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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 | |
|---|---|---|---|---|---|---|
|
SVU
1376
DELISTED
SUPERVALU Inc.
SVU
| $268K | ﹤0.01% |
+11,656
| New | +$310K |
|
1377
PUT
Clorox
CLX
$12.8B
| $266K | ﹤0.01% |
2,000
-5,000
| -71% | -$675K |
|
1378
PUT
Cognizant
CTSH
$25.1B
| $266K | ﹤0.01% |
4,000
-242,900
| -98% | -$15.4M |
|
1379
CALL
JB Hunt Transport Services
JBHT
$25.6B
| $265K | ﹤0.01% |
2,900
-24,500
| -89% | -$2.17M |
|
|
NUAN
1380
DELISTED
Nuance Communications, Inc.
NUAN
| $265K | ﹤0.01% |
+17,566
| New | +$276K |
|
1381
PUT
Eldorado Gold
EGO
$9.39B
| $264K | ﹤0.01% |
+20,000
| New | +$326K |
|
1382
PUT
PACCAR
PCAR
$70.2B
| $264K | ﹤0.01% |
6,000
-3,900
| -39% | -$169K |
|
|
DFS
1383
CALL
DELISTED
Discover Financial Services
DFS
| $260K | ﹤0.01% |
4,200
-17,600
| -81% | -$1.09M |
|
1384
CALL
Rockwell Automation
ROK
$50.1B
| $259K | ﹤0.01% |
1,600
-9,300
| -85% | -$1.47M |
|
1385
PUT
Huntsman Corp
HUN
$1.78B
| $258K | ﹤0.01% |
10,000
-2,000
| -17% | -$49.5K |
|
1386
PUT
Principal Financial Group
PFG
$24.6B
| $256K | ﹤0.01% |
4,000
-4,000
| -50% | -$254K |
|
1387
PUT
Ryman Hospitality Properties
RHP
$8.05B
| $256K | ﹤0.01% |
4,000
-2,000
| -33% | -$127K |
|
1388
CALL
Ameriprise Financial
AMP
$49.6B
| $255K | ﹤0.01% |
2,000
-4,400
| -69% | -$559K |
|
1389
Genie Energy
GNE
$373M
| $255K | ﹤0.01% |
+33,447
| New | +$256K |
|
1390
PUT
Element Solutions
ESI
$9.34B
| $254K | ﹤0.01% |
20,000
-965,000
| -98% | -$12.6M |
|
1391
Pricesmart
PSMT
$5.76B
| $254K | ﹤0.01% |
+2,901
| New | +$255K |
|
1392
CALL
Travelers Companies
TRV
$79.8B
| $253K | ﹤0.01% |
2,000
-64,600
| -97% | -$7.95M |
|
|
RT
1393
CALL
DELISTED
Ruby Tuesday Georgia
RT
| $251K | ﹤0.01% |
125,000
| – | – |
|
1394
CALL
iShares US Real Estate ETF
IYR
$4.67B
| $248K | ﹤0.01% |
3,100
-193,500
| -98% | -$15.4M |
|
1395
CALL
Sturm, Ruger & Co
RGR
$614M
| $248K | ﹤0.01% |
4,000
-4,000
| -50% | -$249K |
|
|
BCOV
1396
PUT
DELISTED
Brightcove, Inc.
BCOV
| $248K | ﹤0.01% |
+40,000
| New | +$280K |
|
1397
CALL
Franklin Resources
BEN
$17.7B
| $247K | ﹤0.01% |
5,500
-123,300
| -96% | -$5.27M |
|
1398
CALL
Ziff Davis
ZD
$1.94B
| $247K | ﹤0.01% |
3,335
+3,220
| +2,800% | +$240K |
|
1399
CALL
Boston Properties
BXP
$11.2B
| $246K | ﹤0.01% |
2,000
-2,200
| -52% | -$278K |
|
1400
CALL
WEC Energy
WEC
$35.3B
| $246K | ﹤0.01% |
4,000
-8,000
| -67% | -$494K |
|
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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.