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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 | |
|---|---|---|---|---|---|---|
826
PUT
Polaris
PII
$3.37B
| $2.06M | ﹤0.01% |
22,300
+13,600
| +156% | +$1.17M |
|
827
CALL
Shake Shack
SHAK
$2.55B
| $2.05M | ﹤0.01% |
58,800
+32,700
| +125% | +$1.17M |
|
828
CALL
FMC
FMC
$1.54B
| $2.04M | ﹤0.01% |
32,284
-1,153
| -3% | -$74.2K |
|
829
Chevron
CVX
$419B
| $2.04M | ﹤0.01% |
+19,596
| New | +$2.08M |
|
830
CALL
SFL Corp
SFL
$1.74B
| $2.04M | ﹤0.01% |
+150,000
| New | +$2.05M |
|
831
PUT
DXC Technology
DXC
$1.75B
| $2.03M | ﹤0.01% |
+30,518
| New | +$2.03M |
|
832
PUT
International Flavors & Fragrances
IFF
$21.5B
| $2.02M | ﹤0.01% |
15,000
+13,000
| +650% | +$1.76M |
|
833
Invesco CurrencyShares Japanese Yen Trust
FXY
$454M
| $2.02M | ﹤0.01% |
23,611
+10,000
| +73% | +$866K |
|
834
PUT
Crown Castle
CCI
$32B
| $2M | ﹤0.01% |
20,000
-25,300
| -56% | -$2.49M |
|
|
SAFM
835
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $2M | ﹤0.01% |
17,300
+12,600
| +268% | +$1.46M |
|
|
ZAYO
836
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $1.99M | ﹤0.01% |
64,425
+31,954
| +98% | +$1.05M |
|
837
CALL
Apollo Global Management
APO
$77.3B
| $1.98M | ﹤0.01% |
74,700
+64,700
| +647% | +$1.72M |
|
838
CALL
Exelon
EXC
$45B
| $1.97M | ﹤0.01% |
76,409
-37,153
| -33% | -$945K |
|
839
CALL
Corning
GLW
$145B
| $1.97M | ﹤0.01% |
65,400
-537,600
| -89% | -$15.4M |
|
840
CALL
Ashland
ASH
$3.29B
| $1.96M | ﹤0.01% |
29,800
-140,670
| -83% | -$8.95M |
|
|
XLNX
841
CALL
DELISTED
Xilinx Inc
XLNX
| $1.96M | ﹤0.01% |
30,500
+26,600
| +682% | +$1.68M |
|
842
SBA Communications
SBAC
$19.8B
| $1.96M | ﹤0.01% |
14,502
+11,765
| +430% | +$1.53M |
|
843
CALL
Valvoline
VVV
$3.87B
| $1.94M | ﹤0.01% |
+81,652
| New | +$1.89M |
|
844
PUT
T. Rowe Price
TROW
$23B
| $1.93M | ﹤0.01% |
26,000
-22,600
| -47% | -$1.62M |
|
845
PUT
Weibo
WB
$1.63B
| $1.93M | ﹤0.01% |
29,000
+20,900
| +258% | +$1.36M |
|
846
Capital One
COF
$129B
| $1.93M | ﹤0.01% |
23,305
+1,160
| +5% | +$94.3K |
|
847
PUT
NatWest
NWG
$73.7B
| $1.92M | ﹤0.01% |
273,557
+131,486
| +93% | +$919K |
|
848
CALL
Coty
COTY
$2.37B
| $1.92M | ﹤0.01% |
102,500
+98,000
| +2,178% | +$1.82M |
|
849
PUT
Amphenol
APH
$201B
| $1.92M | ﹤0.01% |
208,000
| – | – |
|
|
RSX
850
PUT
DELISTED
VanEck Russia ETF
RSX
| $1.92M | ﹤0.01% |
100,000
| – | – |
|
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.