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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 | |
|---|---|---|---|---|---|---|
326
Kinder Morgan
KMI
$70.5B
| $13.1M | 0.03% |
602,982
+602,147
| +72,113% | +$13.2M |
|
327
MetLife
MET
$62.5B
| $13.1M | 0.03% |
278,229
+214,138
| +334% | +$10.2M |
|
328
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $12.9M | 0.03% |
125,000
-648,700
| -84% | -$67.1M |
|
329
CALL
Element Solutions
ESI
$8.68B
| $12.8M | 0.03% |
985,000
+984,900
| +984,900% | +$12.1M |
|
|
330
PUT
Element Solutions
ESI
$8.68B
| $12.8M | 0.03% |
+985,000
| New | +$12.1M |
|
331
Ford
F
$59.3B
| $12.7M | 0.03% |
1,088,042
+1,043,811
| +2,360% | +$13M |
|
332
Stellantis
STLA
$17B
| $12.6M | 0.03% |
1,160,165
-585,427
| -34% | -$6.3M |
|
|
DD
333
PUT
DELISTED
Du Pont De Nemours E I
DD
| $12.6M | 0.03% |
156,500
-161,800
| -51% | -$12.6M |
|
334
CALL
PayPal
PYPL
$49.3B
| $12.3M | 0.03% |
286,800
+172,100
| +150% | +$7.2M |
|
335
General Mills
GIS
$19.4B
| $12.2M | 0.03% |
207,528
-116,895
| -36% | -$7.15M |
|
336
PUT
Oracle
ORCL
$367B
| $12.2M | 0.03% |
273,700
-1,575,000
| -85% | -$65.6M |
|
337
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
| $12.1M | 0.03% |
240,000
-1,025,800
| -81% | -$52.3M |
|
338
Freeport-McMoran
FCX
$91.2B
| $12.1M | 0.03% |
908,485
+737,255
| +431% | +$10.6M |
|
339
CALL
Texas Instruments
TXN
$255B
| $12.1M | 0.02% |
149,800
-133,200
| -47% | -$10.3M |
|
|
ETFC
340
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $12.1M | 0.02% |
345,400
+217,000
| +169% | +$7.78M |
|
341
CALL
Northrop Grumman
NOC
$76B
| $12M | 0.02% |
50,400
+40,600
| +414% | +$9.64M |
|
342
CALL
International Paper
IP
$22.8B
| $11.9M | 0.02% |
248,160
-11,088
| -4% | -$556K |
|
343
PUT
The Mosaic Company
MOS
$7.24B
| $11.9M | 0.02% |
406,200
+222,500
| +121% | +$6.87M |
|
344
Invesco DB US Dollar Index Bullish Fund
UUP
$419M
| $11.8M | 0.02% |
454,372
+454,371
| +45,437,100% | +$11.8M |
|
345
CALL
Under Armour
UAA
$2.91B
| $11.8M | 0.02% |
595,000
+162,400
| +38% | +$3.78M |
|
346
PUT
Infosys
INFY
$48.4B
| $11.7M | 0.02% |
1,485,000
+549,400
| +59% | +$4.09M |
|
347
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
| $11.6M | 0.02% |
213,000
+183,000
| +610% | +$10.2M |
|
348
CALL
Check Point Software Technologies
CHKP
$13.1B
| $11.5M | 0.02% |
112,000
+93,900
| +519% | +$9.2M |
|
349
PUT
Marathon Petroleum
MPC
$91.7B
| $11.5M | 0.02% |
227,300
-317,000
| -58% | -$15.8M |
|
350
Goldman Sachs
GS
$302B
| $11.4M | 0.02% |
+49,840
| New | +$12M |
|
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.