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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 | |
|---|---|---|---|---|---|---|
1176
CALL
DaVita
DVA
$12.1B
| $629K | ﹤0.01% |
9,700
-19,600
| -67% | -$1.3M |
|
1177
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.9B
| $627K | ﹤0.01% |
9,200
-123,600
| -93% | -$8.25M |
|
1178
PUT
MGM Resorts International
MGM
$11.4B
| $626K | ﹤0.01% |
20,000
-242,600
| -92% | -$7.5M |
|
1179
Banco Santander
SAN
$209B
| $626K | ﹤0.01% |
97,626
+18,072
| +23% | +$112K |
|
1180
Toyota
TM
$220B
| $621K | ﹤0.01% |
5,912
-2,890
| -33% | -$309K |
|
1181
Fluor
FLR
$7.04B
| $598K | ﹤0.01% |
13,061
+11,592
| +789% | +$555K |
|
|
TFCFA
1182
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $593K | ﹤0.01% |
20,900
-62,200
| -75% | -$1.79M |
|
|
LSI
1183
CALL
DELISTED
Life Storage, Inc.
LSI
| $592K | ﹤0.01% |
12,000
-3,300
| -22% | -$171K |
|
|
PPLI
1184
People Inc
PPLI
$3.28B
| $590K | ﹤0.01% |
31,989
+15,544
| +95% | +$264K |
|
|
SAFM
1185
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $590K | ﹤0.01% |
5,100
-6,100
| -54% | -$709K |
|
|
ORAN
1186
DELISTED
Orange
ORAN
| $589K | ﹤0.01% |
36,875
-374
| -1% | -$6.08K |
|
1187
PUT
Advance Auto Parts
AAP
$3.59B
| $583K | ﹤0.01% |
5,000
+500
| +11% | +$68.6K |
|
1188
CALL
TE Connectivity
TEL
$63.2B
| $583K | ﹤0.01% |
7,400
-6,300
| -46% | -$482K |
|
|
HES
1189
PUT
DELISTED
Hess
HES
| $579K | ﹤0.01% |
13,200
-29,600
| -69% | -$1.38M |
|
1190
CALL
Estee Lauder
EL
$31.5B
| $576K | ﹤0.01% |
6,000
-6,200
| -51% | -$569K |
|
|
HTZ
1191
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $575K | ﹤0.01% |
57,550
-2,302
| -4% | -$24.8K |
|
1192
Colgate-Palmolive
CL
$74.4B
| $568K | ﹤0.01% |
+7,667
| New | +$569K |
|
|
STI
1193
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $567K | ﹤0.01% |
10,000
-2,000
| -17% | -$111K |
|
|
CCP
1194
PUT
DELISTED
Care Capital Properties, Inc.
CCP
| $566K | ﹤0.01% |
+21,200
| New | +$572K |
|
1195
CALL
Royal Caribbean
RCL
$87.6B
| $557K | ﹤0.01% |
5,100
-61,500
| -92% | -$6.53M |
|
1196
PUT
Range Resources
RRC
$8.91B
| $556K | ﹤0.01% |
24,000
-31,600
| -57% | -$797K |
|
1197
CALL
Ventas
VTR
$47.5B
| $556K | ﹤0.01% |
8,000
-94,000
| -92% | -$6.26M |
|
1198
PUT
Lockheed Martin
LMT
$133B
| $555K | ﹤0.01% |
2,000
-59,200
| -97% | -$16.3M |
|
1199
Coca-Cola
KO
$374B
| $552K | ﹤0.01% |
+12,311
| New | +$544K |
|
1200
United States Natural Gas Fund
UNG
$455M
| $552K | ﹤0.01% |
+5,087
| New | +$590K |
|
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.