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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 | |
|---|---|---|---|---|---|---|
776
PUT
Mattel
MAT
$3.93B
| $2.45M | ﹤0.01% |
113,700
+81,200
| +250% | +$1.83M |
|
777
CALL
Ross Stores
ROST
$72B
| $2.43M | ﹤0.01% |
42,100
-72,200
| -63% | -$4.51M |
|
778
CALL
Boyd Gaming
BYD
$5.48B
| $2.42M | ﹤0.01% |
97,500
+94,000
| +2,686% | +$2.27M |
|
|
CHK
779
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $2.42M | ﹤0.01% |
2,434
+1,634
| +204% | +$1.75M |
|
780
PUT
Abercrombie & Fitch
ANF
$6.45B
| $2.41M | ﹤0.01% |
194,000
+65,700
| +51% | +$809K |
|
781
PUT
Monster Beverage
MNST
$83.9B
| $2.41M | ﹤0.01% |
+194,000
| New | +$2.34M |
|
782
ASML
ASML
$664B
| $2.41M | ﹤0.01% |
18,464
+15,403
| +503% | +$2.04M |
|
783
Weibo
WB
$1.63B
| $2.41M | ﹤0.01% |
36,202
+30,526
| +538% | +$1.98M |
|
|
TERP
784
CALL
DELISTED
TerraForm Power, Inc
TERP
| $2.4M | ﹤0.01% |
200,000
| – | – |
|
785
PUT
Realty Income
O
$56.9B
| $2.39M | ﹤0.01% |
44,789
-6,605
| -13% | -$365K |
|
|
GMLP
786
DELISTED
Golar LNG Partners LP
GMLP
| $2.37M | ﹤0.01% |
118,106
+81,674
| +224% | +$1.72M |
|
787
Barclays
BCS
$88.6B
| $2.37M | ﹤0.01% |
234,766
+66,050
| +39% | +$674K |
|
788
CALL
Johnson & Johnson
JNJ
$644B
| $2.35M | ﹤0.01% |
17,800
-7,200
| -29% | -$918K |
|
789
CALL
Waste Management
WM
$86.5B
| $2.35M | ﹤0.01% |
32,000
-31,900
| -50% | -$2.32M |
|
790
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.3B
| $2.34M | ﹤0.01% |
90,000
| – | – |
|
|
TRUE
791
CALL
DELISTED
TrueCar
TRUE
| $2.33M | ﹤0.01% |
117,000
-2,338,900
| -95% | -$40.3M |
|
792
CALL
Unum
UNM
$14.7B
| $2.33M | ﹤0.01% |
50,000
+49,600
| +12,400% | +$2.28M |
|
793
CALL
Capital One
COF
$129B
| $2.32M | ﹤0.01% |
28,100
-28,500
| -50% | -$2.32M |
|
|
BMS
794
CALL
DELISTED
Bemis
BMS
| $2.32M | ﹤0.01% |
50,200
-4,500
| -8% | -$207K |
|
795
PUT
EQT Corp
EQT
$34.2B
| $2.3M | ﹤0.01% |
+72,194
| New | +$2.29M |
|
|
AFSI
796
CALL
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $2.3M | ﹤0.01% |
152,000
+150,000
| +7,500% | +$2.21M |
|
797
PUT
Quad
QUAD
$522M
| $2.29M | ﹤0.01% |
+100,000
| New | +$2.38M |
|
|
APC
798
DELISTED
Anadarko Petroleum
APC
| $2.29M | ﹤0.01% |
50,520
+41,551
| +463% | +$2.2M |
|
799
BHP
BHP
$234B
| $2.28M | ﹤0.01% |
71,768
-33,145
| -32% | -$1.05M |
|
800
PUT
LyondellBasell Industries
LYB
$20.8B
| $2.28M | ﹤0.01% |
27,000
-2,700
| -9% | -$224K |
|
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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.