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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 | |
|---|---|---|---|---|---|---|
851
CALL
KeyCorp
KEY
$23.2B
| $1.91M | ﹤0.01% |
101,700
-800
| -0.8% | -$14.5K |
|
852
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
| $1.91M | ﹤0.01% |
6,000
| – | – |
|
|
GG
853
CALL
DELISTED
Goldcorp Inc
GG
| $1.91M | ﹤0.01% |
147,600
-227,200
| -61% | -$3.18M |
|
|
CS
854
PUT
DELISTED
Credit Suisse Group
CS
| $1.9M | ﹤0.01% |
130,000
+50,000
| +63% | +$722K |
|
|
FNSR
855
PUT
DELISTED
Finisar Corp
FNSR
| $1.89M | ﹤0.01% |
72,800
+42,300
| +139% | +$1.05M |
|
856
CALL
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.12B
| $1.89M | ﹤0.01% |
+9,000
| New | +$1.82M |
|
857
CALL
Kraft Heinz
KHC
$29.2B
| $1.88M | ﹤0.01% |
22,000
+4,000
| +22% | +$363K |
|
|
SPN
858
DELISTED
Superior Energy Services, Inc.
SPN
| $1.88M | ﹤0.01% |
+17,994
| New | +$2.09M |
|
|
GLUU
859
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $1.88M | ﹤0.01% |
+750,000
| New | +$1.87M |
|
|
GLUU
860
PUT
DELISTED
Glu Mobile Inc.
GLUU
| $1.88M | ﹤0.01% |
750,000
+728,000
| +3,309% | +$1.82M |
|
|
WPX
861
DELISTED
WPX Energy, Inc.
WPX
| $1.87M | ﹤0.01% |
193,312
+83,306
| +76% | +$950K |
|
862
The Mosaic Company
MOS
$8.33B
| $1.87M | ﹤0.01% |
+81,723
| New | +$2.01M |
|
863
CALL
Toronto Dominion Bank
TD
$195B
| $1.85M | ﹤0.01% |
36,700
+22,400
| +157% | +$1.08M |
|
864
Corpay
CPAY
$26.7B
| $1.84M | ﹤0.01% |
+12,766
| New | +$1.82M |
|
865
CALL
Golar LNG
GLNG
$5.3B
| $1.82M | ﹤0.01% |
82,000
-2,900
| -3% | -$72.7K |
|
|
SPLS
866
CALL
DELISTED
Staples Inc
SPLS
| $1.81M | ﹤0.01% |
180,000
-20,000
| -10% | -$187K |
|
867
CALL
lululemon athletica
LULU
$11B
| $1.8M | ﹤0.01% |
30,100
-90,000
| -75% | -$4.69M |
|
868
Union Pacific
UNP
$169B
| $1.8M | ﹤0.01% |
+16,498
| New | +$1.8M |
|
869
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
| $1.79M | ﹤0.01% |
50,000
-155,000
| -76% | -$5.74M |
|
|
CTXS
870
DELISTED
Citrix Systems Inc
CTXS
| $1.79M | ﹤0.01% |
22,439
+17,098
| +320% | +$1.42M |
|
|
QCP
871
PUT
DELISTED
Quality Care Properties, Inc.
QCP
| $1.78M | ﹤0.01% |
+97,300
| New | +$1.75M |
|
872
PUT
Snap
SNAP
$8.98B
| $1.78M | ﹤0.01% |
+100,000
| New | +$2.02M |
|
|
SP
873
CALL
DELISTED
SP Plus Corporation
SP
| $1.77M | ﹤0.01% |
+58,000
| New | +$1.8M |
|
874
CALL
B&G Foods
BGS
$264M
| $1.77M | ﹤0.01% |
49,600
-2,000
| -4% | -$79.6K |
|
875
CALL
PPG Industries
PPG
$23.8B
| $1.76M | ﹤0.01% |
16,000
-800
| -5% | -$86.6K |
|
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.