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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 | |
|---|---|---|---|---|---|---|
51
CALL
VanEck Gold Miners ETF
GDX
$23.5B
| $142M | 0.29% |
6,244,400
+2,740,200
| +78% | +$63.7M |
|
52
CALL
Microsoft
MSFT
$3.35T
| $142M | 0.29% |
2,155,000
-2,520,800
| -54% | -$162M |
|
53
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
| $140M | 0.29% |
3,850,000
+3,429,000
| +814% | +$119M |
|
54
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
| $139M | 0.29% |
928,900
+160,400
| +21% | +$25M |
|
55
PUT
United States Oil Fund
USO
$2.12B
| $138M | 0.28% |
1,619,900
+115,400
| +8% | +$10.2M |
|
56
PUT
Alphabet (Google) Class C
GOOG
$4.08T
| $137M | 0.28% |
3,296,000
+1,254,000
| +61% | +$51.4M |
|
57
PUT
AT&T
T
$159B
| $137M | 0.28% |
4,355,563
+1,485,263
| +52% | +$46.7M |
|
58
PUT
SPDR Gold Trust
GLD
$133B
| $132M | 0.27% |
1,112,500
+122,900
| +12% | +$14.3M |
|
|
59
PUT
Citigroup
C
$222B
| $131M | 0.27% |
2,186,500
-94,100
| -4% | -$5.57M |
|
60
PUT
Humana
HUM
$44B
| $126M | 0.26% |
613,400
+579,400
| +1,704% | +$120M |
|
|
61
PUT
VanEck Gold Miners ETF
GDX
$23.5B
| $124M | 0.26% |
5,448,700
+288,100
| +6% | +$6.7M |
|
62
CALL
GE Aerospace
GE
$368B
| $119M | 0.25% |
831,581
+331,251
| +66% | +$47.9M |
|
63
CALL
RTX Corp
RTX
$289B
| $118M | 0.24% |
1,666,225
+1,038,729
| +166% | +$72.9M |
|
64
PUT
United Parks & Resorts
PRKS
$2.15B
| $117M | 0.24% |
6,416,000
-424,700
| -6% | -$7.9M |
|
65
PUT
Amgen
AMGN
$209B
| $115M | 0.24% |
702,900
+680,300
| +3,010% | +$113M |
|
66
CALL
Walt Disney
DIS
$167B
| $113M | 0.23% |
999,900
-978,500
| -49% | -$108M |
|
67
PUT
Qualcomm
QCOM
$160B
| $108M | 0.22% |
1,881,900
+958,900
| +104% | +$55.6M |
|
68
CALL
Bank of America
BAC
$433B
| $105M | 0.22% |
4,448,500
-4,977,900
| -53% | -$118M |
|
|
69
CALL
Humana
HUM
$44B
| $103M | 0.21% |
500,000
+355,800
| +247% | +$73.6M |
|
|
AGN
70
CALL
DELISTED
Allergan plc
AGN
| $95.4M | 0.2% |
399,200
-6,345,100
| -94% | -$1.48B |
|
71
PUT
MetLife
MET
$62.5B
| $94.8M | 0.2% |
2,014,214
+1,678,175
| +499% | +$80M |
|
72
PUT
Goldman Sachs
GS
$302B
| $92.2M | 0.19% |
401,200
-1,073,800
| -73% | -$259M |
|
|
73
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| $91.1M | 0.19% |
291,600
-70,700
| -20% | -$21.9M |
|
74
PUT
Verizon
VZ
$193B
| $90M | 0.19% |
1,846,800
+1,299,600
| +238% | +$65.2M |
|
|
VXX
75
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $88.8M | 0.18% |
1,406,550
+713,187
| +103% | +$52.9M |
|
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.