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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 | |
|---|---|---|---|---|---|---|
626
PUT
iShares MSCI Canada ETF
EWC
$6.33B
| $4.01M | 0.01% |
+150,000
| New | +$3.97M |
|
627
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$306M
| $3.99M | 0.01% |
+966
| New | +$4.16M |
|
628
Royal Caribbean
RCL
$85.6B
| $3.98M | 0.01% |
36,461
-46,892
| -56% | -$4.98M |
|
|
SAGE
629
PUT
DELISTED
Sage Therapeutics
SAGE
| $3.98M | 0.01% |
+50,000
| New | +$3.61M |
|
630
CALL
CF Industries
CF
$17.3B
| $3.98M | 0.01% |
142,300
-193,500
| -58% | -$5.33M |
|
631
CALL
Trinity Industries
TRN
$2.38B
| $3.97M | 0.01% |
196,544
+119,593
| +155% | +$2.3M |
|
632
CALL
Target
TGT
$68B
| $3.96M | 0.01% |
75,700
+20,200
| +36% | +$1.1M |
|
|
GMLP
633
PUT
DELISTED
Golar LNG Partners LP
GMLP
| $3.94M | 0.01% |
196,300
+96,300
| +96% | +$2.03M |
|
634
PUT
Regeneron Pharmaceuticals
REGN
$80.8B
| $3.93M | 0.01% |
8,000
-56,500
| -88% | -$24.7M |
|
635
PUT
Tower Semiconductor
TSEM
$28.5B
| $3.92M | 0.01% |
164,500
+69,500
| +73% | +$1.64M |
|
636
CALL
Starwood Property Trust
STWD
$6.09B
| $3.92M | 0.01% |
175,000
-4,000
| -2% | -$89.4K |
|
637
Merck
MRK
$318B
| $3.88M | 0.01% |
+63,527
| New | +$3.87M |
|
|
SKX
638
DELISTED
Skechers
SKX
| $3.87M | 0.01% |
131,030
-118,856
| -48% | -$3.07M |
|
639
CALL
Air Products & Chemicals
APD
$67.6B
| $3.86M | 0.01% |
27,000
-10,500
| -28% | -$1.49M |
|
640
PUT
Visa
V
$677B
| $3.85M | 0.01% |
41,000
-348,300
| -89% | -$32.3M |
|
641
CALL
Voya Financial
VOYA
$9.19B
| $3.84M | 0.01% |
104,000
+87,500
| +530% | +$3.18M |
|
642
CALL
Seagate
STX
$184B
| $3.83M | 0.01% |
98,900
+42,900
| +77% | +$1.87M |
|
643
CALL
Sunoco
SUN
$13.3B
| $3.83M | 0.01% |
+125,000
| New | +$3.73M |
|
644
PUT
United Parcel Service
UPS
$88.9B
| $3.83M | 0.01% |
34,600
-115,600
| -77% | -$12.4M |
|
645
CALL
Hasbro
HAS
$13.2B
| $3.81M | 0.01% |
34,200
+9,300
| +37% | +$959K |
|
646
PUT
Cleveland-Cliffs
CLF
$6.99B
| $3.81M | 0.01% |
550,000
-41,100
| -7% | -$272K |
|
|
KANG
647
PUT
DELISTED
iKang Healthcare Group, Inc.
KANG
| $3.79M | 0.01% |
309,200
+148,300
| +92% | +$2.15M |
|
648
PUT
Aptiv
APTV
$10.3B
| $3.77M | 0.01% |
43,000
+27,700
| +181% | +$2.31M |
|
649
CME Group
CME
$94.8B
| $3.76M | 0.01% |
30,000
| – | – |
|
650
CALL
CACI
CACI
$14.2B
| $3.75M | 0.01% |
+30,000
| New | +$3.64M |
|
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.