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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 | |
|---|---|---|---|---|---|---|
351
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $12.2M | 0.02% |
110,700
-641,300
| -85% | -$68.4M |
|
|
352
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $12.2M | 0.02% |
110,700
-14,300
| -11% | -$1.53M |
|
|
GMLP
353
CALL
DELISTED
Golar LNG Partners LP
GMLP
| $12.2M | 0.02% |
606,300
+604,300
| +30,215% | +$12.7M |
|
|
POT
354
DELISTED
Potash Corp Of Saskatchewan
POT
| $12.1M | 0.02% |
741,241
+360,457
| +95% | +$5.97M |
|
355
CALL
Steel Dynamics
STLD
$37.6B
| $12.1M | 0.02% |
336,500
-160,200
| -32% | -$5.55M |
|
356
CALL
Honeywell
HON
$78B
| $12M | 0.02% |
99,630
-47,158
| -32% | -$5.56M |
|
357
CALL
Morgan Stanley
MS
$340B
| $12M | 0.02% |
268,500
-715,800
| -73% | -$30.9M |
|
|
358
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.2B
| $11.9M | 0.02% |
+484,200
| New | +$11.5M |
|
|
JWN
359
CALL
DELISTED
Nordstrom
JWN
| $11.9M | 0.02% |
248,900
+133,400
| +115% | +$6.07M |
|
360
PUT
AngloGold Ashanti
AU
$48.7B
| $11.9M | 0.02% |
1,220,000
+908,500
| +292% | +$10.4M |
|
361
PUT
Prudential Financial
PRU
$41.8B
| $11.7M | 0.02% |
108,600
-41,300
| -28% | -$4.38M |
|
|
STRP
362
DELISTED
Straight Path Communications Inc.
STRP
| $11.7M | 0.02% |
65,071
+41,989
| +182% | +$6.4M |
|
363
CALL
RTX Corp
RTX
$301B
| $11.7M | 0.02% |
151,908
-1,514,317
| -91% | -$113M |
|
364
Applied Materials
AMAT
$428B
| $11.7M | 0.02% |
282,462
+94,973
| +51% | +$4.04M |
|
365
Chipotle Mexican Grill
CMG
$41.5B
| $11.6M | 0.02% |
+1,397,700
| New | +$13M |
|
366
PUT
Kohl's
KSS
$2.19B
| $11.6M | 0.02% |
299,300
-113,500
| -27% | -$4.35M |
|
|
LNW
367
DELISTED
Light & Wonder
LNW
| $11.6M | 0.02% |
443,375
+105,435
| +31% | +$2.51M |
|
368
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $11.6M | 0.02% |
+300,000
| New | +$11.3M |
|
|
WBMD
369
CALL
DELISTED
WebMD Health Corp.
WBMD
| $11.6M | 0.02% |
197,000
+190,000
| +2,714% | +$10.6M |
|
370
Oracle
ORCL
$423B
| $11.5M | 0.02% |
+229,879
| New | +$10.5M |
|
371
CALL
Goodyear
GT
$1.85B
| $11.4M | 0.02% |
325,000
+168,100
| +107% | +$5.79M |
|
|
WW
372
PUT
DELISTED
WW International
WW
| $11.3M | 0.02% |
339,100
+337,100
| +16,855% | +$8.14M |
|
373
CALL
Regions Financial
RF
$26.8B
| $11.2M | 0.02% |
766,500
-6,100
| -0.8% | -$85.9K |
|
374
PUT
AstraZeneca
AZN
$250B
| $11.2M | 0.02% |
164,550
+136,750
| +492% | +$8.93M |
|
375
PUT
United States Natural Gas Fund
UNG
$455M
| $11.2M | 0.02% |
103,219
+24,406
| +31% | +$2.83M |
|
Similar funds
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.