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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 | |
|---|---|---|---|---|---|---|
|
OAK
1651
PUT
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $93K | ﹤0.01% |
2,000
-4,000
| -67% | -$185K |
|
|
SF
1652
PUT
Stifel
SF
$12.7B
| $92K | ﹤0.01% |
4,500
-5,400
| -55% | -$111K |
|
|
HDS
1653
DELISTED
HD Supply Holdings, Inc.
HDS
| $92K | ﹤0.01% |
3,002
-5,550
| -65% | -$210K |
|
|
PEI
1654
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $92K | ﹤0.01% |
544
+111
| +26% | +$20.7K |
|
|
ESV
1655
DELISTED
Ensco Rowan plc
ESV
| $91K | ﹤0.01% |
+4,395
| New | +$126K |
|
1656
PUT
BCE
BCE
$20.5B
| $90K | ﹤0.01% |
2,000
-6,000
| -75% | -$270K |
|
1657
Invesco DB Agriculture Fund
DBA
$1.24B
| $90K | ﹤0.01% |
4,525
-38,624
| -90% | -$762K |
|
1658
Match Group
MTCH
$9.62B
| $90K | ﹤0.01% |
5,170
+3,209
| +164% | +$58.9K |
|
|
SEE
1659
PUT
DELISTED
Sealed Air
SEE
| $90K | ﹤0.01% |
2,000
-20,000
| -91% | -$882K |
|
1660
Knowles
KN
$3.45B
| $89K | ﹤0.01% |
5,252
+3,133
| +148% | +$56.4K |
|
1661
PUT
Dover
DOV
$28.3B
| $88K | ﹤0.01% |
1,362
-2,476
| -65% | -$161K |
|
|
SNV
1662
CALL
DELISTED
Synovus
SNV
| $88K | ﹤0.01% |
2,000
-39,000
| -95% | -$1.64M |
|
1663
PUT
Zions Bancorporation
ZION
$10.5B
| $88K | ﹤0.01% |
2,000
-23,400
| -92% | -$964K |
|
|
CDK
1664
DELISTED
CDK Global, Inc.
CDK
| $88K | ﹤0.01% |
+1,417
| New | +$88.9K |
|
|
IPHI
1665
DELISTED
INPHI CORPORATION
IPHI
| $88K | ﹤0.01% |
+2,575
| New | +$103K |
|
1666
PUT
Altisource Portfolio Solutions
ASPS
$60M
| $87K | ﹤0.01% |
500
-500
| -50% | -$99.4K |
|
|
TGNA
1667
DELISTED
TEGNA Inc
TGNA
| $87K | ﹤0.01% |
+6,021
| New | +$92.5K |
|
1668
CALL
BorgWarner
BWA
$12.9B
| $85K | ﹤0.01% |
2,272
-5,453
| -71% | -$198K |
|
1669
PUT
Galicia Financial Group
GGAL
$7.86B
| $85K | ﹤0.01% |
2,000
| – | – |
|
1670
Signet Jewelers
SIG
$3.78B
| $85K | ﹤0.01% |
1,339
-12,112
| -90% | -$743K |
|
1671
CALL
Suncor Energy
SU
$76.1B
| $84K | ﹤0.01% |
2,900
-14,800
| -84% | -$455K |
|
1672
Williams-Sonoma
WSM
$29.3B
| $84K | ﹤0.01% |
+3,476
| New | +$88.7K |
|
1673
CALL
Park Hotels & Resorts
PK
$3.02B
| $83K | ﹤0.01% |
3,080
-6,600
| -68% | -$174K |
|
|
SHLD
1674
DELISTED
Sears Holding Corporation
SHLD
| $83K | ﹤0.01% |
+9,379
| New | +$87.7K |
|
|
LL
1675
DELISTED
LL Flooring Holdings, Inc.
LL
| $82K | ﹤0.01% |
+3,260
| New | +$81.9K |
|
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.