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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 | |
|---|---|---|---|---|---|---|
1126
CALL
Expeditors International
EXPD
$23.6B
| $723K | ﹤0.01% |
12,800
-2,000
| -14% | -$110K |
|
1127
Aptiv
APTV
$9.76B
| $720K | ﹤0.01% |
+8,209
| New | +$685K |
|
|
ORAN
1128
PUT
DELISTED
Orange
ORAN
| $719K | ﹤0.01% |
45,000
| – | – |
|
1129
ClearSign Technologies
CLIR
$26.5M
| $716K | ﹤0.01% |
18,842
-258
| -1% | -$9.48K |
|
1130
CALL
El Pollo Loco
LOCO
$503M
| $715K | ﹤0.01% |
51,600
-1,000
| -2% | -$13.3K |
|
|
SAND
1131
CALL
DELISTED
Sandstorm Gold
SAND
| $713K | ﹤0.01% |
184,100
-400
| -0.2% | -$1.52K |
|
1132
PUT
Rollins
ROL
$18.1B
| $712K | ﹤0.01% |
39,375
+37,125
| +1,650% | +$665K |
|
1133
CALL
APA Corp
APA
$12.3B
| $710K | ﹤0.01% |
14,800
-48,300
| -77% | -$2.38M |
|
|
AXDX
1134
DELISTED
Accelerate Diagnostics
AXDX
| $710K | ﹤0.01% |
+2,596
| New | +$704K |
|
|
CONN
1135
DELISTED
Conn's Inc.
CONN
| $710K | ﹤0.01% |
+37,176
| New | +$601K |
|
1136
PUT
Genuine Parts
GPC
$18.1B
| $705K | ﹤0.01% |
7,600
-11,400
| -60% | -$1.05M |
|
1137
CALL
Ollie's Bargain Outlet
OLLI
$4.74B
| $703K | ﹤0.01% |
+16,500
| New | +$646K |
|
1138
Hormel Foods
HRL
$13.9B
| $702K | ﹤0.01% |
+20,579
| New | +$709K |
|
1139
PUT
Sherwin-Williams
SHW
$89.7B
| $702K | ﹤0.01% |
6,000
| – | – |
|
1140
AB InBev
BUD
$168B
| $699K | ﹤0.01% |
6,332
-35,793
| -85% | -$4.1M |
|
1141
PUT
Dollar Tree
DLTR
$24.7B
| $699K | ﹤0.01% |
10,000
-44,000
| -81% | -$3.4M |
|
1142
CALL
Stratasys
SSYS
$778M
| $699K | ﹤0.01% |
30,000
-700
| -2% | -$18K |
|
1143
CALL
Motorola Solutions
MSI
$72.7B
| $693K | ﹤0.01% |
8,000
-8,800
| -52% | -$747K |
|
|
WBMD
1144
PUT
DELISTED
WebMD Health Corp.
WBMD
| $693K | ﹤0.01% |
11,800
+11,600
| +5,800% | +$646K |
|
|
ARRY
1145
CALL
DELISTED
Array Biopharma Inc
ARRY
| $691K | ﹤0.01% |
+82,500
| New | +$675K |
|
|
AVP
1146
DELISTED
Avon Products, Inc.
AVP
| $683K | ﹤0.01% |
179,685
-73,450
| -29% | -$287K |
|
|
CY
1147
PUT
DELISTED
Cypress Semiconductor
CY
| $683K | ﹤0.01% |
50,000
-101,700
| -67% | -$1.38M |
|
1148
PUT
CSX Corp
CSX
$94.7B
| $682K | ﹤0.01% |
37,500
-300,300
| -89% | -$5.14M |
|
|
HIMX
1149
Himax Technologies
HIMX
$2.33B
| $682K | ﹤0.01% |
83,184
-52,522
| -39% | -$401K |
|
1150
PUT
Omnicom Group
OMC
$22.4B
| $680K | ﹤0.01% |
8,200
| – | – |
|
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.