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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 | |
|---|---|---|---|---|---|---|
601
PUT
Lennar Class A
LEN
$19.8B
| $4.72M | 0.01% |
96,967
+21,537
| +29% | +$976K |
|
602
Kohl's
KSS
$2.17B
| $4.69M | 0.01% |
+117,899
| New | +$4.81M |
|
603
CALL
Waste Management
WM
$90.6B
| $4.66M | 0.01% |
63,900
-10,700
| -14% | -$764K |
|
604
AB InBev
BUD
$167B
| $4.62M | 0.01% |
42,125
+22,461
| +114% | +$2.41M |
|
605
PUT
VanEck Semiconductor ETF
SMH
$65.2B
| $4.62M | 0.01% |
+116,000
| New | +$4.41M |
|
|
BBBY
606
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $4.59M | 0.01% |
116,400
+90,200
| +344% | +$3.62M |
|
607
Ovintiv
OVV
$17.3B
| $4.52M | 0.01% |
77,197
+15,520
| +25% | +$930K |
|
608
CALL
PVH
PVH
$4B
| $4.5M | 0.01% |
43,500
+32,400
| +292% | +$3M |
|
609
Occidental Petroleum
OXY
$56.8B
| $4.5M | 0.01% |
70,943
-34,897
| -33% | -$2.32M |
|
610
Regeneron Pharmaceuticals
REGN
$78.5B
| $4.49M | 0.01% |
11,583
+10,723
| +1,247% | +$3.97M |
|
611
CALL
Applied Materials
AMAT
$403B
| $4.47M | 0.01% |
114,900
+97,100
| +546% | +$3.49M |
|
|
TMX
612
PUT
DELISTED
Terminix Global Holdings, Inc.
TMX
| $4.45M | 0.01% |
+159,154
| New | +$4.13M |
|
|
IPHI
613
CALL
DELISTED
INPHI CORPORATION
IPHI
| $4.39M | 0.01% |
+90,000
| New | +$4.2M |
|
614
CALL
Blackstone
BX
$102B
| $4.38M | 0.01% |
147,300
-122,500
| -45% | -$3.68M |
|
615
PUT
Ameriprise Financial
AMP
$48.3B
| $4.37M | 0.01% |
33,700
+28,200
| +513% | +$3.49M |
|
616
CALL
T-Mobile US
TMUS
$185B
| $4.36M | 0.01% |
67,500
-172,500
| -72% | -$10.6M |
|
|
AKS
617
CALL
DELISTED
AK Steel Holding Corp
AKS
| $4.36M | 0.01% |
606,000
-443,200
| -42% | -$3.79M |
|
618
PUT
Ball Corp
BALL
$17.3B
| $4.35M | 0.01% |
117,200
+61,800
| +112% | +$2.31M |
|
619
PUT
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.3M
| $4.34M | 0.01% |
5,000
| – | – |
|
620
CALL
NextEra Energy
NEE
$181B
| $4.33M | 0.01% |
134,800
+58,400
| +76% | +$1.84M |
|
|
ETFC
621
DELISTED
E*Trade Financial Corporation
ETFC
| $4.32M | 0.01% |
+123,870
| New | +$4.44M |
|
622
PUT
Crown Castle
CCI
$33.3B
| $4.28M | 0.01% |
45,300
+8,700
| +24% | +$778K |
|
623
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$420M
| $4.28M | 0.01% |
+36,000
| New | +$4.67M |
|
624
CALL
Harley-Davidson
HOG
$2.58B
| $4.27M | 0.01% |
70,500
+31,500
| +81% | +$1.85M |
|
|
FL
625
CALL
DELISTED
Foot Locker
FL
| $4.26M | 0.01% |
57,000
-59,500
| -51% | -$4.29M |
|
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.