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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 | |
|---|---|---|---|---|---|---|
676
PUT
Cheniere Energy
LNG
$52.9B
| $3.45M | 0.01% |
70,900
+40,100
| +130% | +$1.91M |
|
677
PUT
Jack in the Box
JACK
$335M
| $3.45M | 0.01% |
35,000
+33,200
| +1,844% | +$3.43M |
|
|
DMK
678
CALL
DELISTED
DMK Pharmaceuticals Corporation Common Stock
DMK
| $3.45M | 0.01% |
+9,466
| New | +$2.83M |
|
679
T. Rowe Price
TROW
$24.3B
| $3.42M | 0.01% |
46,126
+14,901
| +48% | +$1.07M |
|
680
CALL
Zillow
ZG
$7.63B
| $3.42M | 0.01% |
70,000
+67,000
| +2,233% | +$2.8M |
|
|
X
681
DELISTED
US Steel
X
| $3.42M | 0.01% |
154,391
-742,051
| -83% | -$17.6M |
|
682
Ciena
CIEN
$58.4B
| $3.39M | 0.01% |
+135,479
| New | +$3.25M |
|
683
PUT
TripAdvisor
TRIP
$1.26B
| $3.38M | 0.01% |
88,600
+52,600
| +146% | +$2.18M |
|
684
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$386M
| $3.34M | 0.01% |
36,000
| – | – |
|
685
CALL
General Mills
GIS
$19.7B
| $3.32M | 0.01% |
+60,000
| New | +$3.42M |
|
686
CALL
PACCAR
PCAR
$70.1B
| $3.32M | 0.01% |
75,450
+22,800
| +43% | +$985K |
|
687
HP
HPQ
$27.5B
| $3.29M | 0.01% |
188,243
-99,084
| -34% | -$1.82M |
|
|
CTXS
688
PUT
DELISTED
Citrix Systems Inc
CTXS
| $3.29M | 0.01% |
41,300
+35,300
| +588% | +$2.93M |
|
|
NFX
689
CALL
DELISTED
Newfield Exploration
NFX
| $3.28M | 0.01% |
115,100
+65,100
| +130% | +$2.14M |
|
|
GOLD
690
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $3.27M | 0.01% |
37,000
-90,400
| -71% | -$8.27M |
|
|
LSI
691
DELISTED
Life Storage, Inc.
LSI
| $3.27M | 0.01% |
66,236
+47,964
| +263% | +$2.49M |
|
|
CLR
692
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $3.27M | 0.01% |
101,090
+70,456
| +230% | +$2.79M |
|
693
Norfolk Southern
NSC
$75.1B
| $3.25M | 0.01% |
+26,726
| New | +$3.14M |
|
694
CALL
iShares Russell Mid-Cap Growth ETF
IWP
$20.7B
| $3.24M | 0.01% |
+60,000
| New | +$3.19M |
|
|
PNRA
695
DELISTED
Panera Bread Co
PNRA
| $3.23M | 0.01% |
10,269
+5,636
| +122% | +$1.76M |
|
696
CALL
Dollar Tree
DLTR
$25.2B
| $3.22M | 0.01% |
46,000
-41,200
| -47% | -$3.18M |
|
|
VMW
697
DELISTED
VMware, Inc
VMW
| $3.21M | 0.01% |
+36,775
| New | +$3.39M |
|
|
EA
698
DELISTED
Electronic Arts
EA
| $3.21M | 0.01% |
30,402
+26,581
| +696% | +$2.74M |
|
|
ATVI
699
DELISTED
Activision Blizzard
ATVI
| $3.16M | 0.01% |
54,963
+17,375
| +46% | +$960K |
|
|
SOHU
700
PUT
Sohu.com
SOHU
$357M
| $3.16M | 0.01% |
70,100
+69,600
| +13,920% | +$2.98M |
|
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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.