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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 | |
|---|---|---|---|---|---|---|
1076
CALL
Ally Financial
ALLY
$13.6B
| $846K | ﹤0.01% |
40,500
+20,500
| +103% | +$403K |
|
1077
PUT
Albemarle
ALB
$14.8B
| $844K | ﹤0.01% |
8,000
-1,500
| -16% | -$163K |
|
1078
PUT
AutoNation
AN
$7.12B
| $843K | ﹤0.01% |
20,000
-10,000
| -33% | -$407K |
|
1079
CALL
Simon Property Group
SPG
$72.6B
| $841K | ﹤0.01% |
5,200
-23,700
| -82% | -$3.86M |
|
1080
PUT
Five Below
FIVE
$12.5B
| $839K | ﹤0.01% |
17,000
-129,400
| -88% | -$6.37M |
|
1081
CALL
Capri Holdings
CPRI
$1.8B
| $838K | ﹤0.01% |
23,100
| – | – |
|
1082
Bath & Body Works
BBWI
$4.15B
| $836K | ﹤0.01% |
19,195
-38,968
| -67% | -$1.6M |
|
1083
PUT
Lumen
LUMN
$6.15B
| $836K | ﹤0.01% |
35,000
-28,700
| -45% | -$721K |
|
1084
CALL
TotalEnergies
TTE
$191B
| $833K | ﹤0.01% |
1,556,727
-10,489,372
| -87% | -$5.82M |
|
|
RESI
1085
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $829K | ﹤0.01% |
64,068
+27,012
| +73% | +$383K |
|
1086
CALL
Adtran
ADTN
$641M
| $826K | ﹤0.01% |
40,000
+36,900
| +1,190% | +$739K |
|
|
SPLK
1087
CALL
DELISTED
Splunk Inc
SPLK
| $826K | ﹤0.01% |
14,500
-8,400
| -37% | -$523K |
|
|
S
1088
CALL
DELISTED
Sprint Corporation
S
| $821K | ﹤0.01% |
100,000
-1,902,800
| -95% | -$15.8M |
|
|
IRBT
1089
DELISTED
iRobot
IRBT
| $819K | ﹤0.01% |
9,731
+4,969
| +104% | +$429K |
|
1090
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
| $814K | ﹤0.01% |
41,000
+35,000
| +583% | +$691K |
|
|
WAIR
1091
CALL
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $814K | ﹤0.01% |
75,000
| – | – |
|
1092
Akamai
AKAM
$17.4B
| $811K | ﹤0.01% |
16,282
-7,545
| -32% | -$398K |
|
|
FLG
1093
PUT
Flagstar Bank National Association
FLG
$5.99B
| $811K | ﹤0.01% |
20,600
-1,667
| -7% | -$66.3K |
|
|
FLG
1094
Flagstar Bank National Association
FLG
$5.99B
| $809K | ﹤0.01% |
20,539
+3,607
| +21% | +$143K |
|
|
AKS
1095
PUT
DELISTED
AK Steel Holding Corp
AKS
| $808K | ﹤0.01% |
123,000
-3,900
| -3% | -$24.5K |
|
1096
PUT
Royal Bank of Canada
RY
$295B
| $798K | ﹤0.01% |
11,000
-10,000
| -48% | -$701K |
|
1097
PUT
Ecolab
ECL
$80.4B
| $797K | ﹤0.01% |
6,000
-16,600
| -73% | -$2.14M |
|
1098
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.4M
| $797K | ﹤0.01% |
+1,108
| New | +$862K |
|
1099
Criteo S.A. Ordinary Shares
CRTO
$861M
| $796K | ﹤0.01% |
16,238
-16,231
| -50% | -$825K |
|
1100
PUT
Paycom
PAYC
$10B
| $794K | ﹤0.01% |
11,600
+9,200
| +383% | +$592K |
|
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.