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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 | |
|---|---|---|---|---|---|---|
251
CALL
ExxonMobil
XOM
$634B
| $20.7M | 0.04% |
256,800
-349,600
| -58% | -$28.6M |
|
252
CALL
Pfizer
PFE
$153B
| $20.5M | 0.04% |
644,310
-250,958
| -28% | -$7.91M |
|
|
HOUS
253
CALL
DELISTED
Anywhere Real Estate
HOUS
| $20.4M | 0.04% |
629,800
-49,500
| -7% | -$1.5M |
|
254
CALL
PayPal
PYPL
$50.5B
| $20M | 0.04% |
372,100
+85,300
| +30% | +$4.19M |
|
|
DD
255
CALL
DELISTED
Du Pont De Nemours E I
DD
| $19.9M | 0.04% |
246,400
+109,800
| +80% | +$8.78M |
|
|
IRBT
256
PUT
DELISTED
iRobot
IRBT
| $19.9M | 0.04% |
236,100
+156,100
| +195% | +$13.5M |
|
257
CALL
Newmont
NEM
$119B
| $19.7M | 0.04% |
609,700
-258,300
| -30% | -$8.7M |
|
258
CALL
S&P Global
SPGI
$120B
| $19.7M | 0.04% |
135,000
+128,700
| +2,043% | +$17.9M |
|
259
CALL
Williams Companies
WMB
$86.1B
| $19.6M | 0.04% |
646,700
+44,800
| +7% | +$1.33M |
|
260
CALL
iShares MSCI Australia ETF
EWA
$1.45B
| $19.5M | 0.04% |
901,200
| – | – |
|
261
CALL
Franco-Nevada
FNV
$46B
| $19.5M | 0.04% |
269,800
-384,600
| -59% | -$27.2M |
|
262
CALL
Freeport-McMoran
FCX
$97.5B
| $19.4M | 0.04% |
1,613,100
+220,400
| +16% | +$2.67M |
|
263
PUT
Honeywell
HON
$78B
| $19.3M | 0.04% |
160,514
-51,144
| -24% | -$6.03M |
|
264
CALL
Netflix
NFLX
$309B
| $19.1M | 0.04% |
1,280,000
+835,000
| +188% | +$12.8M |
|
265
DuPont de Nemours
DD
$19.2B
| $19.1M | 0.04% |
+119,501
| New | +$19M |
|
266
CALL
VanEck Semiconductor ETF
SMH
$73.2B
| $19.1M | 0.04% |
466,000
+136,000
| +41% | +$5.61M |
|
267
PUT
lululemon athletica
LULU
$14.6B
| $18.9M | 0.04% |
316,300
+171,600
| +119% | +$8.93M |
|
268
CALL
Walmart Inc
WMT
$890B
| $18.8M | 0.04% |
746,100
-411,600
| -36% | -$10.4M |
|
269
PUT
Chevron
CVX
$366B
| $18.8M | 0.04% |
180,000
-126,900
| -41% | -$13.4M |
|
|
TIF
270
PUT
DELISTED
Tiffany & Co.
TIF
| $18.7M | 0.04% |
199,600
+113,900
| +133% | +$10.5M |
|
271
PUT
State Street
STT
$50.7B
| $18.6M | 0.04% |
207,200
+182,500
| +739% | +$15.2M |
|
|
ATVI
272
CALL
DELISTED
Activision Blizzard
ATVI
| $18.2M | 0.04% |
317,000
+269,800
| +572% | +$14.9M |
|
273
CALL
Gilead Sciences
GILD
$165B
| $18M | 0.04% |
+255,000
| New | +$17M |
|
274
PUT
Yelp
YELP
$1.41B
| $18M | 0.03% |
599,800
+444,300
| +286% | +$13.9M |
|
275
PUT
Intuit
INTU
$89B
| $17.9M | 0.03% |
135,100
+131,000
| +3,195% | +$17M |
|
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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.