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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 | |
|---|---|---|---|---|---|---|
101
PUT
Baidu
BIDU
$35.6B
| $70.1M | 0.14% |
391,900
-7,500
| -2% | -$1.36M |
|
102
CALL
Merck
MRK
$324B
| $69.9M | 0.14% |
1,142,215
+68,644
| +6% | +$4.18M |
|
103
PUT
CVS Health
CVS
$138B
| $69.5M | 0.13% |
863,400
-2,376,100
| -73% | -$188M |
|
104
PUT
Micron Technology
MU
$887B
| $68.6M | 0.13% |
2,298,600
+590,000
| +35% | +$17.3M |
|
|
GRUB
105
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $68.2M | 0.13% |
781,750
+740,650
| +1,802% | +$61.4M |
|
|
ESPR
106
PUT
DELISTED
Esperion Therapeutics
ESPR
| $68.1M | 0.13% |
1,470,600
+965,000
| +191% | +$35.5M |
|
107
CALL
FedEx
FDX
$73.3B
| $66.5M | 0.13% |
306,200
+90,200
| +42% | +$17.8M |
|
108
PUT
Skyworks Solutions
SWKS
$9.54B
| $66.1M | 0.13% |
689,100
+481,900
| +233% | +$49.4M |
|
109
Microsoft
MSFT
$2.94T
| $65.2M | 0.13% |
+946,124
| New | +$64.9M |
|
|
110
Intel
INTC
$422B
| $64.3M | 0.12% |
+1,905,541
| New | +$68.2M |
|
|
111
CALL
Intel
INTC
$422B
| $63.5M | 0.12% |
1,882,000
+239,200
| +15% | +$8.56M |
|
112
CALL
American Express
AXP
$226B
| $61.5M | 0.12% |
730,200
-52,900
| -7% | -$4.19M |
|
113
CALL
iShares Silver Trust
SLV
$27.5B
| $59.6M | 0.12% |
3,795,000
+772,100
| +26% | +$12.6M |
|
114
CALL
Cigna
CI
$78.8B
| $59.4M | 0.12% |
+355,000
| New | +$57M |
|
115
CALL
United Parcel Service
UPS
$89.4B
| $58.6M | 0.11% |
530,000
-260,900
| -33% | -$27.9M |
|
|
B
116
Barrick Mining
B
$60.1B
| $57.9M | 0.11% |
3,642,035
+1,502,592
| +70% | +$25.7M |
|
117
PUT
General Motors
GM
$81.8B
| $57.8M | 0.11% |
1,655,600
+148,100
| +10% | +$5.03M |
|
118
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.28B
| $57.7M | 0.11% |
1,500,000
+300,000
| +25% | +$11.5M |
|
119
Berkshire Hathaway Class A
BRK.A
$1.1T
| $55.5M | 0.11% |
+218
| New | +$54.4M |
|
120
PUT
Wynn Resorts
WYNN
$10.2B
| $54.3M | 0.11% |
405,100
+205,100
| +103% | +$25.8M |
|
121
PUT
JD.com
JD
$43.3B
| $54.1M | 0.11% |
1,380,500
+1,245,500
| +923% | +$47M |
|
122
W.W. Grainger
GWW
$64.6B
| $51.3M | 0.1% |
284,394
+119,244
| +72% | +$22.5M |
|
123
CALL
Constellation Brands
STZ
$22.6B
| $51.3M | 0.1% |
264,800
-60,000
| -18% | -$10.7M |
|
124
Sprott Physical Gold and Silver Trust
CEF
$7.32B
| $51.3M | 0.1% |
4,158,543
| – | – |
|
125
CALL
Amgen
AMGN
$212B
| $50.2M | 0.1% |
291,300
+167,500
| +135% | +$27.2M |
|
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.