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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+4.68%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$51.6B
AUM Growth
+$3.1B
(+6.4%)
Cap. Flow
+$1.86B
Cap. Flow
% of AUM
3.61%
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 | Technology | 0.85% |
| 2 | Consumer Discretionary | 0.73% |
| 3 | Financials | 0.61% |
| 4 | Consumer Staples | 0.43% |
| 5 | Communication Services | 0.41% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
326
CALL
Las Vegas Sands
LVS
$29.6B
| $13.8M | 0.03% |
216,300
+196,500
| +992% | +$11.8M |
|
327
MGM Resorts International
MGM
$11.2B
| $13.8M | 0.03% |
439,867
+229,029
| +109% | +$7.08M |
|
328
JPMorgan Chase
JPM
$950B
| $13.4M | 0.03% |
146,697
+128,656
| +713% | +$11.1M |
|
|
AET
329
CALL
DELISTED
Aetna Inc
AET
| $13.3M | 0.03% |
87,500
-220,000
| -72% | -$31.1M |
|
330
CALL
Under Armour
UAA
$2.6B
| $13.3M | 0.03% |
610,000
+15,000
| +3% | +$305K |
|
331
Tesla
TSLA
$1.3T
| $13.3M | 0.03% |
549,795
+435,060
| +379% | +$9.58M |
|
332
Energy Transfer Partners
ET
$69.3B
| $13.2M | 0.03% |
736,053
+715,632
| +3,504% | +$12.7M |
|
333
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
| $13.2M | 0.03% |
81,900
-20,000
| -20% | -$2.97M |
|
334
PUT
Intercontinental Exchange
ICE
$84.4B
| $13.2M | 0.03% |
200,000
+165,600
| +481% | +$10.2M |
|
335
CALL
Lowe's Companies
LOW
$125B
| $13.2M | 0.03% |
170,000
-64,900
| -28% | -$5.3M |
|
336
CALL
Advanced Micro Devices
AMD
$789B
| $13.1M | 0.03% |
1,047,800
+661,600
| +171% | +$8.09M |
|
337
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $13M | 0.03% |
198,200
+89,600
| +83% | +$5.58M |
|
338
PayPal
PYPL
$50.5B
| $13M | 0.03% |
+241,780
| New | +$11.9M |
|
339
PUT
United Therapeutics
UTHR
$23.1B
| $13M | 0.03% |
+100,000
| New | +$12.5M |
|
340
CALL
US Bancorp
USB
$99.6B
| $12.9M | 0.03% |
249,200
-124,900
| -33% | -$6.43M |
|
341
Wynn Resorts
WYNN
$10.6B
| $12.8M | 0.02% |
+95,237
| New | +$12M |
|
342
CALL
Marriott International
MAR
$92.3B
| $12.7M | 0.02% |
127,000
+48,200
| +61% | +$4.82M |
|
343
PUT
Walt Disney
DIS
$181B
| $12.7M | 0.02% |
119,500
-1,228,900
| -91% | -$135M |
|
344
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $12.5M | 0.02% |
464,070
+464,068
| +23,203,400% | +$12.3M |
|
345
CALL
Chipotle Mexican Grill
CMG
$41.5B
| $12.5M | 0.02% |
+1,500,000
| New | +$13.9M |
|
|
346
PUT
Chipotle Mexican Grill
CMG
$41.5B
| $12.5M | 0.02% |
+1,500,000
| New | +$13.9M |
|
347
PUT
Amgen
AMGN
$222B
| $12.4M | 0.02% |
72,200
-630,700
| -90% | -$103M |
|
348
First Solar
FSLR
$26.9B
| $12.3M | 0.02% |
308,852
+285,227
| +1,207% | +$9.69M |
|
349
PUT
NVIDIA
NVDA
$5.42T
| $12.3M | 0.02% |
3,408,000
-11,072,000
| -76% | -$35.2M |
|
350
Kinder Morgan
KMI
$68.7B
| $12.3M | 0.02% |
641,596
+38,614
| +6% | +$768K |
|
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HF
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 deployed $1.86B of net new capital in Q2 2017, opening 418 new positions and adding to 646 existing holdings. Its largest new stake was Intel: 1,905,541 shares worth $64.3M.
By sector, the portfolio is most concentrated in Technology at 0.85% of assets, up from 0.55% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Caterpillar, an estimated $63.3M trimmed.
- 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.