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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 | |
|---|---|---|---|---|---|---|
1201
CALL
Oaktree Specialty Lending
OCSL
$1.12B
| $548K | ﹤0.01% |
37,567
| – | – |
|
|
SOHU
1202
CALL
Sohu.com
SOHU
$351M
| $545K | ﹤0.01% |
12,100
+12,000
| +12,000% | +$514K |
|
|
AGU
1203
CALL
DELISTED
Agrium
AGU
| $543K | ﹤0.01% |
6,000
-5,000
| -45% | -$462K |
|
1204
CALL
Trex
TREX
$4.63B
| $541K | ﹤0.01% |
32,000
| – | – |
|
1205
CALL
Tractor Supply
TSCO
$17.7B
| $541K | ﹤0.01% |
50,000
-141,500
| -74% | -$1.68M |
|
|
ONIT
1206
PUT
Onity Group
ONIT
$287M
| $538K | ﹤0.01% |
+13,333
| New | +$633K |
|
|
VRTV
1207
DELISTED
VERITIV CORPORATION
VRTV
| $534K | ﹤0.01% |
+11,868
| New | +$545K |
|
1208
CALL
AGNC Investment
AGNC
$12.5B
| $532K | ﹤0.01% |
25,000
+14,000
| +127% | +$291K |
|
|
JNPR
1209
DELISTED
Juniper Networks
JNPR
| $532K | ﹤0.01% |
+19,066
| New | +$554K |
|
1210
PUT
PG&E
PCG
$31.3B
| $531K | ﹤0.01% |
8,000
-1,600
| -17% | -$108K |
|
|
PPL
1211
CALL
PPL Corp
PPL
$26B
| $530K | ﹤0.01% |
13,700
-37,000
| -73% | -$1.43M |
|
|
SYKE
1212
CALL
DELISTED
SYKES Enterprises Inc
SYKE
| $530K | ﹤0.01% |
15,800
+7,800
| +98% | +$247K |
|
1213
Flex
FLEX
$41.6B
| $525K | ﹤0.01% |
+42,753
| New | +$529K |
|
|
SKX
1214
CALL
DELISTED
Skechers
SKX
| $522K | ﹤0.01% |
17,700
-13,400
| -43% | -$346K |
|
1215
Cenovus Energy
CVE
$61.7B
| $519K | ﹤0.01% |
+70,466
| New | +$654K |
|
|
HA
1216
DELISTED
Hawaiian Holdings, Inc.
HA
| $519K | ﹤0.01% |
+11,047
| New | +$562K |
|
1217
CALL
BHP
BHP
$234B
| $516K | ﹤0.01% |
16,255
-9,416
| -37% | -$299K |
|
1218
VistaGen Therapeutics
VTGN
$10.5M
| $516K | ﹤0.01% |
9,195
| – | – |
|
|
CA
1219
DELISTED
CA, Inc.
CA
| $516K | ﹤0.01% |
+14,981
| New | +$485K |
|
|
DFS
1220
DELISTED
Discover Financial Services
DFS
| $507K | ﹤0.01% |
8,159
+3,676
| +82% | +$228K |
|
|
WUBA
1221
CALL
DELISTED
58.com Inc
WUBA
| $507K | ﹤0.01% |
11,500
-7,100
| -38% | -$292K |
|
1222
CALL
Pan American Silver
PAAS
$21.9B
| $505K | ﹤0.01% |
30,000
+28,000
| +1,400% | +$484K |
|
1223
CALL
CarMax
KMX
$8.56B
| $504K | ﹤0.01% |
8,000
-392,700
| -98% | -$23.7M |
|
1224
CALL
NextEra Energy
NEE
$172B
| $504K | ﹤0.01% |
14,400
-120,400
| -89% | -$4.12M |
|
|
ULTI
1225
CALL
DELISTED
Ultimate Software Group Inc
ULTI
| $504K | ﹤0.01% |
2,400
| – | – |
|
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.