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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+4.68%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$51.6B
AUM Growth
+$3.1B
(+6.4%)
Cap. Flow
+$806M
Cap. Flow
% of AUM
1.56%
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 | Miscellaneous | 95.78% |
| 2 | Consumer Discretionary | 0.93% |
| 3 | Technology | 0.85% |
| 4 | Financials | 0.62% |
| 5 | Consumer Staples | 0.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
176
PUT
Biogen
BIIB
$31.1B
| $32.8M | 0.06% |
120,800
+100,800
| +504% | +$26.7M |
|
177
PUT
Nike
NKE
$55.4B
| $32.7M | 0.06% |
554,300
-341,500
| -38% | -$18.4M |
|
178
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $31.9M | 0.06% |
149,436
+47,740
| +47% | +$10M |
|
179
CALL
Goldman Sachs
GS
$300B
| $31.7M | 0.06% |
142,800
+10,000
| +8% | +$2.22M |
|
180
PUT
Blackstone
BX
$96.8B
| $31.6M | 0.06% |
947,000
-261,500
| -22% | -$8.2M |
|
181
CALL
Mohawk Industries
MHK
$8.67B
| $31.4M | 0.06% |
130,000
+123,400
| +1,870% | +$29.1M |
|
182
PUT
Kinder Morgan
KMI
$70B
| $31.4M | 0.06% |
1,639,800
-722,000
| -31% | -$14.4M |
|
183
PUT
Tyson Foods
TSN
$18.2B
| $31.2M | 0.06% |
497,900
+437,000
| +718% | +$26.8M |
|
184
General Motors
GM
$73.6B
| $31.2M | 0.06% |
891,852
+212,287
| +31% | +$7.21M |
|
|
GAP
185
PUT
The Gap Inc
GAP
$7.49B
| $31M | 0.06% |
1,409,600
+391,800
| +38% | +$9.32M |
|
186
PUT
Trip.com Group
TCOM
$24.7B
| $30.9M | 0.06% |
574,000
+536,000
| +1,411% | +$28.4M |
|
187
CALL
MGM Resorts International
MGM
$10.2B
| $30.9M | 0.06% |
986,200
+922,400
| +1,446% | +$28.5M |
|
188
PUT
First Solar
FSLR
$21.8B
| $30.7M | 0.06% |
770,000
+764,500
| +13,900% | +$26M |
|
189
CALL
Home Depot
HD
$310B
| $30.3M | 0.06% |
197,600
+21,900
| +12% | +$3.36M |
|
190
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
| $29.6M | 0.06% |
231,925
-696,975
| -75% | -$95.3M |
|
191
PUT
McDonald's
MCD
$179B
| $29.5M | 0.06% |
192,600
-275,100
| -59% | -$39.8M |
|
192
PUT
PayPal
PYPL
$44.6B
| $29.3M | 0.06% |
545,100
+360,200
| +195% | +$17.7M |
|
193
CALL
JD.com
JD
$36.4B
| $29.2M | 0.06% |
745,000
+145,000
| +24% | +$5.47M |
|
194
CALL
Ulta Beauty
ULTA
$23.2B
| $29.1M | 0.06% |
101,200
+81,000
| +401% | +$23.6M |
|
195
AT&T
T
$172B
| $28.5M | 0.06% |
1,000,020
+667,125
| +200% | +$19.7M |
|
196
CALL
iShares Biotechnology ETF
IBB
$10.4B
| $28.5M | 0.06% |
275,700
+40,200
| +17% | +$3.96M |
|
|
CELG
197
PUT
DELISTED
Celgene Corp
CELG
| $28.3M | 0.05% |
217,900
+160,000
| +276% | +$19.6M |
|
198
CALL
Zoetis
ZTS
$30.3B
| $28.3M | 0.05% |
+453,400
| New | +$26.8M |
|
199
Morgan Stanley
MS
$338B
| $28.2M | 0.05% |
+631,865
| New | +$27.2M |
|
|
ILG
200
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $27.8M | 0.05% |
1,012,700
-1,906,300
| -65% | -$48.3M |
|
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TI
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's Q2 2017 filing shows 418 new, 646 increased, 919 reduced and 1,761 closed positions. Its largest new stake was Intel: 1,905,541 shares worth $64.3M. The largest sale was Caterpillar, an estimated $63.3M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Technology.
- 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.