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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 | |
|---|---|---|---|---|---|---|
|
KSU
726
CALL
DELISTED
Kansas City Southern
KSU
| $2.83M | 0.01% |
27,000
-3,500
| -11% | -$328K |
|
|
KANG
727
DELISTED
iKang Healthcare Group, Inc.
KANG
| $2.82M | 0.01% |
229,654
+142,118
| +162% | +$2.06M |
|
728
Hasbro
HAS
$12.5B
| $2.81M | 0.01% |
+25,183
| New | +$2.6M |
|
729
CALL
Applied Materials
AMAT
$372B
| $2.78M | 0.01% |
67,300
-47,600
| -41% | -$2.02M |
|
730
PUT
FMC
FMC
$1.54B
| $2.78M | 0.01% |
43,814
+32,284
| +280% | +$2.08M |
|
731
PUT
Transocean
RIG
$6.38B
| $2.76M | 0.01% |
335,000
+193,200
| +136% | +$1.97M |
|
|
CMA
732
DELISTED
Comerica
CMA
| $2.75M | 0.01% |
37,520
+29,481
| +367% | +$2.07M |
|
733
CALL
Core Laboratories
CLB
$579M
| $2.73M | 0.01% |
+27,000
| New | +$2.91M |
|
734
CALL
Blackstone
BX
$96.9B
| $2.73M | 0.01% |
81,900
-65,400
| -44% | -$2.05M |
|
|
735
CALL
Mondelez International
MDLZ
$79.7B
| $2.73M | 0.01% |
63,100
-2,100
| -3% | -$94.7K |
|
|
CYOU
736
CALL
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $2.72M | 0.01% |
70,100
+68,100
| +3,405% | +$2.34M |
|
737
CALL
EOG Resources
EOG
$77.1B
| $2.72M | 0.01% |
30,000
-5,000
| -14% | -$460K |
|
738
PUT
Lowe's Companies
LOW
$111B
| $2.71M | 0.01% |
35,000
-45,600
| -57% | -$3.73M |
|
|
RDUS
739
PUT
DELISTED
Radius Health, Inc.
RDUS
| $2.7M | 0.01% |
59,700
+35,000
| +142% | +$1.34M |
|
740
PUT
Tapestry
TPR
$22.7B
| $2.69M | 0.01% |
56,900
-65,100
| -53% | -$2.85M |
|
741
CALL
Synchrony
SYF
$25.2B
| $2.68M | 0.01% |
+90,000
| New | +$2.67M |
|
|
CAB
742
CALL
DELISTED
Cabela's Inc
CAB
| $2.68M | 0.01% |
45,100
+45,000
| +45,000% | +$2.49M |
|
743
CALL
NCR Voyix
VYX
$1.15B
| $2.68M | 0.01% |
106,928
+53,953
| +102% | +$1.37M |
|
744
EQT Corp
EQT
$34.2B
| $2.68M | 0.01% |
+83,934
| New | +$2.66M |
|
745
CALL
iShares MSCI Canada ETF
EWC
$6.81B
| $2.68M | 0.01% |
+100,000
| New | +$2.65M |
|
746
PUT
Northrop Grumman
NOC
$73.2B
| $2.67M | 0.01% |
10,400
+300
| +3% | +$75K |
|
|
GRA
747
CALL
DELISTED
W.R. Grace & Co.
GRA
| $2.66M | 0.01% |
37,000
-60,000
| -62% | -$4.21M |
|
748
Infosys
INFY
$44.3B
| $2.64M | 0.01% |
351,984
-6,494
| -2% | -$48.6K |
|
749
CALL
Costco
COST
$400B
| $2.64M | 0.01% |
16,500
-262,400
| -94% | -$45.2M |
|
750
CALL
LKQ Corp
LKQ
$6.12B
| $2.64M | 0.01% |
+80,000
| New | +$2.47M |
|
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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.