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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$48.5B
AUM Growth
-$2.6B
(-5.1%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-3.41%
Top 10 Holdings %
Top 10 Hldgs %
49.47%
Holding
5,442
New
1,250
Increased
971
Reduced
1,105
Closed
751
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Caterpillar
CAT
|
+$62.5M |
| 2 |
EBIX
Ebix Inc
EBIX
|
+$59M |
| 3 |
B
Barrick Mining
B
|
+$39.5M |
| 4 |
ACI Worldwide
ACIW
|
+$33M |
| 5 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$30.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$369M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$334M |
| 3 |
General Motors
GM
|
+$152M |
| 4 |
Meta Platforms (Facebook)
META
|
+$102M |
| 5 |
Citigroup
C
|
+$84M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 96.58% |
| 2 | Consumer Staples | 0.62% |
| 3 | Consumer Discretionary | 0.57% |
| 4 | Technology | 0.55% |
| 5 | Industrials | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
VIAB
276
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $16.6M | 0.03% |
355,500
+76,800
| +28% | +$3.24M |
|
277
CALL
Honeywell
HON
$65B
| $16.6M | 0.03% |
146,788
-44,390
| -23% | -$4.9M |
|
278
ProShares Short VIX Short-Term Futures ETF
SVXY
$255M
| $16.5M | 0.03% |
116,634
+116,633
| +11,663,300% | +$14.5M |
|
279
PUT
Kohl's
KSS
$1.99B
| $16.4M | 0.03% |
412,800
+405,600
| +5,633% | +$16.6M |
|
280
PUT
Lockheed Martin
LMT
$121B
| $16.4M | 0.03% |
61,200
-37,500
| -38% | -$9.82M |
|
281
CALL
Corning
GLW
$145B
| $16.3M | 0.03% |
603,000
+242,300
| +67% | +$6.45M |
|
|
SRG
282
PUT
Seritage Growth Properties
SRG
$108M
| $16.2M | 0.03% |
375,000
| – | – |
|
283
XPO
XPO
$21.6B
| $16.1M | 0.03% |
973,830
-930,474
| -49% | -$15.2M |
|
284
PUT
United Parcel Service
UPS
$84.4B
| $16.1M | 0.03% |
150,200
+76,000
| +102% | +$8.3M |
|
285
CALL
Adobe
ADBE
$101B
| $16M | 0.03% |
123,300
+121,300
| +6,065% | +$14.2M |
|
286
PUT
Prudential Financial
PRU
$40.6B
| $16M | 0.03% |
149,900
+19,600
| +15% | +$2.12M |
|
287
PUT
Merck
MRK
$364B
| $15.9M | 0.03% |
262,000
-920,039
| -78% | -$55.8M |
|
288
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$299M
| $15.8M | 0.03% |
610,600
+598,100
| +4,785% | +$15.6M |
|
|
AGN
289
PUT
DELISTED
Allergan plc
AGN
| $15.8M | 0.03% |
66,200
-5,635,400
| -99% | -$1.31B |
|
|
GOLD
290
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $15.7M | 0.03% |
180,400
+146,500
| +432% | +$12.8M |
|
291
CALL
iShares US Real Estate ETF
IYR
$4.27B
| $15.4M | 0.03% |
196,600
+104,500
| +113% | +$8.16M |
|
292
Micron Technology
MU
$1.16T
| $15.3M | 0.03% |
+528,753
| New | +$12.9M |
|
293
PUT
VF Corp
VFC
$5.08B
| $15.2M | 0.03% |
+294,386
| New | +$14.5M |
|
294
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
| $15.2M | 0.03% |
300,000
-1,810,800
| -86% | -$92.3M |
|
295
CALL
eBay
EBAY
$46.1B
| $15.2M | 0.03% |
451,700
-21,600
| -5% | -$702K |
|
296
Constellation Brands
STZ
$20.8B
| $15.1M | 0.03% |
+93,373
| New | +$14.6M |
|
297
Leidos
LDOS
$16.1B
| $14.9M | 0.03% |
+291,312
| New | +$15M |
|
298
PUT
Cognizant
CTSH
$26.2B
| $14.7M | 0.03% |
246,900
+227,500
| +1,173% | +$13.1M |
|
299
Alphabet (Google) Class C
GOOG
$4.02T
| $14.6M | 0.03% |
+351,240
| New | +$14.4M |
|
|
ELLI
300
CALL
DELISTED
Ellie Mae Inc
ELLI
| $14.5M | 0.03% |
+144,600
| New | +$13.3M |
|
Similar funds
TI
Parallax Volatility Advisers's Q1 2017 Portfolio in Review
As of Q1 2017, Parallax Volatility Advisers held 5,442 positions worth $48.5B, down 5.1% from $51.1B the previous quarter. Its ten largest holdings account for 49% of the portfolio.
Parallax Volatility Advisers withdrew a net $1.66B in Q1 2017, closing 751 positions and reducing 1,105 holdings. Its most notable exit was Bank of America, an estimated $72.1M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Staples and Consumer Discretionary.
Against the trend, Parallax Volatility Advisers opened a new position in Barrick Mining worth $40.6M.
- Parallax Volatility Advisers's largest Q1 2017 buy was Barrick Mining: 2,139,443 shares worth $40.6M.
- Parallax Volatility Advisers added most to Caterpillar in Q1 2017, an estimated $62.5M increase.
- Parallax Volatility Advisers's biggest Q1 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $369M.
- Parallax Volatility Advisers fully exited Bank of America in Q1 2017, selling an estimated $72.1M.
- Parallax Volatility Advisers's ten largest holdings make up 49% of its $48.5B portfolio in Q1 2017.
- Parallax Volatility Advisers opened 1,250 new positions and closed 751 in Q1 2017.
- Parallax Volatility Advisers's portfolio value fell 5.1% quarter-over-quarter to $48.5B.
Based on Parallax Volatility Advisers's 13F filing for Q1 2017, filed 15 May 2017.