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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 | |
|---|---|---|---|---|---|---|
1726
NETSCOUT
NTCT
$2.71B
| $69K | ﹤0.01% |
+2,001
| New | +$72.4K |
|
1727
PUT
Southern Copper
SCCO
$177B
| $69K | ﹤0.01% |
2,183
| – | – |
|
|
IPHI
1728
PUT
DELISTED
INPHI CORPORATION
IPHI
| $69K | ﹤0.01% |
2,000
-1,000
| -33% | -$40.2K |
|
|
MRSH
1729
Marsh
MRSH
$84.4B
| $68K | ﹤0.01% |
+870
| New | +$65.7K |
|
|
NTT
1730
DELISTED
Nippon Telegraph & Telephone
NTT
| $68K | ﹤0.01% |
1,451
+1,000
| +222% | +$46.9K |
|
1731
PUT
Bankunited
BKU
$3.22B
| $67K | ﹤0.01% |
2,000
-3,400
| -63% | -$117K |
|
|
SVC
1732
Service Properties Trust
SVC
$921M
| $67K | ﹤0.01% |
458
-283
| -38% | -$43.2K |
|
|
SIX
1733
DELISTED
Six Flags Entertainment Corp.
SIX
| $67K | ﹤0.01% |
1,119
-2,308
| -67% | -$140K |
|
1734
PUT
LKQ Corp
LKQ
$6.12B
| $66K | ﹤0.01% |
2,000
-1,000
| -33% | -$30.9K |
|
1735
Tapestry
TPR
$22.7B
| $66K | ﹤0.01% |
1,386
-30,562
| -96% | -$1.34M |
|
|
AAWW
1736
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $66K | ﹤0.01% |
+1,258
| New | +$66.3K |
|
|
TVRD
1737
Tvardi Therapeutics
TVRD
$24.7M
| $65K | ﹤0.01% |
+117
| New | +$74.2K |
|
|
FTR
1738
DELISTED
Frontier Communications Corp.
FTR
| $65K | ﹤0.01% |
+3,758
| New | +$86.1K |
|
1739
CALL
Dick's Sporting Goods
DKS
$11.9B
| $64K | ﹤0.01% |
1,600
-20,900
| -93% | -$943K |
|
1740
PUT
Healthpeak Properties
DOC
$14.1B
| $64K | ﹤0.01% |
2,000
-2,000
| -50% | -$63.4K |
|
1741
CALL
Weyerhaeuser
WY
$16.3B
| $64K | ﹤0.01% |
1,900
-29,000
| -94% | -$976K |
|
1742
Analog Devices
ADI
$177B
| $63K | ﹤0.01% |
804
-2,521
| -76% | -$200K |
|
|
KCG
1743
DELISTED
KCG Holdings, Inc.
KCG
| $63K | ﹤0.01% |
3,179
-2,983
| -48% | -$57.9K |
|
1744
Element Solutions
ESI
$8.72B
| $62K | ﹤0.01% |
4,881
-75,414
| -94% | -$986K |
|
1745
CALL
H&R Block
HRB
$5.56B
| $62K | ﹤0.01% |
2,000
| – | – |
|
1746
CALL
Northwest Bancshares
NWBI
$2.25B
| $62K | ﹤0.01% |
4,000
| – | – |
|
|
ZAYO
1747
CALL
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $62K | ﹤0.01% |
2,000
-900
| -31% | -$29.4K |
|
1748
Avery Dennison
AVY
$12.9B
| $61K | ﹤0.01% |
692
-2,134
| -76% | -$179K |
|
1749
PUT
WEC Energy
WEC
$34.6B
| $61K | ﹤0.01% |
1,000
-3,400
| -77% | -$210K |
|
|
BBBY
1750
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $61K | ﹤0.01% |
2,000
-114,400
| -98% | -$4.13M |
|
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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.