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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 | |
|---|---|---|---|---|---|---|
76
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.28B
| $87.5M | 0.17% |
2,274,600
-1,575,400
| -41% | -$60.4M |
|
77
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.5B
| $87.1M | 0.17% |
274,300
-17,300
| -6% | -$5.45M |
|
|
78
Alphabet (Google) Class C
GOOG
$4.07T
| $84.8M | 0.16% |
1,865,400
+1,514,160
| +431% | +$69.3M |
|
79
PUT
T-Mobile US
TMUS
$195B
| $83.7M | 0.16% |
1,380,000
+1,325,600
| +2,437% | +$86.4M |
|
80
PUT
Las Vegas Sands
LVS
$32.1B
| $83.1M | 0.16% |
1,300,600
+1,112,100
| +590% | +$66.7M |
|
81
PUT
Delta Air Lines
DAL
$57.2B
| $82.9M | 0.16% |
1,543,400
+315,100
| +26% | +$15.4M |
|
82
CALL
Cisco
CSCO
$457B
| $82.7M | 0.16% |
2,640,700
+175,900
| +7% | +$5.73M |
|
|
83
PUT
Cisco
CSCO
$457B
| $82.4M | 0.16% |
2,631,300
+187,800
| +8% | +$6.12M |
|
84
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
| $81.7M | 0.16% |
2,516,600
+1,457,200
| +138% | +$49M |
|
85
PUT
FedEx
FDX
$73.3B
| $81.1M | 0.16% |
373,300
+247,200
| +196% | +$48.8M |
|
86
PUT
Energizer
ENR
$1.47B
| $79.1M | 0.15% |
1,646,500
-1,203,500
| -42% | -$65.4M |
|
87
CALL
United States Oil Fund
USO
$2.16B
| $79.1M | 0.15% |
1,040,275
+375,600
| +57% | +$30M |
|
88
CALL
Baidu
BIDU
$35.6B
| $78.1M | 0.15% |
436,500
+152,200
| +54% | +$27.6M |
|
89
CALL
CVS Health
CVS
$138B
| $78.1M | 0.15% |
970,200
-2,801,600
| -74% | -$221M |
|
90
PUT
Palo Alto Networks
PANW
$257B
| $77M | 0.15% |
3,454,800
+440,400
| +15% | +$8.9M |
|
91
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $76.2M | 0.15% |
472,400
+222,400
| +89% | +$33.1M |
|
92
PUT
iShares MSCI ACWI ETF
ACWI
$32.2B
| $75.3M | 0.15% |
1,150,000
-2,250,000
| -66% | -$146M |
|
|
AGN
93
CALL
DELISTED
Allergan plc
AGN
| $74.9M | 0.15% |
308,000
-91,200
| -23% | -$21.4M |
|
94
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $74.3M | 0.14% |
696,700
-992,400
| -59% | -$106M |
|
95
PUT
McKesson
MCK
$106B
| $74M | 0.14% |
450,000
+400,000
| +800% | +$60.6M |
|
96
PUT
Goldman Sachs
GS
$293B
| $72.4M | 0.14% |
326,400
-74,800
| -19% | -$16.6M |
|
97
CALL
American Airlines Group
AAL
$9.96B
| $72.3M | 0.14% |
1,437,700
-170,500
| -11% | -$7.93M |
|
98
PUT
MetLife
MET
$62.7B
| $72.1M | 0.14% |
1,472,849
-541,365
| -27% | -$25.1M |
|
99
PUT
W.W. Grainger
GWW
$64.6B
| $71.1M | 0.14% |
393,600
-586,300
| -60% | -$111M |
|
100
CALL
DuPont de Nemours
DD
$18.5B
| $70.3M | 0.14% |
439,858
+372,096
| +549% | +$59.1M |
|
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.