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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 | |
|---|---|---|---|---|---|---|
626
PUT
Hasbro
HAS
$13.3B
| $4.26M | 0.01% |
42,600
-133,600
| -76% | -$12.4M |
|
627
PUT
Dollar Tree
DLTR
$24.4B
| $4.24M | 0.01% |
+54,000
| New | +$4.15M |
|
628
PUT
Ashland
ASH
$3.33B
| $4.22M | 0.01% |
69,700
+57,640
| +478% | +$3.34M |
|
629
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $4.22M | 0.01% |
158,200
| – | – |
|
630
PUT
JD.com
JD
$44.6B
| $4.2M | 0.01% |
+135,000
| New | +$3.97M |
|
631
CALL
Factset
FDS
$9.36B
| $4.19M | 0.01% |
25,400
+13,000
| +105% | +$2.27M |
|
632
CALL
Kohl's
KSS
$2.17B
| $4.17M | 0.01% |
104,800
+70,100
| +202% | +$2.86M |
|
633
CALL
Bank OZK
OZK
$5.6B
| $4.16M | 0.01% |
+80,000
| New | +$4.3M |
|
634
CALL
Archer Daniels Midland
ADM
$38.2B
| $4.14M | 0.01% |
90,000
+33,600
| +60% | +$1.51M |
|
635
PUT
RH
RH
$3.13B
| $4.1M | 0.01% |
+88,600
| New | +$2.74M |
|
636
CALL
ConocoPhillips
COP
$147B
| $4.1M | 0.01% |
82,100
-77,900
| -49% | -$3.76M |
|
|
S
637
DELISTED
Sprint Corporation
S
| $4.09M | 0.01% |
471,191
-1,754,455
| -79% | -$15.3M |
|
638
PUT
Ulta Beauty
ULTA
$22B
| $4.08M | 0.01% |
14,300
+11,100
| +347% | +$3.04M |
|
639
CALL
Starbucks
SBUX
$120B
| $4.06M | 0.01% |
69,500
-724,900
| -91% | -$41M |
|
|
CIM
640
CALL
Chimera Investment
CIM
$1.04B
| $4.06M | 0.01% |
67,000
+66,333
| +9,945% | +$3.7M |
|
641
CALL
Starwood Property Trust
STWD
$5.92B
| $4.04M | 0.01% |
179,000
+173,400
| +3,096% | +$3.91M |
|
642
CALL
AvalonBay Communities
AVB
$26.5B
| $4.04M | 0.01% |
22,000
-1,000
| -4% | -$179K |
|
|
643
CALL
RH
RH
$3.13B
| $4.02M | 0.01% |
+87,000
| New | +$2.69M |
|
644
CALL
Gaming and Leisure Properties
GLPI
$12.7B
| $4M | 0.01% |
119,700
-42,000
| -26% | -$1.33M |
|
645
PUT
Western Digital
WDC
$188B
| $3.97M | 0.01% |
63,636
+35,588
| +127% | +$2.04M |
|
|
MON
646
CALL
DELISTED
Monsanto Co
MON
| $3.96M | 0.01% |
35,000
-195,000
| -85% | -$21.6M |
|
647
CALL
Hain Celestial
HAIN
$45M
| $3.93M | 0.01% |
105,700
-334,300
| -76% | -$12.6M |
|
648
CALL
Accenture
ACN
$102B
| $3.92M | 0.01% |
32,700
-46,500
| -59% | -$5.55M |
|
649
CALL
GSK
GSK
$104B
| $3.9M | 0.01% |
73,920
+21,920
| +42% | +$1.11M |
|
650
PUT
Phillips 66
PSX
$84.9B
| $3.88M | 0.01% |
49,000
+22,000
| +81% | +$1.77M |
|
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.