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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 | |
|---|---|---|---|---|---|---|
|
AUY
1526
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $161K | ﹤0.01% |
66,000
-4,000
| -6% | -$10.8K |
|
1527
CALL
Aon
AON
$75.7B
| $160K | ﹤0.01% |
1,200
-2,200
| -65% | -$278K |
|
1528
Tenet Healthcare
THC
$20.4B
| $160K | ﹤0.01% |
8,275
-17,628
| -68% | -$308K |
|
|
JONE
1529
PUT
DELISTED
Jones Energy, Inc.
JONE
| $160K | ﹤0.01% |
+5,000
| New | +$202K |
|
1530
PUT
Apollo Global Management
APO
$76.8B
| $159K | ﹤0.01% |
6,000
-11,000
| -65% | -$293K |
|
1531
DigitalBridge
DBRG
$2.93B
| $159K | ﹤0.01% |
+2,828
| New | +$154K |
|
1532
PUT
Otter Tail
OTTR
$3.9B
| $158K | ﹤0.01% |
4,000
| – | – |
|
1533
CALL
American Water Works
AWK
$26.6B
| $156K | ﹤0.01% |
2,000
-8,000
| -80% | -$629K |
|
1534
PUT
Extra Space Storage
EXR
$31.7B
| $156K | ﹤0.01% |
2,000
-6,000
| -75% | -$460K |
|
|
ONIT
1535
Onity Group
ONIT
$321M
| $156K | ﹤0.01% |
+3,868
| New | +$184K |
|
|
WFT
1536
CALL
DELISTED
Weatherford International plc
WFT
| $156K | ﹤0.01% |
40,200
-149,000
| -79% | -$757K |
|
|
RHT
1537
DELISTED
Red Hat Inc
RHT
| $156K | ﹤0.01% |
1,628
-2,249
| -58% | -$201K |
|
|
CUDA
1538
PUT
DELISTED
Barracuda Networks, Inc.
CUDA
| $154K | ﹤0.01% |
6,700
+6,200
| +1,240% | +$137K |
|
1539
PUT
Gerdau
GGB
$10B
| $153K | ﹤0.01% |
+63,000
| New | +$149K |
|
|
THS
1540
DELISTED
Treehouse Foods
THS
| $153K | ﹤0.01% |
1,874
-358
| -16% | -$29.3K |
|
|
TTNP
1541
CALL
DELISTED
Titan Pharmaceuticals
TTNP
| $152K | ﹤0.01% |
22
| – | – |
|
1542
PUT
Franco-Nevada
FNV
$42.2B
| $151K | ﹤0.01% |
2,100
-91,000
| -98% | -$6.44M |
|
1543
PUT
OSI Systems
OSIS
$3.9B
| $150K | ﹤0.01% |
2,000
-6,400
| -76% | -$484K |
|
|
SPA
1544
DELISTED
Sparton
SPA
| $150K | ﹤0.01% |
6,800
-19,078
| -74% | -$376K |
|
|
CYB
1545
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $150K | ﹤0.01% |
6,055
-5,980
| -50% | -$146K |
|
1546
PUT
Marchex
MCHX
$83.3M
| $149K | ﹤0.01% |
50,000
| – | – |
|
1547
Travelers Companies
TRV
$78.7B
| $149K | ﹤0.01% |
+1,181
| New | +$145K |
|
1548
PUT
Invesco
IVZ
$14.1B
| $148K | ﹤0.01% |
4,200
-25,000
| -86% | -$815K |
|
1549
CALL
Bank of Montreal
BMO
$126B
| $147K | ﹤0.01% |
2,000
-2,000
| -50% | -$142K |
|
|
1550
PUT
Bank of Montreal
BMO
$126B
| $147K | ﹤0.01% |
2,000
-8,000
| -80% | -$566K |
|
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.