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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 | |
|---|---|---|---|---|---|---|
451
CALL
Ross Stores
ROST
$80.5B
| $7.53M | 0.02% |
114,300
+8,700
| +8% | +$581K |
|
452
PUT
lululemon athletica
LULU
$13.5B
| $7.51M | 0.02% |
144,700
+114,600
| +381% | +$7.54M |
|
453
PUT
Howmet Aerospace
HWM
$113B
| $7.43M | 0.02% |
367,989
-579,834
| -61% | -$11.4M |
|
454
CALL
Marriott International
MAR
$98.3B
| $7.42M | 0.02% |
78,800
+55,420
| +237% | +$4.81M |
|
455
PUT
McKesson
MCK
$100B
| $7.41M | 0.02% |
+50,000
| New | +$7.32M |
|
|
TSRO
456
CALL
DELISTED
TESARO, Inc.
TSRO
| $7.4M | 0.02% |
+48,100
| New | +$7.83M |
|
|
ONIT
457
CALL
Onity Group
ONIT
$309M
| $7.39M | 0.02% |
90,040
+6,793
| +8% | +$518K |
|
458
CarMax
KMX
$8.13B
| $7.37M | 0.02% |
124,511
+52,731
| +73% | +$3.43M |
|
459
Biogen
BIIB
$30B
| $7.36M | 0.02% |
26,909
-3,456
| -11% | -$977K |
|
|
MJN
460
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
| $7.31M | 0.02% |
82,100
+75,600
| +1,163% | +$6.22M |
|
461
Applied Materials
AMAT
$403B
| $7.29M | 0.02% |
187,489
+133,624
| +248% | +$4.8M |
|
462
CALL
Albemarle
ALB
$13.9B
| $7.26M | 0.02% |
+68,700
| New | +$6.69M |
|
463
CALL
American Electric Power
AEP
$69.6B
| $7.25M | 0.02% |
108,000
+58,200
| +117% | +$3.77M |
|
464
PUT
Vanguard Real Estate ETF
VNQ
$39.2B
| $7.23M | 0.01% |
+87,500
| New | +$7.26M |
|
|
CELG
465
PUT
DELISTED
Celgene Corp
CELG
| $7.21M | 0.01% |
57,900
+56,700
| +4,725% | +$6.79M |
|
466
CALL
Duke Energy
DUK
$97.8B
| $7.2M | 0.01% |
87,800
-36,800
| -30% | -$2.93M |
|
467
PUT
MGM Resorts International
MGM
$11.4B
| $7.2M | 0.01% |
262,600
-1,875,400
| -88% | -$52M |
|
468
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
| $7.17M | 0.01% |
235,700
+65,800
| +39% | +$2.12M |
|
|
SNI
469
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $7.09M | 0.01% |
+90,500
| New | +$7M |
|
470
PUT
NextEra Energy
NEE
$181B
| $7.06M | 0.01% |
220,000
+204,000
| +1,275% | +$6.41M |
|
471
Starbucks
SBUX
$120B
| $7.01M | 0.01% |
120,045
-168,786
| -58% | -$9.55M |
|
472
CALL
United States Natural Gas Fund
UNG
$456M
| $6.95M | 0.01% |
57,363
+31,594
| +123% | +$3.83M |
|
|
SPR
473
DELISTED
Spirit AeroSystems
SPR
| $6.94M | 0.01% |
119,851
-106,674
| -47% | -$6.24M |
|
474
CALL
Burlington
BURL
$23.2B
| $6.94M | 0.01% |
+71,300
| New | +$6.31M |
|
475
PUT
Digital Realty Trust
DLR
$69.7B
| $6.9M | 0.01% |
64,900
+57,400
| +765% | +$6.04M |
|
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.