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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
+6%
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
$48.5B
AUM Growth
-$2.6B
(-5.1%)
Cap. Flow
-$5.66B
Cap. Flow
% of AUM
-11.68%
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 | Consumer Staples | 0.62% |
| 2 | Technology | 0.55% |
| 3 | Consumer Discretionary | 0.52% |
| 4 | Industrials | 0.47% |
| 5 | Financials | 0.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
FMC
FMC
$1.48B
| $22.9M | 0.05% |
+379,427
| New | +$19.6M |
|
|
CCMP
227
CALL
DELISTED
CMC Materials, Inc. Common Stock
CCMP
| $22.5M | 0.05% |
+294,000
| New | +$20.2M |
|
228
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
| $22.5M | 0.05% |
858,200
-8,741,000
| -91% | -$227M |
|
229
CALL
LyondellBasell Industries
LYB
$19.5B
| $22.3M | 0.05% |
244,400
-252,500
| -51% | -$23M |
|
230
CALL
Amazon
AMZN
$2.53T
| $22.2M | 0.05% |
500,000
-1,830,000
| -79% | -$76.3M |
|
231
PUT
eBay
EBAY
$50.4B
| $21.4M | 0.04% |
639,000
-46,400
| -7% | -$1.51M |
|
232
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $21.4M | 0.04% |
309,200
+283,400
| +1,098% | +$19M |
|
233
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $21M | 0.04% |
101,696
+97,995
| +2,648% | +$20M |
|
234
IBM
IBM
$209B
| $20.5M | 0.04% |
+123,104
| New | +$20.6M |
|
235
CALL
iShares MSCI Australia ETF
EWA
$1.41B
| $20.4M | 0.04% |
901,200
+525,000
| +140% | +$11.4M |
|
|
GG
236
PUT
DELISTED
Goldcorp Inc
GG
| $20.4M | 0.04% |
1,396,600
+399,300
| +40% | +$6.24M |
|
237
CALL
Amgen
AMGN
$209B
| $20.3M | 0.04% |
123,800
+76,200
| +160% | +$12.7M |
|
238
PUT
Skyworks Solutions
SWKS
$9.4B
| $20.3M | 0.04% |
207,200
+167,400
| +421% | +$15.3M |
|
239
PUT
Johnson & Johnson
JNJ
$617B
| $20.3M | 0.04% |
162,700
+91,400
| +128% | +$10.9M |
|
|
VMW
240
PUT
DELISTED
VMware, Inc
VMW
| $20.3M | 0.04% |
219,900
+139,300
| +173% | +$12.3M |
|
|
HOUS
241
CALL
DELISTED
Anywhere Real Estate
HOUS
| $20.2M | 0.04% |
679,300
-1,127,100
| -62% | -$30.6M |
|
242
PUT
iShares MSCI Japan ETF
EWJ
$22.1B
| $20.1M | 0.04% |
390,000
-1,026,250
| -72% | -$52.5M |
|
243
CALL
AbbVie
ABBV
$455B
| $19.9M | 0.04% |
305,000
+181,000
| +146% | +$11.4M |
|
244
PUT
SLB Ltd
SLB
$72.6B
| $19.4M | 0.04% |
248,700
-91,700
| -27% | -$7.5M |
|
245
CALL
Lowe's Companies
LOW
$118B
| $19.3M | 0.04% |
234,900
-85,400
| -27% | -$6.54M |
|
246
CALL
Aflac
AFL
$64.8B
| $19.3M | 0.04% |
533,200
+286,000
| +116% | +$10.1M |
|
247
CALL
Wynn Resorts
WYNN
$10.5B
| $19.3M | 0.04% |
168,200
-516,300
| -75% | -$51.5M |
|
248
CALL
US Bancorp
USB
$98B
| $19.3M | 0.04% |
374,100
-90,000
| -19% | -$4.8M |
|
249
Abbott
ABT
$183B
| $19.2M | 0.04% |
431,348
-9,684
| -2% | -$419K |
|
250
PUT
Ralph Lauren
RL
$23B
| $19.1M | 0.04% |
233,500
+56,300
| +32% | +$4.65M |
|
Similar funds
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 $5.66B 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 Consumer Staples at 0.62% of assets, up from 0.6% a quarter earlier, followed by Technology 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.