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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 | |
|---|---|---|---|---|---|---|
151
CALL
Skyworks Solutions
SWKS
$10.6B
| $39.1M | 0.08% |
407,800
+103,900
| +34% | +$10.7M |
|
152
PUT
Cummins
CMI
$88.7B
| $39.1M | 0.08% |
241,200
+47,700
| +25% | +$7.4M |
|
153
PUT
Ulta Beauty
ULTA
$24.3B
| $39.1M | 0.08% |
136,100
+121,800
| +852% | +$35.5M |
|
154
Amazon
AMZN
$2.96T
| $38.8M | 0.08% |
801,700
+692,180
| +632% | +$33M |
|
155
CALL
IBM
IBM
$224B
| $38.4M | 0.07% |
260,872
-52,928
| -17% | -$7.98M |
|
156
CALL
Coca-Cola
KO
$375B
| $38.2M | 0.07% |
852,200
+76,200
| +10% | +$3.37M |
|
157
CALL
Visa
V
$677B
| $38M | 0.07% |
405,000
-300,000
| -43% | -$27.8M |
|
158
PUT
Oracle
ORCL
$423B
| $37.5M | 0.07% |
747,200
+473,500
| +173% | +$21.6M |
|
159
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $37M | 0.07% |
1,234,800
+1,007,900
| +444% | +$29.7M |
|
160
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $36.9M | 0.07% |
1,505,000
-100,000
| -6% | -$2.48M |
|
161
CALL
Tesla
TSLA
$1.3T
| $36.2M | 0.07% |
1,500,000
+501,000
| +50% | +$11M |
|
162
PUT
Vale
VALE
$62.6B
| $36.1M | 0.07% |
4,123,700
+3,117,000
| +310% | +$26.5M |
|
163
Micron Technology
MU
$991B
| $35.7M | 0.07% |
1,197,073
+668,320
| +126% | +$19.6M |
|
164
Energizer
ENR
$1.55B
| $35.7M | 0.07% |
743,884
+268,927
| +57% | +$14.6M |
|
165
CALL
Trip.com Group
TCOM
$29.1B
| $35.5M | 0.07% |
658,400
+151,200
| +30% | +$8.02M |
|
166
Bank of America
BAC
$442B
| $35.2M | 0.07% |
+1,449,333
| New | +$33.8M |
|
167
PUT
VanEck Semiconductor ETF
SMH
$73.2B
| $34.5M | 0.07% |
843,800
+727,800
| +627% | +$30M |
|
168
PUT
Costco
COST
$420B
| $34.4M | 0.07% |
215,200
-203,300
| -49% | -$35M |
|
169
Netflix
NFLX
$309B
| $34.3M | 0.07% |
2,294,120
+1,934,350
| +538% | +$29.8M |
|
|
170
PUT
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $33.9M | 0.07% |
+1,375,300
| New | +$32.6M |
|
171
United Parks & Resorts
PRKS
$2.12B
| $33.9M | 0.07% |
2,083,476
+537,934
| +35% | +$9.24M |
|
172
PUT
Starbucks
SBUX
$120B
| $33.7M | 0.07% |
577,400
+99,200
| +21% | +$6M |
|
173
JD.com
JD
$44.5B
| $33.2M | 0.06% |
846,286
+251,691
| +42% | +$9.5M |
|
|
VMW
174
PUT
DELISTED
VMware, Inc
VMW
| $33.1M | 0.06% |
378,500
+158,600
| +72% | +$14.6M |
|
175
PUT
PepsiCo
PEP
$190B
| $32.9M | 0.06% |
285,000
+213,600
| +299% | +$24.5M |
|
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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.