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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
919
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 | |
|---|---|---|---|---|---|---|
201
PUT
Coca-Cola
KO
$375B
| $27.8M | 0.05% |
620,000
-63,600
| -9% | -$2.81M |
|
202
XPO
XPO
$23.7B
| $27.7M | 0.05% |
1,240,498
+266,668
| +27% | +$4.99M |
|
203
CALL
McDonald's
MCD
$195B
| $27.5M | 0.05% |
179,600
-354,400
| -66% | -$51.2M |
|
204
CALL
CSX Corp
CSX
$93.1B
| $27.4M | 0.05% |
1,504,200
-463,500
| -24% | -$7.94M |
|
205
Qualcomm
QCOM
$176B
| $26.8M | 0.05% |
485,983
+330,962
| +213% | +$18.5M |
|
206
CALL
Oracle
ORCL
$423B
| $26.8M | 0.05% |
535,000
+9,400
| +2% | +$428K |
|
207
PUT
iShares Silver Trust
SLV
$30.7B
| $26.8M | 0.05% |
1,705,000
+250,000
| +17% | +$4.07M |
|
208
CALL
Corpay
CPAY
$25.7B
| $26.7M | 0.05% |
185,000
+150,000
| +429% | +$21.4M |
|
209
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $26.7M | 0.05% |
+125,000
| New | +$26.2M |
|
210
CALL
Walt Disney
DIS
$181B
| $26.6M | 0.05% |
250,000
-749,900
| -75% | -$82.1M |
|
211
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.42B
| $26.4M | 0.05% |
881,300
+645,600
| +274% | +$19M |
|
|
VMW
212
CALL
DELISTED
VMware, Inc
VMW
| $26.3M | 0.05% |
301,300
+25,600
| +9% | +$2.36M |
|
213
CALL
DXC Technology
DXC
$1.73B
| $26.3M | 0.05% |
+395,930
| New | +$26.3M |
|
|
SKX
214
PUT
DELISTED
Skechers
SKX
| $26.2M | 0.05% |
889,600
-33,900
| -4% | -$876K |
|
215
CALL
HCA Healthcare
HCA
$89.5B
| $26.2M | 0.05% |
300,000
-502,300
| -63% | -$42.5M |
|
216
PUT
Hasbro
HAS
$13.2B
| $26M | 0.05% |
233,300
+190,700
| +448% | +$19.7M |
|
217
CALL
Deere & Co
DE
$168B
| $25.9M | 0.05% |
209,400
-253,000
| -55% | -$29.7M |
|
|
POT
218
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $25.5M | 0.05% |
1,564,800
+165,300
| +12% | +$2.74M |
|
219
CALL
Danaher
DHR
$144B
| $25.3M | 0.05% |
338,400
-2,030
| -0.6% | -$152K |
|
220
PUT
GE Aerospace
GE
$384B
| $25.2M | 0.05% |
194,640
-11,873
| -6% | -$1.63M |
|
221
PUT
eBay
EBAY
$49.8B
| $24.5M | 0.05% |
702,100
+63,100
| +10% | +$2.16M |
|
222
PUT
State Street Energy Select Sector SPDR ETF
XLE
$37.7B
| $24.3M | 0.05% |
750,000
-255,200
| -25% | -$8.58M |
|
223
SPDR Gold Trust
GLD
$141B
| $24.1M | 0.05% |
204,314
+204,313
| +20,431,300% | +$24.5M |
|
224
PUT
Seagate
STX
$184B
| $24M | 0.05% |
620,000
+550,200
| +788% | +$24M |
|
225
PUT
American International
AIG
$41.3B
| $23.8M | 0.05% |
380,000
-61,000
| -14% | -$3.79M |
|
Similar funds
HF
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.