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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 | |
|---|---|---|---|---|---|---|
601
MBIA
MBI
$260M
| $4.36M | 0.01% |
462,298
+371,123
| +407% | +$3.16M |
|
602
PUT
Akamai
AKAM
$15.9B
| $4.36M | 0.01% |
87,500
+64,200
| +276% | +$3.39M |
|
|
RDS.B
603
CALL
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
| $4.35M | 0.01% |
+80,000
| New | +$4.45M |
|
604
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
| $4.3M | 0.01% |
78,283
+78,282
| +7,828,200% | +$4.21M |
|
|
CELG
605
CALL
DELISTED
Celgene Corp
CELG
| $4.29M | 0.01% |
33,000
+3,000
| +10% | +$368K |
|
606
CALL
Western Digital
WDC
$150B
| $4.27M | 0.01% |
63,769
+21,830
| +52% | +$1.45M |
|
607
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $4.26M | 0.01% |
20,000
-203,700
| -91% | -$42.7M |
|
608
Adobe
ADBE
$105B
| $4.25M | 0.01% |
30,061
+8,205
| +38% | +$1.12M |
|
609
Canadian Solar
CSIQ
$1.08B
| $4.25M | 0.01% |
266,891
+264,124
| +9,546% | +$3.53M |
|
610
PUT
Goodyear
GT
$1.85B
| $4.22M | 0.01% |
120,600
+117,900
| +4,367% | +$4.06M |
|
611
CALL
Banc of California
BANC
$2.97B
| $4.19M | 0.01% |
195,000
+187,000
| +2,338% | +$3.95M |
|
|
P
612
CALL
DELISTED
Pandora Media Inc
P
| $4.18M | 0.01% |
469,000
-356,300
| -43% | -$3.43M |
|
613
AngloGold Ashanti
AU
$48.7B
| $4.18M | 0.01% |
429,695
+319,037
| +288% | +$3.64M |
|
614
CALL
Adient
ADNT
$1.5B
| $4.17M | 0.01% |
63,840
+16,000
| +33% | +$1.09M |
|
|
MON
615
PUT
DELISTED
Monsanto Co
MON
| $4.15M | 0.01% |
35,100
+20,000
| +132% | +$2.33M |
|
|
MON
616
CALL
DELISTED
Monsanto Co
MON
| $4.14M | 0.01% |
35,000
| – | – |
|
|
ESRX
617
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $4.13M | 0.01% |
64,600
+41,700
| +182% | +$2.62M |
|
618
CALL
Assured Guaranty
AGO
$3.34B
| $4.12M | 0.01% |
98,700
+76,700
| +349% | +$3.02M |
|
619
NXP Semiconductors
NXPI
$60.4B
| $4.11M | 0.01% |
+37,539
| New | +$4.02M |
|
620
Ulta Beauty
ULTA
$24.3B
| $4.11M | 0.01% |
+14,297
| New | +$4.17M |
|
621
CALL
Kinder Morgan
KMI
$68.7B
| $4.05M | 0.01% |
+211,600
| New | +$4.21M |
|
622
PUT
BlackBerry
BB
$5.26B
| $4.05M | 0.01% |
405,600
+321,200
| +381% | +$3.16M |
|
|
TWTR
623
DELISTED
Twitter, Inc.
TWTR
| $4.05M | 0.01% |
226,387
-724,437
| -76% | -$12.3M |
|
624
CALL
Cboe Global Markets
CBOE
$29.9B
| $4.03M | 0.01% |
44,100
-18,400
| -29% | -$1.57M |
|
625
CALL
Intuit
INTU
$89B
| $4.02M | 0.01% |
30,300
+15,600
| +106% | +$2.02M |
|
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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.