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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 | |
|---|---|---|---|---|---|---|
1051
PUT
Petrobras
PBR
$120B
| $924K | ﹤0.01% |
115,600
-36,100
| -24% | -$322K |
|
1052
CALL
Signet Jewelers
SIG
$3.7B
| $923K | ﹤0.01% |
14,600
-400
| -3% | -$24.5K |
|
1053
CALL
Dominion Energy
D
$58.6B
| $920K | ﹤0.01% |
12,000
-30,400
| -72% | -$2.39M |
|
1054
CALL
Abercrombie & Fitch
ANF
$4.93B
| $916K | ﹤0.01% |
73,600
+54,800
| +291% | +$675K |
|
1055
PUT
Franklin Resources
BEN
$17.4B
| $913K | ﹤0.01% |
20,400
| – | – |
|
1056
PUT
Nutanix
NTNX
$16.2B
| $907K | ﹤0.01% |
+45,000
| New | +$785K |
|
1057
PUT
Broadridge
BR
$18.6B
| $906K | ﹤0.01% |
12,000
| – | – |
|
1058
PUT
TE Connectivity
TEL
$62.8B
| $905K | ﹤0.01% |
11,500
+500
| +5% | +$38.3K |
|
1059
Eldorado Gold
EGO
$9.46B
| $904K | ﹤0.01% |
68,513
+30,647
| +81% | +$499K |
|
|
PCOM
1060
CALL
DELISTED
Points.com Inc. Common Shares
PCOM
| $904K | ﹤0.01% |
+100,000
| New | +$916K |
|
|
PCOM
1061
PUT
DELISTED
Points.com Inc. Common Shares
PCOM
| $904K | ﹤0.01% |
+100,000
| New | +$916K |
|
1062
CALL
Johnson Controls International
JCI
$93.6B
| $898K | ﹤0.01% |
20,715
-25,800
| -55% | -$1.08M |
|
1063
Incyte
INCY
$23.7B
| $895K | ﹤0.01% |
7,107
-994
| -12% | -$126K |
|
1064
PUT
PBF Energy
PBF
$7.3B
| $890K | ﹤0.01% |
+40,000
| New | +$859K |
|
1065
State Street SPDR S&P Retail ETF
XRT
$324M
| $884K | ﹤0.01% |
21,707
+21,705
| +1,085,250% | +$902K |
|
|
ALR
1066
CALL
DELISTED
Alere Inc
ALR
| $878K | ﹤0.01% |
17,500
-20,000
| -53% | -$963K |
|
1067
Regions Financial
RF
$26.9B
| $874K | ﹤0.01% |
+59,708
| New | +$840K |
|
1068
CALL
Check Point Software Technologies
CHKP
$12.6B
| $872K | ﹤0.01% |
8,000
-104,000
| -93% | -$11.2M |
|
1069
PUT
AvalonBay Communities
AVB
$26.8B
| $864K | ﹤0.01% |
4,500
-2,100
| -32% | -$402K |
|
1070
CALL
Mattel
MAT
$4.25B
| $862K | ﹤0.01% |
40,100
-6,700
| -14% | -$151K |
|
1071
PUT
Archer Daniels Midland
ADM
$37.4B
| $861K | ﹤0.01% |
20,800
-100,500
| -83% | -$4.32M |
|
1072
Banc of California
BANC
$3.04B
| $860K | ﹤0.01% |
39,997
+1,868
| +5% | +$39.5K |
|
1073
CALL
VOC Energy
VOC
$51M
| $849K | ﹤0.01% |
+198,900
| New | +$878K |
|
|
BNY
1074
PUT
Bank of New York Mellon
BNY
$108B
| $847K | ﹤0.01% |
16,600
-90,400
| -84% | -$4.32M |
|
1075
CALL
SL Green Realty
SLG
$3.86B
| $847K | ﹤0.01% |
8,264
-6,715
| -45% | -$684K |
|
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.