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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 | |
|---|---|---|---|---|---|---|
676
CALL
Tronox
TROX
$932M
| $3.51M | 0.01% |
190,000
+16,400
| +9% | +$244K |
|
677
PUT
Unum
UNM
$13.6B
| $3.49M | 0.01% |
74,400
+74,000
| +18,500% | +$3.47M |
|
|
GAP
678
CALL
The Gap Inc
GAP
$7.23B
| $3.49M | 0.01% |
143,700
+98,600
| +219% | +$2.35M |
|
679
CALL
Adient
ADNT
$1.65B
| $3.48M | 0.01% |
47,840
+47,000
| +5,595% | +$3.09M |
|
680
CALL
Ecolab
ECL
$78.1B
| $3.47M | 0.01% |
27,700
+3,700
| +15% | +$452K |
|
681
PUT
Best Buy
BBY
$18.2B
| $3.46M | 0.01% |
70,500
+30,100
| +75% | +$1.35M |
|
682
PUT
Halliburton
HAL
$26.9B
| $3.45M | 0.01% |
70,100
-143,200
| -67% | -$7.7M |
|
683
PUT
Lazard
LAZ
$4.13B
| $3.45M | 0.01% |
75,000
+69,000
| +1,150% | +$2.98M |
|
684
Liberty Global Class A
LBTYA
$3.62B
| $3.44M | 0.01% |
+96,014
| New | +$3.4M |
|
685
Costco
COST
$422B
| $3.43M | 0.01% |
+20,446
| New | +$3.43M |
|
686
CALL
XPO
XPO
$23.5B
| $3.43M | 0.01% |
207,024
+201,241
| +3,480% | +$3.29M |
|
687
CALL
Trane Technologies
TT
$100B
| $3.42M | 0.01% |
42,100
-6,000
| -12% | -$476K |
|
688
CALL
EOG Resources
EOG
$79.2B
| $3.42M | 0.01% |
35,000
-28,000
| -44% | -$2.79M |
|
|
SLCA
689
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $3.4M | 0.01% |
70,900
+17,900
| +34% | +$958K |
|
690
BHP
BHP
$215B
| $3.4M | 0.01% |
104,913
+97,213
| +1,263% | +$3.36M |
|
691
PUT
Air Products & Chemicals
APD
$65.7B
| $3.4M | 0.01% |
25,100
+10,000
| +66% | +$1.41M |
|
692
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$420M
| $3.37M | 0.01% |
+28,320
| New | +$3.67M |
|
|
CY
693
CALL
DELISTED
Cypress Semiconductor
CY
| $3.36M | 0.01% |
244,100
+237,600
| +3,655% | +$3.04M |
|
694
PUT
AngloGold Ashanti
AU
$40.1B
| $3.35M | 0.01% |
311,500
+81,500
| +35% | +$952K |
|
695
CALL
HSBC
HSBC
$365B
| $3.35M | 0.01% |
90,995
+26,568
| +41% | +$998K |
|
696
Yelp
YELP
$1.45B
| $3.35M | 0.01% |
102,458
+14,269
| +16% | +$529K |
|
697
PUT
T. Rowe Price
TROW
$23.9B
| $3.31M | 0.01% |
48,600
+3,500
| +8% | +$248K |
|
698
CALL
BP
BP
$116B
| $3.31M | 0.01% |
109,860
-340,596
| -76% | -$10.4M |
|
699
CALL
Stellantis
STLA
$21.7B
| $3.3M | 0.01% |
303,208
-14,056
| -4% | -$151K |
|
700
CALL
Dominion Energy
D
$60.8B
| $3.29M | 0.01% |
42,400
+4,200
| +11% | +$318K |
|
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.