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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 | |
|---|---|---|---|---|---|---|
1551
Kroger
KR
$34.6B
| $147K | ﹤0.01% |
6,322
+3,321
| +111% | +$94.2K |
|
1552
PUT
Lamar Advertising Co
LAMR
$15.1B
| $147K | ﹤0.01% |
2,000
-500
| -20% | -$35.9K |
|
1553
CALL
Marvell Technology
MRVL
$211B
| $147K | ﹤0.01% |
8,900
-27,900
| -76% | -$451K |
|
1554
CALL
Trimble
TRMB
$13.4B
| $147K | ﹤0.01% |
+4,100
| New | +$142K |
|
1555
PUT
3M
MMM
$84.8B
| $146K | ﹤0.01% |
837
-280,582
| -100% | -$46.9M |
|
1556
Automatic Data Processing
ADP
$105B
| $144K | ﹤0.01% |
1,406
+133
| +10% | +$13.5K |
|
|
GRA
1557
PUT
DELISTED
W.R. Grace & Co.
GRA
| $144K | ﹤0.01% |
2,000
-2,000
| -50% | -$140K |
|
1558
CALL
Nasdaq
NDAQ
$52.7B
| $143K | ﹤0.01% |
6,000
-6,000
| -50% | -$138K |
|
|
XLRN
1559
DELISTED
Acceleron Pharma
XLRN
| $142K | ﹤0.01% |
+4,672
| New | +$135K |
|
|
MXWL
1560
CALL
DELISTED
Maxwell Technologies Inc
MXWL
| $142K | ﹤0.01% |
23,700
+22,700
| +2,270% | +$132K |
|
1561
CALL
Owens Corning
OC
$10.2B
| $141K | ﹤0.01% |
2,100
-3,000
| -59% | -$188K |
|
|
CVA
1562
DELISTED
Covanta Holding Corporation
CVA
| $141K | ﹤0.01% |
10,693
-15,957
| -60% | -$232K |
|
1563
Pultegroup
PHM
$22.7B
| $140K | ﹤0.01% |
5,717
-4,083
| -42% | -$95.3K |
|
1564
PUT
Canadian Solar
CSIQ
$914M
| $139K | ﹤0.01% |
8,700
-1,500
| -15% | -$20.1K |
|
|
ANSS
1565
DELISTED
Ansys
ANSS
| $138K | ﹤0.01% |
+1,136
| New | +$134K |
|
1566
CALL
Deluxe
DLX
$1.08B
| $138K | ﹤0.01% |
2,000
| – | – |
|
1567
PUT
Iron Mountain
IRM
$34.3B
| $138K | ﹤0.01% |
4,000
| – | – |
|
1568
PUT
ATN International
ATNI
$461M
| $137K | ﹤0.01% |
2,000
| – | – |
|
1569
Old Dominion Freight Line
ODFL
$37.7B
| $137K | ﹤0.01% |
4,317
-699
| -14% | -$20.6K |
|
1570
CALL
Paycom
PAYC
$9.72B
| $137K | ﹤0.01% |
2,000
-1,000
| -33% | -$64.3K |
|
1571
PUT
Safety Insurance
SAFT
$1.52B
| $137K | ﹤0.01% |
2,000
-1,500
| -43% | -$103K |
|
|
SNV
1572
PUT
DELISTED
Synovus
SNV
| $137K | ﹤0.01% |
3,100
-2,900
| -48% | -$122K |
|
|
ZNGA
1573
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $136K | ﹤0.01% |
37,400
+35,400
| +1,770% | +$116K |
|
1574
PUT
Cadence Design Systems
CDNS
$78.4B
| $134K | ﹤0.01% |
4,000
-800
| -17% | -$26.6K |
|
1575
Keurig Dr Pepper
KDP
$43.7B
| $134K | ﹤0.01% |
1,473
-409
| -22% | -$38.3K |
|
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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.