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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 | |
|---|---|---|---|---|---|---|
751
CALL
Southwest Airlines
LUV
$18.9B
| $2.62M | 0.01% |
42,100
+34,100
| +426% | +$1.98M |
|
|
RESI
752
CALL
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $2.59M | 0.01% |
200,000
| – | – |
|
753
SS&C Technologies
SSNC
$18.6B
| $2.58M | 0.01% |
67,103
-36,279
| -35% | -$1.35M |
|
754
PepsiCo
PEP
$187B
| $2.57M | 0.01% |
22,269
+8,816
| +66% | +$1.01M |
|
755
CALL
Credit Acceptance
CACC
$6.2B
| $2.57M | 0.01% |
+10,000
| New | +$2.19M |
|
|
WBMD
756
DELISTED
WebMD Health Corp.
WBMD
| $2.57M | 0.01% |
+43,777
| New | +$2.44M |
|
757
CALL
Axalta
AXTA
$7.37B
| $2.57M | 0.01% |
80,100
+75,500
| +1,641% | +$2.41M |
|
758
Delta Air Lines
DAL
$51.8B
| $2.56M | 0.01% |
47,626
-175,155
| -79% | -$8.58M |
|
759
McKesson
MCK
$104B
| $2.56M | 0.01% |
15,544
+2,798
| +22% | +$424K |
|
760
PUT
Johnson & Johnson
JNJ
$644B
| $2.55M | ﹤0.01% |
19,300
-143,400
| -88% | -$18.3M |
|
761
PUT
Abbott
ABT
$182B
| $2.55M | ﹤0.01% |
52,400
| – | – |
|
762
CALL
Polaris
PII
$3.37B
| $2.55M | ﹤0.01% |
+27,600
| New | +$2.37M |
|
|
CLVS
763
PUT
DELISTED
Clovis Oncology, Inc.
CLVS
| $2.53M | ﹤0.01% |
+27,000
| New | +$1.65M |
|
764
PUT
Jabil
JBL
$32.6B
| $2.53M | ﹤0.01% |
86,500
+67,000
| +344% | +$1.97M |
|
765
lululemon athletica
LULU
$11B
| $2.52M | ﹤0.01% |
42,244
+26,622
| +170% | +$1.39M |
|
|
ZAYO
766
PUT
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $2.5M | ﹤0.01% |
81,000
+65,000
| +406% | +$2.13M |
|
|
CHS
767
PUT
DELISTED
Chicos FAS, Inc.
CHS
| $2.49M | ﹤0.01% |
264,600
+256,600
| +3,208% | +$2.96M |
|
768
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$459M
| $2.48M | ﹤0.01% |
26,720
-1,600
| -6% | -$168K |
|
769
Teva Pharmaceuticals
TEVA
$42.9B
| $2.48M | ﹤0.01% |
+74,641
| New | +$2.31M |
|
770
PUT
Western Digital
WDC
$174B
| $2.47M | ﹤0.01% |
36,912
-26,724
| -42% | -$1.78M |
|
|
IMMU
771
DELISTED
Immunomedics Inc
IMMU
| $2.47M | ﹤0.01% |
+279,709
| New | +$1.96M |
|
|
AVP
772
PUT
DELISTED
Avon Products, Inc.
AVP
| $2.47M | ﹤0.01% |
650,000
| – | – |
|
773
PUT
Mastercard
MA
$497B
| $2.46M | ﹤0.01% |
20,300
-34,300
| -63% | -$4.07M |
|
774
PUT
Monarch Casino & Resort
MCRI
$2.17B
| $2.46M | ﹤0.01% |
81,500
+79,500
| +3,975% | +$2.4M |
|
|
PDCO
775
PUT
DELISTED
Patterson Companies, Inc.
PDCO
| $2.46M | ﹤0.01% |
52,500
| – | – |
|
Similar funds
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.