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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 | |
|---|---|---|---|---|---|---|
301
CALL
PNC Financial Services
PNC
$99.2B
| $14.4M | 0.03% |
119,900
-37,300
| -24% | -$4.57M |
|
302
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
| $14.4M | 0.03% |
101,900
-240,200
| -70% | -$29.8M |
|
303
CALL
Colgate-Palmolive
CL
$73.3B
| $14.4M | 0.03% |
196,500
+97,000
| +97% | +$6.79M |
|
|
SCHW
304
CALL
Charles Schwab
SCHW
$181B
| $14.3M | 0.03% |
350,600
-113,700
| -24% | -$4.69M |
|
305
PUT
Norfolk Southern
NSC
$75B
| $14.3M | 0.03% |
127,700
+43,100
| +51% | +$5.04M |
|
|
X
306
CALL
DELISTED
US Steel
X
| $14.3M | 0.03% |
421,900
-161,100
| -28% | -$5.73M |
|
|
TWTR
307
DELISTED
Twitter, Inc.
TWTR
| $14.2M | 0.03% |
950,824
+856,784
| +911% | +$13.9M |
|
308
PUT
Philip Morris
PM
$299B
| $14.1M | 0.03% |
125,200
+23,600
| +23% | +$2.43M |
|
|
309
CALL
Philip Morris
PM
$299B
| $14.1M | 0.03% |
125,000
-66,300
| -35% | -$6.84M |
|
|
WBA
310
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $14.1M | 0.03% |
169,800
-280,400
| -62% | -$23.5M |
|
311
CALL
Eversource Energy
ES
$27.8B
| $14.1M | 0.03% |
239,200
-1,500
| -0.6% | -$85.3K |
|
312
PUT
Valero Energy
VLO
$92.6B
| $14M | 0.03% |
211,300
+210,400
| +23,378% | +$14.1M |
|
313
Trip.com Group
TCOM
$29.3B
| $14M | 0.03% |
284,838
+149,844
| +111% | +$6.87M |
|
314
CALL
Align Technology
ALGN
$12.4B
| $14M | 0.03% |
+122,000
| New | +$12.3M |
|
|
CIT
315
DELISTED
CIT Group Inc.
CIT
| $13.9M | 0.03% |
323,595
+287,316
| +792% | +$12.2M |
|
316
PUT
HCA Healthcare
HCA
$85.7B
| $13.7M | 0.03% |
153,400
+128,400
| +514% | +$10.7M |
|
317
PUT
Boeing
BA
$175B
| $13.6M | 0.03% |
77,100
-217,100
| -74% | -$37M |
|
|
SEE
318
CALL
DELISTED
Sealed Air
SEE
| $13.6M | 0.03% |
311,300
+306,400
| +6,253% | +$14.4M |
|
|
X
319
PUT
DELISTED
US Steel
X
| $13.4M | 0.03% |
395,800
-751,100
| -65% | -$26.7M |
|
320
CALL
Medtronic
MDT
$110B
| $13.3M | 0.03% |
165,600
-34,400
| -17% | -$2.69M |
|
321
CALL
Prudential Financial
PRU
$42.6B
| $13.2M | 0.03% |
123,900
-1,000
| -0.8% | -$108K |
|
322
CALL
Vale
VALE
$63.8B
| $13.2M | 0.03% |
1,389,000
+1,307,800
| +1,611% | +$13M |
|
323
CALL
VanEck Semiconductor ETF
SMH
$65B
| $13.2M | 0.03% |
+330,000
| New | +$12.6M |
|
324
PUT
Deutsche Bank
DB
$69.6B
| $13.1M | 0.03% |
765,000
+553,656
| +262% | +$9.59M |
|
|
CIT
325
CALL
DELISTED
CIT Group Inc.
CIT
| $13.1M | 0.03% |
305,500
-169,200
| -36% | -$7.17M |
|
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.