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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
918
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 | |
|---|---|---|---|---|---|---|
1301
CALL
Edison International
EIX
$26.3B
| $375K | ﹤0.01% |
4,800
-30,100
| -86% | -$2.41M |
|
1302
Kinross Gold
KGC
$30.5B
| $375K | ﹤0.01% |
92,070
-197,806
| -68% | -$787K |
|
1303
CALL
Arista Networks
ANET
$248B
| $374K | ﹤0.01% |
40,000
+36,800
| +1,150% | +$333K |
|
1304
Gogo Inc
GOGO
$603M
| $371K | ﹤0.01% |
32,165
+22,690
| +239% | +$276K |
|
|
WW
1305
DELISTED
WW International
WW
| $368K | ﹤0.01% |
11,026
+3,465
| +46% | +$83.7K |
|
|
TRCO
1306
PUT
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $367K | ﹤0.01% |
9,000
-2,000
| -18% | -$78.4K |
|
1307
PUT
Keurig Dr Pepper
KDP
$41.8B
| $364K | ﹤0.01% |
4,000
-4,800
| -55% | -$449K |
|
1308
PUT
AbbVie
ABBV
$435B
| $363K | ﹤0.01% |
5,000
-150,000
| -97% | -$10.1M |
|
1309
PUT
Herbalife
HLF
$1.31B
| $357K | ﹤0.01% |
10,000
-72,200
| -88% | -$2.43M |
|
1310
PUT
APA Corp
APA
$12.3B
| $355K | ﹤0.01% |
7,400
-67,000
| -90% | -$3.3M |
|
1311
PUT
Lear
LEA
$6.18B
| $355K | ﹤0.01% |
2,500
-6,500
| -72% | -$920K |
|
1312
CALL
J.M. Smucker
SJM
$12.7B
| $355K | ﹤0.01% |
3,000
-3,200
| -52% | -$404K |
|
|
GGP
1313
PUT
DELISTED
GGP Inc.
GGP
| $353K | ﹤0.01% |
15,000
-10,000
| -40% | -$230K |
|
|
SIEN
1314
DELISTED
Sientra, Inc.
SIEN
| $352K | ﹤0.01% |
3,620
-339
| -9% | -$27.7K |
|
|
SRG
1315
Seritage Growth Properties
SRG
$139M
| $350K | ﹤0.01% |
8,343
-126,336
| -94% | -$5.23M |
|
|
TSS
1316
CALL
DELISTED
Total System Services, Inc.
TSS
| $350K | ﹤0.01% |
6,000
| – | – |
|
1317
PUT
Procter & Gamble
PG
$342B
| $349K | ﹤0.01% |
4,000
-288,500
| -99% | -$25.4M |
|
1318
CALL
AvalonBay Communities
AVB
$27.1B
| $346K | ﹤0.01% |
1,800
-20,200
| -92% | -$3.86M |
|
|
1319
PUT
Gogo Inc
GOGO
$603M
| $346K | ﹤0.01% |
30,000
| – | – |
|
1320
Valvoline
VVV
$4.72B
| $346K | ﹤0.01% |
+14,592
| New | +$338K |
|
1321
CALL
Public Service Enterprise Group
PEG
$37.6B
| $344K | ﹤0.01% |
8,000
-18,000
| -69% | -$796K |
|
1322
Dollar Tree
DLTR
$24.7B
| $343K | ﹤0.01% |
+4,906
| New | +$379K |
|
1323
CALL
Western Union
WU
$2.26B
| $343K | ﹤0.01% |
18,000
-4,000
| -18% | -$77.4K |
|
1324
PUT
ClearSign Technologies
CLIR
$24.5M
| $342K | ﹤0.01% |
9,000
| – | – |
|
1325
Nexstar Media Group
NXST
$5.8B
| $341K | ﹤0.01% |
5,695
-5,496
| -49% | -$344K |
|
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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.