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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
918
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 | |
|---|---|---|---|---|---|---|
1501
CALL
Zions Bancorporation
ZION
$10.5B
| $176K | ﹤0.01% |
4,000
-8,400
| -68% | -$346K |
|
|
TVPT
1502
CALL
DELISTED
Travelport Worldwide Limited
TVPT
| $176K | ﹤0.01% |
12,800
+8,800
| +220% | +$117K |
|
1503
PUT
PNC Financial Services
PNC
$101B
| $175K | ﹤0.01% |
1,400
-20,200
| -94% | -$2.44M |
|
1504
Unilever
UL
$138B
| $175K | ﹤0.01% |
2,867
-3,529
| -55% | -$210K |
|
1505
Vornado Realty Trust
VNO
$7.7B
| $175K | ﹤0.01% |
2,306
-4,762
| -67% | -$369K |
|
1506
PUT
HDFC Bank
HDB
$123B
| $174K | ﹤0.01% |
8,000
-800
| -9% | -$16.7K |
|
1507
PUT
Snap-on
SNA
$21.6B
| $174K | ﹤0.01% |
1,100
-1,500
| -58% | -$245K |
|
|
JOYY
1508
PUT
JOYY Inc
JOYY
$3.77B
| $174K | ﹤0.01% |
3,000
-5,800
| -66% | -$308K |
|
|
BIG
1509
PUT
DELISTED
Big Lots, Inc.
BIG
| $174K | ﹤0.01% |
3,600
-2,000
| -36% | -$97.3K |
|
1510
Kimberly-Clark
KMB
$37B
| $173K | ﹤0.01% |
1,341
-1,992
| -60% | -$259K |
|
1511
CALL
AMERISAFE
AMSF
$557M
| $171K | ﹤0.01% |
3,000
| – | – |
|
1512
CALL
Pinnacle West Capital
PNW
$12.3B
| $170K | ﹤0.01% |
2,000
| – | – |
|
|
OPLN
1513
CALL
Openlane
OPLN
$4.24B
| $168K | ﹤0.01% |
10,568
| – | – |
|
|
ULTI
1514
PUT
DELISTED
Ultimate Software Group Inc
ULTI
| $168K | ﹤0.01% |
800
| – | – |
|
|
BMS
1515
PUT
DELISTED
Bemis
BMS
| $167K | ﹤0.01% |
3,600
| – | – |
|
1516
CALL
Bank of Hawaii
BOH
$3.19B
| $166K | ﹤0.01% |
2,000
| – | – |
|
1517
CALL
Omnicom Group
OMC
$22.4B
| $166K | ﹤0.01% |
2,000
-21,400
| -91% | -$1.78M |
|
1518
Sony
SONY
$131B
| $166K | ﹤0.01% |
21,770
-1,245
| -5% | -$8.83K |
|
1519
PUT
Motorola Solutions
MSI
$73.5B
| $165K | ﹤0.01% |
1,900
-7,500
| -80% | -$636K |
|
|
MRSH
1520
PUT
Marsh
MRSH
$91.4B
| $164K | ﹤0.01% |
2,100
-1,400
| -40% | -$106K |
|
1521
RadNet
RDNT
$5.44B
| $164K | ﹤0.01% |
21,122
-7,852
| -27% | -$53.5K |
|
1522
PUT
Allegion
ALLE
$14.1B
| $162K | ﹤0.01% |
2,000
-2,000
| -50% | -$157K |
|
1523
CALL
Canadian Imperial Bank of Commerce
CM
$108B
| $162K | ﹤0.01% |
4,000
| – | – |
|
1524
CALL
Canadian National Railway
CNI
$77B
| $162K | ﹤0.01% |
2,000
-21,100
| -91% | -$1.61M |
|
1525
CALL
Consolidated Edison
ED
$40B
| $162K | ﹤0.01% |
2,000
-12,200
| -86% | -$986K |
|
Similar funds
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.