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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 | |
|---|---|---|---|---|---|---|
801
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $2.28M | ﹤0.01% |
41,449
+41,448
| +4,144,800% | +$2.3M |
|
802
C.H. Robinson
CHRW
$17.5B
| $2.28M | ﹤0.01% |
+33,145
| New | +$2.35M |
|
803
ConocoPhillips
COP
$141B
| $2.27M | ﹤0.01% |
+51,696
| New | +$2.41M |
|
804
Invesco DB US Dollar Index Bullish Fund
UUP
$422M
| $2.25M | ﹤0.01% |
90,972
-363,400
| -80% | -$9.23M |
|
|
MNDT
805
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $2.25M | ﹤0.01% |
147,984
+147,343
| +22,986% | +$2.09M |
|
|
MXIM
806
PUT
DELISTED
Maxim Integrated Products
MXIM
| $2.25M | ﹤0.01% |
+50,000
| New | +$2.3M |
|
|
NFX
807
DELISTED
Newfield Exploration
NFX
| $2.2M | ﹤0.01% |
+77,386
| New | +$2.55M |
|
808
CALL
Archer Daniels Midland
ADM
$36.9B
| $2.2M | ﹤0.01% |
53,100
-36,900
| -41% | -$1.58M |
|
809
Zimmer Biomet
ZBH
$18.4B
| $2.19M | ﹤0.01% |
+17,559
| New | +$2.08M |
|
|
KSU
810
PUT
DELISTED
Kansas City Southern
KSU
| $2.19M | ﹤0.01% |
20,900
-17,000
| -45% | -$1.59M |
|
811
CALL
AbbVie
ABBV
$435B
| $2.17M | ﹤0.01% |
30,000
-275,000
| -90% | -$18.5M |
|
|
CVA
812
CALL
DELISTED
Covanta Holding Corporation
CVA
| $2.17M | ﹤0.01% |
164,100
+122,900
| +298% | +$1.79M |
|
|
OAK
813
CALL
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $2.16M | ﹤0.01% |
46,400
| – | – |
|
|
P
814
DELISTED
Pandora Media Inc
P
| $2.16M | ﹤0.01% |
241,803
+227,357
| +1,574% | +$2.19M |
|
|
OCLR
815
CALL
DELISTED
Oclaro Inc.
OCLR
| $2.15M | ﹤0.01% |
230,000
+229,500
| +45,900% | +$2.08M |
|
816
CALL
Halozyme
HALO
$12.2B
| $2.14M | ﹤0.01% |
166,600
+106,600
| +178% | +$1.42M |
|
|
CXO
817
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $2.13M | ﹤0.01% |
17,500
+5,700
| +48% | +$720K |
|
818
CALL
Harley-Davidson
HOG
$2.71B
| $2.11M | ﹤0.01% |
39,000
-31,500
| -45% | -$1.75M |
|
|
819
PUT
Harley-Davidson
HOG
$2.71B
| $2.11M | ﹤0.01% |
39,000
-900
| -2% | -$50.1K |
|
820
PUT
Melco Resorts & Entertainment
MLCO
$2.14B
| $2.09M | ﹤0.01% |
93,000
-12,500
| -12% | -$272K |
|
821
Fabrinet
FN
$20.1B
| $2.08M | ﹤0.01% |
48,707
+45,872
| +1,618% | +$1.73M |
|
822
Regency Centers
REG
$14.1B
| $2.07M | ﹤0.01% |
33,063
+27,418
| +486% | +$1.73M |
|
823
CALL
PBF Energy
PBF
$7.31B
| $2.06M | ﹤0.01% |
92,500
+74,500
| +414% | +$1.6M |
|
824
PUT
Eli Lilly
LLY
$1.06T
| $2.06M | ﹤0.01% |
25,000
-50,000
| -67% | -$4.08M |
|
825
CALL
Starbucks
SBUX
$120B
| $2.06M | ﹤0.01% |
35,300
-34,200
| -49% | -$2.07M |
|
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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.