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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 | |
|---|---|---|---|---|---|---|
|
CARB
926
CALL
DELISTED
Carbonite Inc
CARB
| $1.53M | ﹤0.01% |
+70,000
| New | +$1.44M |
|
927
Avis
CAR
$4.95B
| $1.52M | ﹤0.01% |
+55,817
| New | +$1.44M |
|
928
PUT
Shutterstock
SSTK
$220M
| $1.52M | ﹤0.01% |
34,500
+16,600
| +93% | +$734K |
|
929
PUT
Duke Energy
DUK
$97.2B
| $1.51M | ﹤0.01% |
18,100
-20,200
| -53% | -$1.7M |
|
|
JWN
930
PUT
DELISTED
Nordstrom
JWN
| $1.51M | ﹤0.01% |
31,600
-38,500
| -55% | -$1.75M |
|
|
CA
931
PUT
DELISTED
CA, Inc.
CA
| $1.48M | ﹤0.01% |
+43,000
| New | +$1.39M |
|
|
PVG
932
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $1.48M | ﹤0.01% |
153,900
+2,900
| +2% | +$27.9K |
|
933
CALL
Clorox
CLX
$12.7B
| $1.48M | ﹤0.01% |
11,100
-56,500
| -84% | -$7.62M |
|
934
PUT
Marathon Petroleum
MPC
$84.2B
| $1.48M | ﹤0.01% |
28,200
-199,100
| -88% | -$10.3M |
|
935
PUT
Ciena
CIEN
$58B
| $1.47M | ﹤0.01% |
58,900
+10,100
| +21% | +$242K |
|
936
CALL
Ternium
TX
$10.6B
| $1.46M | ﹤0.01% |
52,000
-2,000
| -4% | -$51.1K |
|
937
PUT
iShares MSCI Mexico ETF
EWW
$2B
| $1.46M | ﹤0.01% |
27,000
-149,700
| -85% | -$7.84M |
|
938
PUT
VF Corp
VFC
$5.81B
| $1.45M | ﹤0.01% |
26,762
-267,624
| -91% | -$13.8M |
|
939
PUT
Zillow
ZG
$7.66B
| $1.45M | ﹤0.01% |
29,700
-9,300
| -24% | -$389K |
|
940
CALL
Kosmos Energy
KOS
$1.52B
| $1.44M | ﹤0.01% |
225,000
| – | – |
|
941
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.64B
| $1.44M | ﹤0.01% |
53,600
+40,000
| +294% | +$1.06M |
|
|
RSX
942
CALL
DELISTED
VanEck Russia ETF
RSX
| $1.44M | ﹤0.01% |
75,000
| – | – |
|
943
CALL
ConocoPhillips
COP
$142B
| $1.43M | ﹤0.01% |
32,500
-49,600
| -60% | -$2.31M |
|
944
CALL
HSBC
HSBC
$355B
| $1.42M | ﹤0.01% |
33,599
-57,396
| -63% | -$2.23M |
|
945
CALL
Advanced Energy
AEIS
$13.1B
| $1.42M | ﹤0.01% |
22,000
+19,100
| +659% | +$1.4M |
|
|
NETI
946
DELISTED
Eneti Inc.
NETI
| $1.42M | ﹤0.01% |
+21,492
| New | +$1.41M |
|
947
CALL
Nutanix
NTNX
$16.7B
| $1.41M | ﹤0.01% |
+70,000
| New | +$1.22M |
|
|
948
PUT
Ternium
TX
$10.6B
| $1.41M | ﹤0.01% |
50,000
-5,000
| -9% | -$128K |
|
|
SHPG
949
CALL
DELISTED
Shire pic
SHPG
| $1.41M | ﹤0.01% |
+8,500
| New | +$1.49M |
|
950
CALL
Live Nation Entertainment
LYV
$42.7B
| $1.39M | ﹤0.01% |
40,000
+38,500
| +2,567% | +$1.29M |
|
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.