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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 | |
|---|---|---|---|---|---|---|
|
SONC
351
PUT
DELISTED
Sonic Corp
SONC
| $11.3M | 0.02% |
446,800
+413,300
| +1,234% | +$10.4M |
|
352
PUT
Hartford Financial Services
HIG
$38.9B
| $11.3M | 0.02% |
+235,200
| New | +$11.4M |
|
|
EBIX
353
PUT
DELISTED
Ebix Inc
EBIX
| $11.2M | 0.02% |
183,400
+177,400
| +2,957% | +$10.5M |
|
354
CALL
Regions Financial
RF
$26.4B
| $11.2M | 0.02% |
772,600
-37,900
| -5% | -$559K |
|
355
CALL
The Mosaic Company
MOS
$7.03B
| $11.1M | 0.02% |
382,100
+153,100
| +67% | +$4.73M |
|
|
GOLD
356
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $11.1M | 0.02% |
127,400
+23,900
| +23% | +$2.09M |
|
357
CALL
Sysco
SYY
$40.8B
| $11.1M | 0.02% |
+213,200
| New | +$11.3M |
|
358
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $11M | 0.02% |
250,000
-596,000
| -70% | -$25.5M |
|
|
DD
359
CALL
DELISTED
Du Pont De Nemours E I
DD
| $11M | 0.02% |
136,600
-46,000
| -25% | -$3.57M |
|
360
PUT
Corning
GLW
$119B
| $10.9M | 0.02% |
405,000
-521,800
| -56% | -$13.9M |
|
361
CALL
Best Buy
BBY
$18.2B
| $10.9M | 0.02% |
222,400
-81,600
| -27% | -$3.65M |
|
362
Procter & Gamble
PG
$336B
| $10.9M | 0.02% |
121,354
+38,545
| +47% | +$3.42M |
|
363
CALL
DuPont de Nemours
DD
$18.5B
| $10.9M | 0.02% |
67,762
-171,931
| -72% | -$26.7M |
|
364
CALL
C.H. Robinson
CHRW
$17.4B
| $10.8M | 0.02% |
140,300
+84,800
| +153% | +$6.51M |
|
365
PUT
TransDigm Group
TDG
$70.2B
| $10.8M | 0.02% |
49,200
+48,600
| +8,100% | +$11.6M |
|
366
CALL
Rio Tinto
RIO
$158B
| $10.8M | 0.02% |
265,100
-104,500
| -28% | -$4.44M |
|
367
PUT
Las Vegas Sands
LVS
$31.7B
| $10.8M | 0.02% |
188,500
-180,900
| -49% | -$9.84M |
|
368
CALL
Occidental Petroleum
OXY
$56.8B
| $10.7M | 0.02% |
169,000
-88,600
| -34% | -$5.89M |
|
369
CALL
Masco
MAS
$14.1B
| $10.7M | 0.02% |
313,500
+311,500
| +15,575% | +$10.4M |
|
370
PUT
American Tower
AMT
$80.8B
| $10.6M | 0.02% |
87,400
-21,800
| -20% | -$2.4M |
|
371
CALL
Chemours
CC
$2.5B
| $10.6M | 0.02% |
274,100
+30,100
| +12% | +$906K |
|
|
TAHO
372
CALL
DELISTED
Tahoe Resources Inc
TAHO
| $10.6M | 0.02% |
+1,314,800
| New | +$11.3M |
|
373
AT&T
T
$159B
| $10.4M | 0.02% |
332,895
-230,051
| -41% | -$7.24M |
|
374
PUT
MBIA
MBI
$261M
| $10.4M | 0.02% |
1,225,700
+1,120,700
| +1,067% | +$11.3M |
|
375
CALL
TransUnion
TRU
$15.1B
| $10.4M | 0.02% |
+270,000
| New | +$9.49M |
|
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.