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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 | |
|---|---|---|---|---|---|---|
376
CALL
JetBlue
JBLU
$2.29B
| $11.2M | 0.02% |
489,700
+24,900
| +5% | +$547K |
|
377
Goldman Sachs
GS
$303B
| $11.2M | 0.02% |
50,342
+502
| +1% | +$112K |
|
378
PUT
Texas Instruments
TXN
$261B
| $11.1M | 0.02% |
144,700
+110,200
| +319% | +$8.83M |
|
379
PUT
Teck Resources
TECK
$32.6B
| $11.1M | 0.02% |
642,000
+231,600
| +56% | +$4.43M |
|
380
Freeport-McMoran
FCX
$97.5B
| $11.1M | 0.02% |
921,547
+13,062
| +1% | +$159K |
|
381
PUT
iShares US Real Estate ETF
IYR
$4.65B
| $10.9M | 0.02% |
137,200
-212,300
| -61% | -$16.9M |
|
382
PUT
NXP Semiconductors
NXPI
$60.4B
| $10.9M | 0.02% |
+100,000
| New | +$10.7M |
|
383
PUT
Corning
GLW
$143B
| $10.9M | 0.02% |
362,200
-42,800
| -11% | -$1.23M |
|
384
CALL
Fabrinet
FN
$20.1B
| $10.8M | 0.02% |
+252,900
| New | +$9.52M |
|
385
CALL
Philip Morris
PM
$295B
| $10.6M | 0.02% |
90,500
-34,500
| -28% | -$4M |
|
386
CALL
Chemours
CC
$2.37B
| $10.6M | 0.02% |
280,000
+5,900
| +2% | +$233K |
|
|
AMTD
387
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $10.6M | 0.02% |
246,000
+229,100
| +1,356% | +$8.9M |
|
388
PUT
Walmart Inc
WMT
$890B
| $10.5M | 0.02% |
417,000
-585,300
| -58% | -$14.9M |
|
|
GAP
389
The Gap Inc
GAP
$7.37B
| $10.4M | 0.02% |
474,154
+254,825
| +116% | +$6.06M |
|
|
YHOO
390
DELISTED
Yahoo Inc
YHOO
| $10.4M | 0.02% |
+190,658
| New | +$9.42M |
|
391
PUT
Deere & Co
DE
$168B
| $10.3M | 0.02% |
83,600
+4,100
| +5% | +$481K |
|
|
XLNX
392
PUT
DELISTED
Xilinx Inc
XLNX
| $10.3M | 0.02% |
160,300
+159,600
| +22,800% | +$10.1M |
|
393
iShares US Home Construction ETF
ITB
$2.35B
| $10.2M | 0.02% |
301,874
+301,873
| +30,187,300% | +$9.88M |
|
394
PUT
Applied Materials
AMAT
$428B
| $10M | 0.02% |
243,100
+210,300
| +641% | +$8.94M |
|
|
TWX
395
CALL
DELISTED
Time Warner Inc
TWX
| $10M | 0.02% |
100,000
| – | – |
|
|
NVDQ
396
CALL
DELISTED
Novadaq Technologies Inc.
NVDQ
| $10M | 0.02% |
853,900
+793,900
| +1,323% | +$6.28M |
|
397
PUT
Infosys
INFY
$50.7B
| $9.96M | 0.02% |
1,326,000
-159,000
| -11% | -$1.19M |
|
398
PUT
Rio Tinto
RIO
$164B
| $9.9M | 0.02% |
234,000
+171,500
| +274% | +$6.88M |
|
399
PUT
Banc of California
BANC
$2.97B
| $9.89M | 0.02% |
460,100
+182,400
| +66% | +$3.85M |
|
400
CALL
Alarm.com
ALRM
$2.85B
| $9.88M | 0.02% |
262,500
+257,500
| +5,150% | +$8.63M |
|
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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.