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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
UGA icon
1951
United States Gasoline Fund
UGA
$123M
$15K ﹤0.01%
630
+312
+98% +$7.85K
WELL icon
1952
PUT
Welltower
WELL
$168B
$15K ﹤0.01%
200
-14,000
-99% -$1.02M
IDTI
1953
DELISTED
Integrated Device Technology I
IDTI
$15K ﹤0.01%
577
-10,857
-95% -$264K
OIH icon
1954
VanEck Oil Services ETF
OIH
$1.89B
$14K ﹤0.01%
+28
New +$15.3K
SGOL icon
1955
abrdn Physical Gold Shares ETF
SGOL
$6.91B
$14K ﹤0.01%
1,150
+1,140
+11,400% +$13.9K
SIL icon
1956
CALL
Global X Silver Miners ETF NEW
SIL
$4.07B
$14K ﹤0.01%
400
-900
-69% -$31.7K
NPTN
1957
DELISTED
NEOPHOTONICS CORP
NPTN
$14K ﹤0.01%
+1,858
New +$15.7K
LM
1958
DELISTED
Legg Mason, Inc.
LM
$14K ﹤0.01%
369
-982
-73% -$37.2K
ANDV
1959
DELISTED
Andeavor
ANDV
$14K ﹤0.01%
+147
New +$12.4K
BALL icon
1960
Ball Corp
BALL
$17.3B
$13K ﹤0.01%
304
-22,270
-99% -$880K
HBAN icon
1961
Huntington Bancshares
HBAN
$35.1B
$13K ﹤0.01%
963
-2,797
-74% -$36.2K
MSCI icon
1962
MSCI
MSCI
$41.8B
$13K ﹤0.01%
127
-9,660
-99% -$972K
NHC icon
1963
National Healthcare
NHC
$3.48B
$13K ﹤0.01%
181
+24
+15% +$1.71K
SWBI icon
1964
CALL
Smith & Wesson
SWBI
$660M
$13K ﹤0.01%
781
-260
-25% -$4.48K
RAD
1965
DELISTED
Rite Aid Corporation
RAD
$13K ﹤0.01%
+221
New +$16.7K
JO
1966
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
$13K ﹤0.01%
780
-33,881
-98% -$607K
BCE icon
1967
BCE
BCE
$20.3B
$12K ﹤0.01%
+267
New +$12K
CALM icon
1968
CALL
Cal-Maine
CALM
$4.08B
$12K ﹤0.01%
300
-3,400
-92% -$130K
DFS
1969
PUT
DELISTED
Discover Financial Services
DFS
$12K ﹤0.01%
200
-10,500
-98% -$650K
EWT icon
1970
iShares MSCI Taiwan ETF
EWT
$10.2B
$12K ﹤0.01%
+335
New +$11.5K
FICO icon
1971
Fair Isaac
FICO
$22.6B
$12K ﹤0.01%
+83
New +$11.1K
HRI icon
1972
CALL
Herc Holdings
HRI
$5.48B
$12K ﹤0.01%
300
-2,000
-87% -$83.6K
MAIN icon
1973
Main Street Capital
MAIN
$5.18B
$12K ﹤0.01%
307
-446
-59% -$17.3K
PBI icon
1974
PUT
Pitney Bowes
PBI
$2.48B
$12K ﹤0.01%
800
-4,000
-83% -$58.4K
UA icon
1975
CALL
Under Armour Class C
UA
$2.83B
$12K ﹤0.01%
600
-38,300
-98% -$722K
77 78
79
80 81

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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.