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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 | |
|---|---|---|---|---|---|---|
1226
CALL
Scorpio Tankers
STNG
$3.71B
| $496K | ﹤0.01% |
+12,490
| New | +$505K |
|
1227
AGNC Investment
AGNC
$12.6B
| $492K | ﹤0.01% |
23,110
+18,838
| +441% | +$391K |
|
|
MIME
1228
DELISTED
Mimecast Limited
MIME
| $487K | ﹤0.01% |
+18,167
| New | +$456K |
|
1229
Boston Properties
BXP
$11.2B
| $484K | ﹤0.01% |
3,931
+671
| +21% | +$84.8K |
|
1230
CALL
Kroger
KR
$34.7B
| $484K | ﹤0.01% |
20,700
-26,700
| -56% | -$757K |
|
|
BIG
1231
CALL
DELISTED
Big Lots, Inc.
BIG
| $484K | ﹤0.01% |
10,000
-9,000
| -47% | -$438K |
|
|
ASRT
1232
CALL
DELISTED
Assertio
ASRT
| $483K | ﹤0.01% |
+750
| New | +$500K |
|
|
HAPN
1233
Happen Inc
HAPN
$2.36B
| $482K | ﹤0.01% |
17,505
+17,279
| +7,646% | +$491K |
|
|
LGF.B
1234
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $482K | ﹤0.01% |
18,326
| – | – |
|
1235
CALL
Raymond James Financial
RJF
$34.7B
| $481K | ﹤0.01% |
9,000
-3,600
| -29% | -$181K |
|
|
EPE
1236
CALL
DELISTED
EP Energy Corporation
EPE
| $481K | ﹤0.01% |
131,300
| – | – |
|
1237
Omnicom Group
OMC
$22.4B
| $480K | ﹤0.01% |
5,788
+4,103
| +244% | +$342K |
|
1238
Masco
MAS
$15.2B
| $479K | ﹤0.01% |
+12,548
| New | +$459K |
|
|
SPLK
1239
PUT
DELISTED
Splunk Inc
SPLK
| $479K | ﹤0.01% |
8,400
-16,700
| -67% | -$1.04M |
|
1240
PUT
Leidos
LDOS
$16B
| $476K | ﹤0.01% |
+9,200
| New | +$490K |
|
|
AHGP
1241
DELISTED
Alliance Holdings GP
AHGP
| $472K | ﹤0.01% |
19,901
+6,862
| +53% | +$188K |
|
1242
A10 Networks
ATEN
$2.22B
| $471K | ﹤0.01% |
+55,765
| New | +$474K |
|
1243
Reading International Class A
RDI
$34.1M
| $471K | ﹤0.01% |
29,193
+2,737
| +10% | +$42.6K |
|
|
MIC
1244
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $471K | ﹤0.01% |
6,000
-7,200
| -55% | -$568K |
|
1245
PUT
Weyerhaeuser
WY
$18.6B
| $469K | ﹤0.01% |
14,000
-27,400
| -66% | -$922K |
|
1246
Apogee Enterprises
APOG
$897M
| $463K | ﹤0.01% |
+8,141
| New | +$447K |
|
1247
CALL
VF Corp
VFC
$5.98B
| $461K | ﹤0.01% |
8,496
-7,646
| -47% | -$395K |
|
1248
CALL
Aurinia Pharmaceuticals
AUPH
$1.95B
| $460K | ﹤0.01% |
75,100
-136,500
| -65% | -$920K |
|
|
HTZ
1249
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $460K | ﹤0.01% |
46,040
-24,977
| -35% | -$269K |
|
1250
PUT
Ventas
VTR
$47.5B
| $459K | ﹤0.01% |
6,600
-19,300
| -75% | -$1.28M |
|
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.