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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 | |
|---|---|---|---|---|---|---|
51
PUT
Qualcomm
QCOM
$169B
| $126M | 0.24% |
2,286,800
+404,900
| +22% | +$22.6M |
|
52
PUT
Wells Fargo
WFC
$258B
| $125M | 0.24% |
2,247,300
-415,000
| -16% | -$22.2M |
|
53
CALL
JPMorgan Chase
JPM
$931B
| $119M | 0.23% |
1,304,900
-849,800
| -39% | -$73.3M |
|
54
CALL
Union Pacific
UNP
$173B
| $118M | 0.23% |
1,080,100
-724,000
| -40% | -$79M |
|
55
PUT
Tesla
TSLA
$1.2T
| $116M | 0.22% |
4,797,000
+2,403,000
| +100% | +$52.9M |
|
56
PUT
Morgan Stanley
MS
$323B
| $114M | 0.22% |
2,549,200
-814,700
| -24% | -$35.1M |
|
57
CALL
VanEck Gold Miners ETF
GDX
$22.3B
| $113M | 0.22% |
5,108,900
-1,135,500
| -18% | -$25.8M |
|
58
PUT
Verizon
VZ
$201B
| $112M | 0.22% |
2,501,600
+654,800
| +35% | +$30.5M |
|
|
59
CALL
Verizon
VZ
$201B
| $112M | 0.22% |
2,500,700
-1,503,800
| -38% | -$70M |
|
|
B
60
PUT
Barrick Mining
B
$60.1B
| $111M | 0.22% |
6,996,800
+5,173,400
| +284% | +$88.5M |
|
61
CALL
iShares MSCI Japan ETF
EWJ
$21.2B
| $106M | 0.2% |
1,968,750
+1,480,000
| +303% | +$78.2M |
|
62
PUT
United Parks & Resorts
PRKS
$2.17B
| $105M | 0.2% |
6,439,600
+23,600
| +0.4% | +$405K |
|
63
CALL
Bank of America
BAC
$435B
| $104M | 0.2% |
4,307,100
-141,400
| -3% | -$3.3M |
|
64
CALL
Citigroup
C
$216B
| $104M | 0.2% |
1,554,400
+766,000
| +97% | +$47M |
|
|
ILG
65
DELISTED
ILG, Inc Common Stock
ILG
| $102M | 0.2% |
3,728,263
+2,601,018
| +231% | +$65.9M |
|
66
CALL
Meta Platforms (Facebook)
META
$1.5T
| $101M | 0.2% |
670,600
-731,000
| -52% | -$109M |
|
67
CALL
Humana
HUM
$43.9B
| $100M | 0.19% |
416,600
-83,400
| -17% | -$18.9M |
|
68
PUT
Netflix
NFLX
$301B
| $97.6M | 0.19% |
6,531,000
+1,622,000
| +33% | +$25M |
|
69
Blackstone
BX
$103B
| $97.5M | 0.19% |
2,925,028
+378,622
| +15% | +$11.9M |
|
70
PUT
NetEase
NTES
$82.9B
| $91M | 0.18% |
1,514,000
+1,466,500
| +3,087% | +$84.1M |
|
71
CALL
GE Aerospace
GE
$368B
| $90.5M | 0.18% |
699,373
-132,208
| -16% | -$18.1M |
|
|
VXX
72
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $90.4M | 0.18% |
1,771,800
+365,250
| +26% | +$21.1M |
|
73
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $90.3M | 0.18% |
3,682,500
+1,250,000
| +51% | +$31M |
|
74
CALL
American International
AIG
$42.8B
| $89M | 0.17% |
1,423,400
+703,000
| +98% | +$43.7M |
|
75
CALL
General Motors
GM
$81.8B
| $88.9M | 0.17% |
2,545,900
-1,730,200
| -40% | -$58.7M |
|
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.