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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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $10B | 19.46% |
41,513,700
-12,482,800
| -23% | -$2.99B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $6.83B | 13.23% |
28,231,400
+12,570,000
| +80% | +$3.01B |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $3.59B | 6.95% |
25,442,900
+5,039,200
| +25% | +$697M |
|
4
PUT
Invesco QQQ Trust
QQQ
$445B
| $1.37B | 2.66% |
9,974,800
+5,678,100
| +132% | +$781M |
|
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $1.19B | 2.31% |
28,783,900
+9,645,900
| +50% | +$393M |
|
6
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $1.13B | 2.18% |
12,730,000
+8,441,200
| +197% | +$743M |
|
7
PUT
Apple
AAPL
$4.99T
| $950M | 1.84% |
26,376,800
+15,414,800
| +141% | +$570M |
|
8
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $861M | 1.67% |
6,878,500
+577,600
| +9% | +$71.4M |
|
9
CALL
SPDR Gold Trust
GLD
$131B
| $784M | 1.52% |
6,645,800
+2,322,500
| +54% | +$278M |
|
|
10
CALL
Apple
AAPL
$4.99T
| $629M | 1.22% |
17,477,200
-914,000
| -5% | -$33.8M |
|
11
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $565M | 1.1% |
8,668,700
-1,548,000
| -15% | -$100M |
|
|
ILG
12
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $549M | 1.06% |
19,960,200
+113,000
| +0.6% | +$2.86M |
|
13
PUT
Microsoft
MSFT
$2.92T
| $405M | 0.79% |
5,875,800
+2,606,100
| +80% | +$179M |
|
14
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
| $402M | 0.78% |
3,767,800
+1,987,800
| +112% | +$212M |
|
15
PUT
Amazon
AMZN
$2.48T
| $381M | 0.74% |
7,882,000
+3,246,000
| +70% | +$155M |
|
|
16
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $378M | 0.73% |
9,122,000
-3,652,300
| -29% | -$149M |
|
|
17
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $338M | 0.66% |
2,401,200
+242,800
| +11% | +$33.6M |
|
|
VXX
18
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $310M | 0.6% |
6,077,675
+1,444,525
| +31% | +$83.5M |
|
|
19
CALL
iShares MSCI EAFE ETF
EFA
$76.8B
| $278M | 0.54% |
4,263,700
+983,200
| +30% | +$63.6M |
|
|
20
CALL
Invesco QQQ Trust
QQQ
$445B
| $273M | 0.53% |
1,979,900
-2,832,200
| -59% | -$389M |
|
|
21
PUT
Caterpillar
CAT
$387B
| $269M | 0.52% |
2,506,900
-511,400
| -17% | -$52M |
|
|
22
PUT
Intel
INTC
$435B
| $255M | 0.5% |
7,569,600
+6,124,000
| +424% | +$219M |
|
|
23
PUT
Alphabet (Google) Class C
GOOG
$4.07T
| $251M | 0.49% |
5,528,000
+2,232,000
| +68% | +$102M |
|
|
24
CALL
Microsoft
MSFT
$2.92T
| $245M | 0.47% |
3,548,300
+1,393,300
| +65% | +$95.6M |
|
25
CALL
Alibaba
BABA
$276B
| $239M | 0.46% |
1,695,400
+97,600
| +6% | +$12.1M |
|
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.