88.7B
| $2.85M | 0.01% |
+50,000
| New | +$2.68M |
|
723
CALL
Fortive
FTV
$16.9B
| $2.85M | 0.01% |
+71,359
| New | +$2.81M |
|
724
CALL
LyondellBasell Industries
LYB
$20.8B
| $2.84M | 0.01% |
33,700
-210,700
| -86% | -$17.5M |
|
725
Hewlett Packard
HPE
$78.2B
| $2.84M | 0.01% |
220,757
-131,701
| -37% | -$1.83M |
|
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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.