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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 | |
|---|---|---|---|---|---|---|
501
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $6.59M | 0.01% |
120,000
-440,900
| -79% | -$24.5M |
|
|
502
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $6.59M | 0.01% |
120,000
-190,800
| -61% | -$10.6M |
|
503
CALL
3M
MMM
$94.3B
| $6.58M | 0.01% |
37,794
-408,673
| -92% | -$68.3M |
|
504
CALL
Norfolk Southern
NSC
$75.1B
| $6.55M | 0.01% |
53,800
-169,100
| -76% | -$19.9M |
|
505
CALL
C.H. Robinson
CHRW
$17.5B
| $6.53M | 0.01% |
95,100
-45,200
| -32% | -$3.2M |
|
506
Ralph Lauren
RL
$23.6B
| $6.53M | 0.01% |
88,486
-31,644
| -26% | -$2.37M |
|
|
TTM
507
CALL
DELISTED
Tata Motors Limited
TTM
| $6.52M | 0.01% |
197,500
+39,100
| +25% | +$1.37M |
|
|
TTM
508
PUT
DELISTED
Tata Motors Limited
TTM
| $6.5M | 0.01% |
197,000
+37,400
| +23% | +$1.31M |
|
|
FNSR
509
CALL
DELISTED
Finisar Corp
FNSR
| $6.5M | 0.01% |
250,000
+61,000
| +32% | +$1.52M |
|
510
PUT
RH
RH
$3.71B
| $6.45M | 0.01% |
100,000
+11,400
| +13% | +$603K |
|
|
STRP
511
CALL
DELISTED
Straight Path Communications Inc.
STRP
| $6.4M | 0.01% |
35,600
-100
| -0.3% | -$15.2K |
|
|
CBI
512
DELISTED
Chicago Bridge & Iron Nv
CBI
| $6.34M | 0.01% |
321,523
+311,864
| +3,229% | +$7.23M |
|
513
PUT
MasTec
MTZ
$21.9B
| $6.32M | 0.01% |
140,000
+136,700
| +4,142% | +$5.91M |
|
|
PPLI
514
PUT
People Inc
PPLI
$3.1B
| $6.32M | 0.01% |
342,439
+296,557
| +646% | +$5.03M |
|
515
Skyworks Solutions
SWKS
$10.6B
| $6.3M | 0.01% |
+65,650
| New | +$6.73M |
|
516
PUT
DuPont de Nemours
DD
$19.2B
| $6.29M | 0.01% |
39,409
-592
| -1% | -$94.1K |
|
517
Trip.com Group
TCOM
$29.1B
| $6.29M | 0.01% |
116,786
-168,052
| -59% | -$8.91M |
|
518
NetEase
NTES
$84.7B
| $6.26M | 0.01% |
104,165
+98,135
| +1,627% | +$5.63M |
|
|
GG
519
DELISTED
Goldcorp Inc
GG
| $6.13M | 0.01% |
475,122
+210,652
| +80% | +$2.95M |
|
|
S
520
DELISTED
Sprint Corporation
S
| $6.04M | 0.01% |
735,691
+264,500
| +56% | +$2.2M |
|
521
CALL
Macy's
M
$6.68B
| $6M | 0.01% |
258,100
+48,200
| +23% | +$1.23M |
|
522
PRA Group
PRAA
$755M
| $5.98M | 0.01% |
157,831
+156,109
| +9,066% | +$5.44M |
|
523
CALL
Genesco
GCO
$422M
| $5.93M | 0.01% |
+175,000
| New | +$7.81M |
|
524
PUT
RTX Corp
RTX
$301B
| $5.92M | 0.01% |
77,067
-291,422
| -79% | -$21.8M |
|
525
Nucor
NUE
$62.1B
| $5.91M | 0.01% |
102,131
+100,207
| +5,208% | +$5.88M |
|
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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.