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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 | |
|---|---|---|---|---|---|---|
26
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $222M | 0.43% |
2,510,500
+545,500
| +28% | +$48M |
|
27
PUT
IBM
IBM
$214B
| $214M | 0.41% |
1,452,999
+940,145
| +183% | +$142M |
|
28
PUT
American Express
AXP
$226B
| $203M | 0.39% |
2,407,700
+1,890,000
| +365% | +$150M |
|
29
CALL
iShares China Large-Cap ETF
FXI
$4.32B
| $203M | 0.39% |
5,100,000
-14,100,100
| -73% | -$553M |
|
30
PUT
iShares MSCI Brazil ETF
EWZ
$9B
| $190M | 0.37% |
5,571,700
+1,436,300
| +35% | +$51.7M |
|
|
31
iShares Russell 2000 ETF
IWM
$79.3B
| $188M | 0.36% |
1,332,947
+773,308
| +138% | +$107M |
|
32
CALL
Expedia Group
EXPE
$36.7B
| $185M | 0.36% |
1,245,000
+1,242,200
| +44,364% | +$174M |
|
33
PUT
Bank of America
BAC
$433B
| $179M | 0.35% |
7,391,600
-936,800
| -11% | -$21.8M |
|
|
34
PUT
iShares China Large-Cap ETF
FXI
$4.32B
| $175M | 0.34% |
4,405,000
-6,842,200
| -61% | -$268M |
|
35
PUT
AT&T
T
$167B
| $173M | 0.34% |
6,067,362
+1,711,799
| +39% | +$50.5M |
|
36
PUT
Alibaba
BABA
$276B
| $172M | 0.33% |
1,220,400
-405,000
| -25% | -$50M |
|
37
CALL
Wells Fargo
WFC
$257B
| $171M | 0.33% |
3,089,600
+221,900
| +8% | +$11.9M |
|
38
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.9B
| $162M | 0.31% |
1,292,200
-717,800
| -36% | -$88.7M |
|
|
39
CALL
iShares MSCI Brazil ETF
EWZ
$9B
| $160M | 0.31% |
4,687,700
+766,600
| +20% | +$27.6M |
|
40
PUT
Meta Platforms (Facebook)
META
$1.5T
| $157M | 0.3% |
1,040,200
-208,800
| -17% | -$31M |
|
41
PUT
Humana
HUM
$43.8B
| $156M | 0.3% |
650,000
+36,600
| +6% | +$8.29M |
|
42
PUT
United States Oil Fund
USO
$2.13B
| $156M | 0.3% |
2,056,338
+436,438
| +27% | +$34.9M |
|
|
43
Mondelez International
MDLZ
$83.7B
| $156M | 0.3% |
3,609,286
-1,177,288
| -25% | -$53.1M |
|
44
PUT
JPMorgan Chase
JPM
$926B
| $155M | 0.3% |
1,693,300
-829,700
| -33% | -$71.6M |
|
45
CALL
MetLife
MET
$62.3B
| $148M | 0.29% |
3,022,219
+1,560,702
| +107% | +$72.4M |
|
|
46
State Street Financial Select Sector SPDR ETF
XLF
$56.9B
| $147M | 0.28% |
5,939,746
+5,939,745
| +593,974,500% | +$141M |
|
47
PUT
Citigroup
C
$215B
| $145M | 0.28% |
2,167,100
-19,400
| -0.9% | -$1.19M |
|
48
PUT
VanEck Gold Miners ETF
GDX
$22.2B
| $140M | 0.27% |
6,362,600
+913,900
| +17% | +$20.8M |
|
49
PUT
iShares MSCI Japan ETF
EWJ
$21.2B
| $139M | 0.27% |
2,590,000
+2,200,000
| +564% | +$116M |
|
50
PUT
SPDR Gold Trust
GLD
$130B
| $135M | 0.26% |
1,140,000
+27,500
| +2% | +$3.29M |
|
Similar funds
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.