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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 | |
|---|---|---|---|---|---|---|
1476
Accenture
ACN
$103B
| $188K | ﹤0.01% |
1,517
-2,095
| -58% | -$255K |
|
1477
CALL
Helen of Troy
HELE
$667M
| $188K | ﹤0.01% |
2,000
-2,900
| -59% | -$270K |
|
1478
CALL
Vornado Realty Trust
VNO
$7.58B
| $188K | ﹤0.01% |
2,474
-8,659
| -78% | -$671K |
|
|
1479
PUT
Vornado Realty Trust
VNO
$7.58B
| $188K | ﹤0.01% |
2,474
-9,896
| -80% | -$767K |
|
1480
Manhattan Associates
MANH
$11.1B
| $186K | ﹤0.01% |
3,868
+949
| +33% | +$45K |
|
|
BBBY
1481
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $186K | ﹤0.01% |
6,100
-121,600
| -95% | -$4.39M |
|
1482
CALL
Fluor
FLR
$7.15B
| $184K | ﹤0.01% |
4,000
-27,900
| -87% | -$1.34M |
|
1483
CALL
Open Text
OTEX
$6.29B
| $183K | ﹤0.01% |
5,800
+3,800
| +190% | +$125K |
|
1484
CALL
Wabtec
WAB
$50.1B
| $183K | ﹤0.01% |
2,000
-3,800
| -66% | -$317K |
|
|
1485
PUT
Wabtec
WAB
$50.1B
| $183K | ﹤0.01% |
2,000
-13,500
| -87% | -$1.13M |
|
1486
Stanley Black & Decker
SWK
$15.5B
| $182K | ﹤0.01% |
1,296
+630
| +95% | +$86.4K |
|
|
SHLX
1487
CALL
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $182K | ﹤0.01% |
6,000
| – | – |
|
|
BNY
1488
Bank of New York Mellon
BNY
$108B
| $181K | ﹤0.01% |
3,545
-29,775
| -89% | -$1.42M |
|
1489
Deckers Outdoor
DECK
$13.8B
| $181K | ﹤0.01% |
15,924
+14,598
| +1,101% | +$152K |
|
|
PAY
1490
PUT
DELISTED
Verifone Systems Inc
PAY
| $181K | ﹤0.01% |
10,000
-9,300
| -48% | -$168K |
|
1491
CALL
First Solar
FSLR
$25.4B
| $180K | ﹤0.01% |
4,500
-3,700
| -45% | -$126K |
|
1492
NatWest
NWG
$76.5B
| $180K | ﹤0.01% |
25,595
-3,898
| -13% | -$27.2K |
|
1493
CALL
Yelp
YELP
$1.48B
| $180K | ﹤0.01% |
6,000
-12,700
| -68% | -$396K |
|
1494
CALL
Dycom Industries
DY
$12.3B
| $179K | ﹤0.01% |
2,000
-7,700
| -79% | -$747K |
|
1495
PUT
ScottsMiracle-Gro
SMG
$3.86B
| $179K | ﹤0.01% |
2,000
-1,500
| -43% | -$135K |
|
|
BHI
1496
DELISTED
Baker Hughes
BHI
| $179K | ﹤0.01% |
3,289
-2,741
| -45% | -$158K |
|
|
CPLA
1497
DELISTED
Capella Education Company
CPLA
| $178K | ﹤0.01% |
+2,079
| New | +$185K |
|
1498
PUT
Avery Dennison
AVY
$13.3B
| $177K | ﹤0.01% |
2,000
-4,000
| -67% | -$335K |
|
1499
CALL
3D Systems Corp
DDD
$590M
| $177K | ﹤0.01% |
9,500
-10,000
| -51% | -$189K |
|
1500
VF Corp
VFC
$6.02B
| $177K | ﹤0.01% |
3,267
-94,536
| -97% | -$4.88M |
|
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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.