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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 | |
|---|---|---|---|---|---|---|
1351
Barings BDC
BBDC
$882M
| $303K | ﹤0.01% |
17,194
+2,024
| +13% | +$36.8K |
|
1352
CALL
GameStop
GME
$8.53B
| $303K | ﹤0.01% |
56,000
-363,200
| -87% | -$2.05M |
|
1353
PUT
Olin
OLN
$2.13B
| $303K | ﹤0.01% |
10,000
+8,000
| +400% | +$245K |
|
1354
PUT
Trinity Industries
TRN
$2.59B
| $302K | ﹤0.01% |
15,001
-1,389
| -8% | -$26.7K |
|
|
SLCA
1355
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $302K | ﹤0.01% |
8,500
-62,400
| -88% | -$2.46M |
|
|
VRE
1356
DELISTED
Veris Residential
VRE
| $301K | ﹤0.01% |
11,082
-2,795
| -20% | -$76.7K |
|
1357
CALL
MiMedx Group
MDXG
$606M
| $299K | ﹤0.01% |
+20,000
| New | +$267K |
|
1358
CALL
Amphenol
APH
$212B
| $295K | ﹤0.01% |
16,000
| – | – |
|
1359
CALL
Principal Financial Group
PFG
$24.6B
| $294K | ﹤0.01% |
4,600
-3,400
| -43% | -$216K |
|
1360
CALL
First Majestic Silver
AG
$8.68B
| $292K | ﹤0.01% |
35,100
-2,300
| -6% | -$19.4K |
|
1361
Eli Lilly
LLY
$1.04T
| $291K | ﹤0.01% |
3,541
+2,819
| +390% | +$230K |
|
1362
PUT
Williams-Sonoma
WSM
$29.2B
| $291K | ﹤0.01% |
12,000
-4,000
| -25% | -$102K |
|
|
CHS
1363
DELISTED
Chicos FAS, Inc.
CHS
| $291K | ﹤0.01% |
+30,912
| New | +$357K |
|
1364
PUT
Dollar General
DG
$28B
| $288K | ﹤0.01% |
4,000
-72,600
| -95% | -$5.23M |
|
|
SBNY
1365
PUT
DELISTED
Signature Bank
SBNY
| $287K | ﹤0.01% |
2,000
-2,500
| -56% | -$354K |
|
1366
CALL
Hilton Worldwide
HLT
$73B
| $286K | ﹤0.01% |
4,620
-9,900
| -68% | -$616K |
|
1367
AutoNation
AN
$7.13B
| $283K | ﹤0.01% |
6,701
-3,605
| -35% | -$147K |
|
1368
PUT
Coty
COTY
$2.49B
| $281K | ﹤0.01% |
15,000
-500
| -3% | -$9.26K |
|
|
ANDV
1369
PUT
DELISTED
Andeavor
ANDV
| $281K | ﹤0.01% |
3,000
-14,700
| -83% | -$1.24M |
|
1370
PUT
Sasol
SSL
$7.01B
| $280K | ﹤0.01% |
+10,000
| New | +$297K |
|
1371
PUT
Fair Isaac
FICO
$23.6B
| $279K | ﹤0.01% |
2,000
-5,800
| -74% | -$775K |
|
1372
Quad
QUAD
$529M
| $279K | ﹤0.01% |
+12,185
| New | +$290K |
|
1373
CALL
Equifax
EFX
$20.8B
| $275K | ﹤0.01% |
2,000
-2,000
| -50% | -$275K |
|
1374
CALL
Cleveland-Cliffs
CLF
$7.22B
| $274K | ﹤0.01% |
39,500
-5,500
| -12% | -$36.4K |
|
1375
CALL
TSMC
TSM
$2.15T
| $269K | ﹤0.01% |
7,700
-47,200
| -86% | -$1.63M |
|
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.