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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 | |
|---|---|---|---|---|---|---|
|
LEAF
1001
DELISTED
Leaf Group Ltd.
LEAF
| $1.1M | ﹤0.01% |
141,627
+114,892
| +430% | +$930K |
|
1002
Alerian MLP ETF
AMLP
$12.9B
| $1.1M | ﹤0.01% |
+18,414
| New | +$1.12M |
|
|
CBL
1003
PUT
DELISTED
CBL& Associates Properties, Inc.
CBL
| $1.09M | ﹤0.01% |
+129,600
| New | +$1.11M |
|
|
SHPG
1004
DELISTED
Shire pic
SHPG
| $1.09M | ﹤0.01% |
+6,588
| New | +$1.15M |
|
1005
PUT
Darden Restaurants
DRI
$24B
| $1.09M | ﹤0.01% |
12,000
-53,000
| -82% | -$4.63M |
|
|
RDC
1006
PUT
DELISTED
Rowan Companies Plc
RDC
| $1.08M | ﹤0.01% |
106,000
+104,000
| +5,200% | +$1.36M |
|
1007
CALL
Centene
CNC
$31.7B
| $1.08M | ﹤0.01% |
+27,000
| New | +$1.02M |
|
1008
CALL
RPC Inc
RES
$1.31B
| $1.07M | ﹤0.01% |
53,000
+51,500
| +3,433% | +$981K |
|
|
CRC
1009
CALL
DELISTED
California Resources Corporation
CRC
| $1.07M | ﹤0.01% |
125,000
| – | – |
|
1010
Melco Resorts & Entertainment
MLCO
$2.15B
| $1.06M | ﹤0.01% |
47,114
-12,274
| -21% | -$267K |
|
1011
PUT
DigitalBridge
DBRG
$2.95B
| $1.06M | ﹤0.01% |
18,750
-548
| -3% | -$29.8K |
|
1012
CALL
Suburban Propane Partners
SPH
$1.17B
| $1.05M | ﹤0.01% |
44,300
| – | – |
|
|
ATHN
1013
PUT
DELISTED
Athenahealth, Inc.
ATHN
| $1.05M | ﹤0.01% |
+7,500
| New | +$937K |
|
1014
Lockheed Martin
LMT
$134B
| $1.05M | ﹤0.01% |
3,770
+1,785
| +90% | +$490K |
|
1015
CALL
ING
ING
$102B
| $1.04M | ﹤0.01% |
60,000
+58,000
| +2,900% | +$954K |
|
|
TAHO
1016
DELISTED
Tahoe Resources Inc
TAHO
| $1.04M | ﹤0.01% |
+120,639
| New | +$1.05M |
|
1017
CALL
Digital Realty Trust
DLR
$71.6B
| $1.04M | ﹤0.01% |
9,200
-48,100
| -84% | -$5.51M |
|
1018
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
| $1.04M | ﹤0.01% |
40,000
-925,000
| -96% | -$24.3M |
|
1019
CALL
VeriSign
VRSN
$26.5B
| $1.03M | ﹤0.01% |
11,100
+9,500
| +594% | +$858K |
|
1020
CALL
Accenture
ACN
$104B
| $1.03M | ﹤0.01% |
8,300
-24,400
| -75% | -$2.97M |
|
1021
CALL
Clearway Energy Class C
CWEN
$5.08B
| $1.03M | ﹤0.01% |
+58,300
| New | +$1.02M |
|
1022
PUT
The Greenbrier Companies
GBX
$1.49B
| $1.02M | ﹤0.01% |
22,000
+13,800
| +168% | +$630K |
|
|
FOE
1023
DELISTED
Ferro Corporation
FOE
| $1.02M | ﹤0.01% |
+55,610
| New | +$952K |
|
1024
PUT
Park Aerospace
PKE
$808M
| $1.01M | ﹤0.01% |
55,000
-39,500
| -42% | -$686K |
|
|
GGP
1025
DELISTED
GGP Inc.
GGP
| $1.01M | ﹤0.01% |
42,995
-98,750
| -70% | -$2.27M |
|
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.