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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 | |
|---|---|---|---|---|---|---|
476
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.81B
| $6.9M | 0.01% |
226,900
-80,900
| -26% | -$2.61M |
|
|
SKX
477
DELISTED
Skechers
SKX
| $6.86M | 0.01% |
+249,886
| New | +$6.48M |
|
478
CALL
Dollar Tree
DLTR
$24.9B
| $6.84M | 0.01% |
87,200
+72,700
| +501% | +$5.59M |
|
479
CALL
Pacira BioSciences
PCRX
$1.03B
| $6.84M | 0.01% |
+150,000
| New | +$6.48M |
|
480
Altria Group
MO
$115B
| $6.83M | 0.01% |
95,632
+80,660
| +539% | +$5.84M |
|
|
TFCFA
481
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $6.82M | 0.01% |
210,500
-537,800
| -72% | -$16.4M |
|
482
CALL
United Rentals
URI
$67.5B
| $6.82M | 0.01% |
54,500
+5,500
| +11% | +$669K |
|
483
PUT
ICICI Bank
IBN
$109B
| $6.81M | 0.01% |
871,200
+264,000
| +43% | +$1.97M |
|
|
GRA
484
CALL
DELISTED
W.R. Grace & Co.
GRA
| $6.76M | 0.01% |
97,000
+94,600
| +3,942% | +$6.64M |
|
485
PUT
Axalta
AXTA
$7.86B
| $6.75M | 0.01% |
209,800
-2,200
| -1% | -$65.3K |
|
486
CALL
AutoZone
AZO
$49.5B
| $6.65M | 0.01% |
9,200
-800
| -8% | -$592K |
|
487
CALL
Ventas
VTR
$47.8B
| $6.63M | 0.01% |
102,000
+87,500
| +603% | +$5.45M |
|
488
PUT
Lowe's Companies
LOW
$119B
| $6.62M | 0.01% |
80,600
+41,100
| +104% | +$3.15M |
|
489
ON Semiconductor
ON
$30.9B
| $6.62M | 0.01% |
427,558
+82,311
| +24% | +$1.19M |
|
490
CALL
Salesforce
CRM
$151B
| $6.61M | 0.01% |
80,200
-567,200
| -88% | -$45.3M |
|
491
Alphabet (Google) Class A
GOOGL
$4.45T
| $6.59M | 0.01% |
155,540
+134,600
| +643% | +$5.66M |
|
492
CALL
Howmet Aerospace
HWM
$112B
| $6.58M | 0.01% |
326,000
-227,348
| -41% | -$4.47M |
|
493
CALL
Netflix
NFLX
$303B
| $6.58M | 0.01% |
445,000
-3,774,000
| -89% | -$53M |
|
494
CALL
TotalEnergies
TTE
$194B
| $6.55M | 0.01% |
130,000
+106,400
| +451% | +$5.37M |
|
495
CALL
General Dynamics
GD
$104B
| $6.55M | 0.01% |
35,000
-46,900
| -57% | -$8.67M |
|
496
CALL
Royal Caribbean
RCL
$87.5B
| $6.53M | 0.01% |
66,600
-50,500
| -43% | -$4.72M |
|
|
POT
497
DELISTED
Potash Corp Of Saskatchewan
POT
| $6.5M | 0.01% |
+380,784
| New | +$6.9M |
|
498
CALL
Southern Company
SO
$108B
| $6.5M | 0.01% |
130,600
+84,600
| +184% | +$4.18M |
|
499
PUT
Yum China
YUMC
$16.7B
| $6.46M | 0.01% |
+237,500
| New | +$6.35M |
|
500
PUT
DuPont de Nemours
DD
$18.5B
| $6.44M | 0.01% |
40,001
-51,335
| -56% | -$7.97M |
|
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.