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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 | |
|---|---|---|---|---|---|---|
901
PUT
Edwards Lifesciences
EW
$51.7B
| $1.64M | ﹤0.01% |
+41,700
| New | +$1.52M |
|
902
AstraZeneca
AZN
$250B
| $1.64M | ﹤0.01% |
+24,064
| New | +$1.57M |
|
903
Trinity Industries
TRN
$2.38B
| $1.64M | ﹤0.01% |
81,213
-318,986
| -80% | -$6.12M |
|
|
VSM
904
CALL
DELISTED
Versum Materials, Inc.
VSM
| $1.63M | ﹤0.01% |
+50,000
| New | +$1.56M |
|
905
PUT
J.M. Smucker
SJM
$12.8B
| $1.62M | ﹤0.01% |
13,700
+9,100
| +198% | +$1.15M |
|
906
PUT
Marriott International
MAR
$92.3B
| $1.62M | ﹤0.01% |
16,100
-500
| -3% | -$50K |
|
|
MRO
907
PUT
DELISTED
Marathon Oil Corporation
MRO
| $1.61M | ﹤0.01% |
136,100
+21,200
| +18% | +$297K |
|
|
RDUS
908
CALL
DELISTED
Radius Health, Inc.
RDUS
| $1.61M | ﹤0.01% |
+35,600
| New | +$1.36M |
|
909
CALL
Newell Brands
NWL
$2.56B
| $1.61M | ﹤0.01% |
30,000
+29,000
| +2,900% | +$1.47M |
|
910
PUT
BorgWarner
BWA
$13.9B
| $1.61M | ﹤0.01% |
43,054
-17,608
| -29% | -$638K |
|
911
Terex
TEX
$7.74B
| $1.61M | ﹤0.01% |
+42,839
| New | +$1.45M |
|
|
RRD
912
CALL
DELISTED
RR Donnelley & Sons Co.
RRD
| $1.6M | ﹤0.01% |
+127,900
| New | +$1.57M |
|
|
EXAS
913
CALL
DELISTED
Exact Sciences
EXAS
| $1.59M | ﹤0.01% |
45,000
+9,000
| +25% | +$278K |
|
914
PUT
Sprouts Farmers Market
SFM
$8.01B
| $1.59M | ﹤0.01% |
+70,000
| New | +$1.62M |
|
915
CALL
Tenet Healthcare
THC
$21.1B
| $1.58M | ﹤0.01% |
81,700
+78,200
| +2,234% | +$1.36M |
|
916
Autoliv
ALV
$9B
| $1.58M | ﹤0.01% |
+19,932
| New | +$1.51M |
|
|
917
Sprouts Farmers Market
SFM
$8.01B
| $1.58M | ﹤0.01% |
69,568
+66,447
| +2,129% | +$1.54M |
|
918
PUT
Citizens Financial Group
CFG
$30.6B
| $1.57M | ﹤0.01% |
44,000
-4,000
| -8% | -$142K |
|
919
CALL
Webster Financial
WBS
$12.8B
| $1.57M | ﹤0.01% |
+30,000
| New | +$1.52M |
|
|
STI
920
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $1.56M | ﹤0.01% |
27,500
-10,100
| -27% | -$561K |
|
921
Twilio
TWLO
$36.6B
| $1.55M | ﹤0.01% |
53,369
+31,894
| +149% | +$872K |
|
922
PUT
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$188M
| $1.55M | ﹤0.01% |
+31,800
| New | +$1.63M |
|
|
SAVE
923
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $1.55M | ﹤0.01% |
+30,000
| New | +$1.64M |
|
|
HDS
924
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.53M | ﹤0.01% |
50,000
+46,400
| +1,289% | +$1.75M |
|
|
ENDP
925
CALL
DELISTED
Endo International plc
ENDP
| $1.53M | ﹤0.01% |
137,100
+41,500
| +43% | +$487K |
|
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.