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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 | |
|---|---|---|---|---|---|---|
651
CALL
Chevron
CVX
$419B
| $3.88M | 0.01% |
36,100
-228,800
| -86% | -$25.7M |
|
|
GG
652
DELISTED
Goldcorp Inc
GG
| $3.86M | 0.01% |
264,470
-299,535
| -53% | -$4.68M |
|
653
PUT
APA Corp
APA
$15.7B
| $3.82M | 0.01% |
74,400
-74,000
| -50% | -$4.16M |
|
654
State Street SPDR S&P Biotech ETF
XBI
$11.1B
| $3.82M | 0.01% |
55,073
-308,928
| -85% | -$20.7M |
|
655
CALL
Royal Bank of Canada
RY
$286B
| $3.79M | 0.01% |
52,000
+33,100
| +175% | +$2.4M |
|
656
PUT
Tyson Foods
TSN
$18.2B
| $3.76M | 0.01% |
60,900
-243,000
| -80% | -$15.3M |
|
657
CALL
O-I Glass
OI
$1.02B
| $3.75M | 0.01% |
184,000
+106,400
| +137% | +$2.08M |
|
|
FITB
658
PUT
Fifth Third Bancorp
FITB
$49.1B
| $3.75M | 0.01% |
147,600
+96,000
| +186% | +$2.56M |
|
659
Ashland
ASH
$3.29B
| $3.73M | 0.01% |
61,649
+60,874
| +7,855% | +$3.53M |
|
|
CELG
660
CALL
DELISTED
Celgene Corp
CELG
| $3.73M | 0.01% |
30,000
-1,600
| -5% | -$191K |
|
|
RDS.A
661
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $3.69M | 0.01% |
71,195
-35,448
| -33% | -$1.85M |
|
662
SS&C Technologies
SSNC
$18.6B
| $3.66M | 0.01% |
+103,382
| New | +$3.48M |
|
663
CALL
Jazz Pharmaceuticals
JAZZ
$15.7B
| $3.63M | 0.01% |
+25,000
| New | +$3.26M |
|
|
664
PUT
Jazz Pharmaceuticals
JAZZ
$15.7B
| $3.63M | 0.01% |
25,000
+12,500
| +100% | +$1.63M |
|
665
PUT
Rockwell Automation
ROK
$47.3B
| $3.63M | 0.01% |
23,300
+15,000
| +181% | +$2.24M |
|
666
PUT
NOV
NOV
$7.67B
| $3.62M | 0.01% |
90,300
+20,300
| +29% | +$791K |
|
667
CALL
NVIDIA
NVDA
$5.4T
| $3.62M | 0.01% |
1,328,000
-2,672,000
| -67% | -$7.11M |
|
668
CME Group
CME
$98.8B
| $3.56M | 0.01% |
30,000
| – | – |
|
|
GPOR
669
PUT
DELISTED
Gulfport Energy Corp.
GPOR
| $3.56M | 0.01% |
207,100
+197,500
| +2,057% | +$3.79M |
|
670
CALL
TransDigm Group
TDG
$62.2B
| $3.54M | 0.01% |
+16,100
| New | +$3.84M |
|
671
PUT
General Mills
GIS
$19.8B
| $3.54M | 0.01% |
59,900
-2,700
| -4% | -$165K |
|
672
PUT
ConocoPhillips
COP
$164B
| $3.53M | 0.01% |
70,700
-255,500
| -78% | -$12.3M |
|
|
673
CALL
NOV
NOV
$7.67B
| $3.52M | 0.01% |
87,900
+8,500
| +11% | +$331K |
|
674
PUT
T-Mobile US
TMUS
$190B
| $3.51M | 0.01% |
+54,400
| New | +$3.34M |
|
675
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.83B
| $3.51M | 0.01% |
31,667
| – | – |
|
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.