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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 | |
|---|---|---|---|---|---|---|
1701
CALL
Hormel Foods
HRL
$13.9B
| $75K | ﹤0.01% |
2,200
-2,300
| -51% | -$79.2K |
|
1702
Wabtec
WAB
$50.5B
| $75K | ﹤0.01% |
818
-11,096
| -93% | -$925K |
|
1703
CALL
Devon Energy
DVN
$50.8B
| $74K | ﹤0.01% |
2,300
| – | – |
|
1704
CALL
Electronic Arts
EA
$52.9B
| $74K | ﹤0.01% |
700
-59,400
| -99% | -$6.12M |
|
1705
CALL
Huntington Ingalls Industries
HII
$12.7B
| $74K | ﹤0.01% |
400
-200
| -33% | -$39.1K |
|
1706
CALL
Host Hotels & Resorts
HST
$17.1B
| $74K | ﹤0.01% |
4,000
| – | – |
|
1707
CALL
NBT Bancorp
NBTB
$2.8B
| $74K | ﹤0.01% |
2,000
| – | – |
|
1708
RingCentral
RNG
$5.09B
| $74K | ﹤0.01% |
+2,029
| New | +$67.1K |
|
|
SCG
1709
CALL
DELISTED
Scana
SCG
| $74K | ﹤0.01% |
1,100
| – | – |
|
|
GST
1710
CALL
DELISTED
Gastar Exploration Inc.
GST
| $74K | ﹤0.01% |
+80,000
| New | +$96K |
|
1711
Altisource Portfolio Solutions
ASPS
$60M
| $73K | ﹤0.01% |
420
-8,955
| -96% | -$1.78M |
|
1712
PUT
CBRE Group
CBRE
$43.7B
| $73K | ﹤0.01% |
2,000
| – | – |
|
1713
PUT
Capri Holdings
CPRI
$1.9B
| $73K | ﹤0.01% |
2,000
-25,800
| -93% | -$937K |
|
1714
Bank OZK
OZK
$5.7B
| $73K | ﹤0.01% |
+1,566
| New | +$74.5K |
|
1715
PUT
Annaly Capital Management
NLY
$17.1B
| $72K | ﹤0.01% |
1,500
-3,150
| -68% | -$149K |
|
|
SOHU
1716
Sohu.com
SOHU
$361M
| $72K | ﹤0.01% |
1,606
+1,395
| +661% | +$59.8K |
|
1717
PUT
Steel Dynamics
STLD
$38B
| $72K | ﹤0.01% |
2,000
-18,200
| -90% | -$630K |
|
1718
CALL
Gen Digital
GEN
$16.9B
| $71K | ﹤0.01% |
2,500
+500
| +25% | +$15.1K |
|
1719
PUT
ConocoPhillips
COP
$144B
| $70K | ﹤0.01% |
1,600
-69,100
| -98% | -$3.22M |
|
1720
CALL
Designer Brands
DBI
$336M
| $70K | ﹤0.01% |
4,000
-19,000
| -83% | -$354K |
|
1721
PUT
First Horizon
FHN
$12.4B
| $70K | ﹤0.01% |
4,000
-2,000
| -33% | -$35.6K |
|
1722
Immersion
IMMR
$257M
| $70K | ﹤0.01% |
7,758
-18,208
| -70% | -$157K |
|
1723
PUT
Shake Shack
SHAK
$2.67B
| $70K | ﹤0.01% |
2,000
-41,000
| -95% | -$1.47M |
|
1724
CALL
Winnebago Industries
WGO
$901M
| $70K | ﹤0.01% |
2,000
-9,200
| -82% | -$258K |
|
|
GRMN
1725
Garmin
GRMN
$59.3B
| $69K | ﹤0.01% |
1,343
-4,359
| -76% | -$223K |
|
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.