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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
VRNT
1976
DELISTED
Verint Systems
VRNT
$12K ﹤0.01%
589
-29,845
-98% -$617K
BCOV
1977
DELISTED
Brightcove, Inc.
BCOV
$12K ﹤0.01%
+1,856
New +$13K
PCOM
1978
DELISTED
Points.com Inc. Common Shares
PCOM
$12K ﹤0.01%
+1,378
New +$12.6K
ETP
1979
CALL
DELISTED
Energy Transfer Partners, L.P.
ETP
$12K ﹤0.01%
600
– –
AB icon
1980
AllianceBernstein
AB
$3.46B
$11K ﹤0.01%
458
-2,594
-85% -$58.1K
OII icon
1981
CALL
Oceaneering
OII
$4.85B
$11K ﹤0.01%
500
– –
SCO icon
1982
ProShares UltraShort Bloomberg Crude Oil
SCO
$717M
$11K ﹤0.01%
3
– –
SIRI icon
1983
PUT
SiriusXM
SIRI
$10.2B
$11K ﹤0.01%
200
-400
-67% -$20.4K
SLG icon
1984
PUT
SL Green Realty
SLG
$3.85B
$11K ﹤0.01%
103
-2,066
-95% -$211K
ALSK
1985
DELISTED
Alaska Communications Systems
ALSK
$11K ﹤0.01%
+5,124
New +$11.2K
DNKN
1986
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$11K ﹤0.01%
200
-50,200
-100% -$2.81M
TAHO
1987
CALL
DELISTED
Tahoe Resources Inc
TAHO
$11K ﹤0.01%
1,300
-1,313,500
-100% -$11.4M
CHRS icon
1988
Coherus Oncology
CHRS
$222M
$10K ﹤0.01%
+731
New +$14.1K
CXW icon
1989
CoreCivic
CXW
$3B
$10K ﹤0.01%
359
+29
+9% +$906
DTE icon
1990
DTE Energy
DTE
$29.5B
$10K ﹤0.01%
+114
New +$10.3K
NOV icon
1991
CALL
NOV
NOV
$6.94B
$10K ﹤0.01%
300
-87,600
-100% -$3.02M
PTCT icon
1992
PTC Therapeutics
PTCT
$5.68B
$10K ﹤0.01%
+566
New +$7.63K
VCEL icon
1993
Vericel Corp
VCEL
$2.36B
$10K ﹤0.01%
3,113
-6,887
-69% -$18.9K
BECN
1994
CALL
DELISTED
Beacon Roofing Supply, Inc.
BECN
$10K ﹤0.01%
200
– –
CCJ icon
1995
Cameco
CCJ
$39.1B
$9K ﹤0.01%
+945
New +$9.4K
FDS icon
1996
Factset
FDS
$9.59B
$9K ﹤0.01%
54
-12,810
-100% -$2.09M
ORLY icon
1997
O'Reilly Automotive
ORLY
$73.3B
$9K ﹤0.01%
615
-7,470
-92% -$122K
TRI icon
1998
Thomson Reuters
TRI
$44.4B
$9K ﹤0.01%
+163
New +$8.35K
KOL
1999
DELISTED
VanEck Vectors Coal ETF
KOL
$9K ﹤0.01%
+68
New +$9.04K
ECYT
2000
CALL
DELISTED
Endocyte, Inc. Common Stock
ECYT
$9K ﹤0.01%
6,000
-51,500
-90% -$111K
78 79
80
81 82

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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.