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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 | |
|---|---|---|---|---|---|---|
|
SWN
1101
CALL
DELISTED
Southwestern Energy Company
SWN
| $791K | ﹤0.01% |
130,000
+70,000
| +117% | +$484K |
|
1102
Teradyne
TER
$60.1B
| $789K | ﹤0.01% |
26,273
-743
| -3% | -$25K |
|
|
BERY
1103
DELISTED
Berry Global Group, Inc.
BERY
| $789K | ﹤0.01% |
15,075
+12,812
| +566% | +$641K |
|
1104
DHT Holdings
DHT
$2.95B
| $783K | ﹤0.01% |
188,726
-1,868
| -1% | -$8.14K |
|
1105
State Street SPDR S&P Metals & Mining ETF
XME
$4.24B
| $782K | ﹤0.01% |
26,087
+26,086
| +2,608,600% | +$768K |
|
1106
Citizens Financial Group
CFG
$31.1B
| $780K | ﹤0.01% |
21,868
-20,467
| -48% | -$726K |
|
1107
PUT
Analog Devices
ADI
$185B
| $779K | ﹤0.01% |
10,000
-12,400
| -55% | -$985K |
|
1108
PUT
Manhattan Associates
MANH
$11B
| $779K | ﹤0.01% |
16,200
+12,200
| +305% | +$578K |
|
1109
PTC
PTC
$14.9B
| $777K | ﹤0.01% |
+14,092
| New | +$776K |
|
|
ETFC
1110
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $776K | ﹤0.01% |
20,400
-325,000
| -94% | -$11.5M |
|
1111
Textron
TXT
$15.3B
| $775K | ﹤0.01% |
16,458
+11,198
| +213% | +$527K |
|
1112
Emerson Electric
EMR
$90.7B
| $771K | ﹤0.01% |
+12,924
| New | +$766K |
|
1113
PUT
Arista Networks
ANET
$242B
| $764K | ﹤0.01% |
+81,600
| New | +$739K |
|
|
ARRS
1114
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $757K | ﹤0.01% |
27,000
+26,100
| +2,900% | +$717K |
|
|
SPLS
1115
DELISTED
Staples Inc
SPLS
| $757K | ﹤0.01% |
+75,150
| New | +$702K |
|
1116
Thermo Fisher Scientific
TMO
$212B
| $756K | ﹤0.01% |
4,331
+1,204
| +39% | +$202K |
|
1117
BJ's Restaurants
BJRI
$1.43B
| $754K | ﹤0.01% |
+20,237
| New | +$859K |
|
1118
Acadia Pharmaceuticals
ACAD
$4.97B
| $745K | ﹤0.01% |
+26,696
| New | +$796K |
|
1119
CALL
Genuine Parts
GPC
$18.2B
| $743K | ﹤0.01% |
8,000
-12,000
| -60% | -$1.1M |
|
1120
Regeneron Pharmaceuticals
REGN
$79.7B
| $740K | ﹤0.01% |
1,506
-10,077
| -87% | -$4.41M |
|
|
CSOD
1121
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $735K | ﹤0.01% |
20,557
-4,963
| -19% | -$186K |
|
|
CS
1122
CALL
DELISTED
Credit Suisse Group
CS
| $730K | ﹤0.01% |
+50,000
| New | +$722K |
|
1123
PUT
Fluor
FLR
$7.03B
| $728K | ﹤0.01% |
15,900
-8,900
| -36% | -$426K |
|
|
DATA
1124
DELISTED
Tableau Software, Inc.
DATA
| $727K | ﹤0.01% |
11,858
+11,226
| +1,776% | +$658K |
|
1125
PUT
DaVita
DVA
$11.8B
| $725K | ﹤0.01% |
11,200
-83,400
| -88% | -$5.52M |
|
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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.