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Parallax Volatility Advisers

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
Cap. Flow
+$1.86B
Cap. Flow %
3.61%
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
918
Closed
1,761

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$141M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$107M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$69.3M
4
INTC icon
Intel
INTC
+$68.2M
5
ILG
ILG, Inc Common Stock
ILG
+$65.9M

Top Sells

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$63.3M
2
MDLZ icon
Mondelez International
MDLZ
+$53.1M
3
EBIX
Ebix Inc
EBIX
+$48.1M
4
ACIW icon
ACI Worldwide
ACIW
+$36.4M
5
CRM icon
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
CHUY
1826
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$44K ﹤0.01%
+1,890
New +$52.1K
WDR
1827
DELISTED
Waddell & Reed Financial, Inc.
WDR
$44K ﹤0.01%
2,320
+653
+39% +$11.5K
AYR
1828
CALL
DELISTED
Aircastle Ltd
AYR
$44K ﹤0.01%
2,000
– –
CP icon
1829
Canadian Pacific Kansas City
CP
$79.6B
$43K ﹤0.01%
1,330
+1,155
+660% +$35.8K
KEY icon
1830
PUT
KeyCorp
KEY
$24.8B
$43K ﹤0.01%
2,300
-30,400
-93% -$550K
SO icon
1831
PUT
Southern Company
SO
$107B
$43K ﹤0.01%
900
-5,100
-85% -$256K
LPX icon
1832
Louisiana-Pacific
LPX
$5.39B
$42K ﹤0.01%
1,723
-988
-36% -$24.1K
USCR
1833
DELISTED
U S Concrete, Inc.
USCR
$42K ﹤0.01%
+532
New +$36.2K
SUP
1834
PUT
DELISTED
Superior Industries International
SUP
$41K ﹤0.01%
2,000
– –
TOL icon
1835
Toll Brothers
TOL
$14.3B
$41K ﹤0.01%
1,043
-9,555
-90% -$357K
NXTM
1836
DELISTED
NxStage Medical Inc.
NXTM
$41K ﹤0.01%
+1,630
New +$40.4K
FBR
1837
DELISTED
Fibria Celulose Sa
FBR
$41K ﹤0.01%
+4,000
New +$40K
GEN icon
1838
PUT
Gen Digital
GEN
$16.9B
$40K ﹤0.01%
1,400
-12,100
-90% -$366K
OKE icon
1839
Oneok
OKE
$55B
$40K ﹤0.01%
+776
New +$40.1K
WPM icon
1840
PUT
Wheaton Precious Metals
WPM
$52.4B
$40K ﹤0.01%
2,000
-140,200
-99% -$2.87M
CRZO
1841
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
$40K ﹤0.01%
2,300
-1,900
-45% -$44.1K
SSNC icon
1842
PUT
SS&C Technologies
SSNC
$19B
$39K ﹤0.01%
1,000
-1,200
-55% -$44.7K
SMC
1843
Summit Midstream
SMC
$423M
$39K ﹤0.01%
+115
New +$40K
STAY
1844
PUT
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$39K ﹤0.01%
2,000
-1,000
-33% -$17.9K
CBI
1845
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
$39K ﹤0.01%
2,000
-8,800
-81% -$204K
YUME
1846
DELISTED
YuMe, Inc.
YUME
$39K ﹤0.01%
+8,344
New +$36.8K
NLSN
1847
DELISTED
Nielsen Holdings plc
NLSN
$39K ﹤0.01%
1,009
-2,141
-68% -$85K
HIG icon
1848
PUT
Hartford Financial Services
HIG
$38.9B
$38K ﹤0.01%
700
-234,500
-100% -$11.6M
MAS icon
1849
PUT
Masco
MAS
$15.2B
$38K ﹤0.01%
1,000
-5,000
-83% -$183K
SUP
1850
DELISTED
Superior Industries International
SUP
$38K ﹤0.01%
1,837
+1,383
+305% +$28.7K
72 73
74
75 76

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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.