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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 | |
|---|---|---|---|---|---|---|
726
CALL
Deutsche Bank
DB
$69B
| $3.01M | 0.01% |
175,600
+119,152
| +211% | +$2.06M |
|
727
T-Mobile US
TMUS
$185B
| $2.98M | 0.01% |
+46,141
| New | +$2.84M |
|
728
PUT
Realty Income
O
$59.6B
| $2.96M | 0.01% |
51,394
+47,266
| +1,145% | +$2.74M |
|
729
PUT
Wheaton Precious Metals
WPM
$49.5B
| $2.96M | 0.01% |
142,200
+45,600
| +47% | +$948K |
|
|
MIC
730
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $2.95M | 0.01% |
36,600
-6,000
| -14% | -$475K |
|
731
PUT
Charter Communications
CHTR
$17.3B
| $2.95M | 0.01% |
9,000
-13,500
| -60% | -$4.3M |
|
|
JNPR
732
PUT
DELISTED
Juniper Networks
JNPR
| $2.94M | 0.01% |
105,800
+87,600
| +481% | +$2.44M |
|
733
Ares Capital
ARCC
$13.5B
| $2.93M | 0.01% |
+168,349
| New | +$2.91M |
|
734
PUT
Viatris
VTRS
$20.4B
| $2.92M | 0.01% |
+75,000
| New | +$3.02M |
|
735
CALL
Exelon
EXC
$47.2B
| $2.92M | 0.01% |
113,562
+23,974
| +27% | +$611K |
|
736
PUT
MSCI
MSCI
$41.6B
| $2.92M | 0.01% |
+30,000
| New | +$2.72M |
|
737
PUT
Vail Resorts
MTN
$5.32B
| $2.88M | 0.01% |
15,000
+3,400
| +29% | +$602K |
|
738
PUT
Accenture
ACN
$102B
| $2.88M | 0.01% |
24,000
-41,900
| -64% | -$5M |
|
|
CDK
739
PUT
DELISTED
CDK Global, Inc.
CDK
| $2.86M | 0.01% |
+44,000
| New | +$2.82M |
|
|
AVP
740
PUT
DELISTED
Avon Products, Inc.
AVP
| $2.86M | 0.01% |
+650,000
| New | +$3.24M |
|
741
PUT
United Airlines
UAL
$39.4B
| $2.85M | 0.01% |
40,300
-483,200
| -92% | -$34.9M |
|
|
KLXI
742
DELISTED
KLX Inc.
KLXI
| $2.85M | 0.01% |
+75,520
| New | +$3.05M |
|
743
Adobe
ADBE
$99.5B
| $2.84M | 0.01% |
21,856
-5,714
| -21% | -$671K |
|
744
CALL
AMN Healthcare
AMN
$1.3B
| $2.84M | 0.01% |
70,000
-200,000
| -74% | -$7.83M |
|
745
PUT
Ecolab
ECL
$78.1B
| $2.83M | 0.01% |
22,600
+10,600
| +88% | +$1.3M |
|
746
Infosys
INFY
$48.7B
| $2.83M | 0.01% |
358,478
-506,186
| -59% | -$3.77M |
|
747
Synchrony
SYF
$24.7B
| $2.82M | 0.01% |
82,323
-177,353
| -68% | -$6.36M |
|
748
PUT
Factset
FDS
$9.36B
| $2.82M | 0.01% |
17,100
+6,500
| +61% | +$1.14M |
|
749
CALL
PepsiCo
PEP
$190B
| $2.82M | 0.01% |
25,200
-459,700
| -95% | -$49.3M |
|
|
WBA
750
DELISTED
Walgreens Boots Alliance
WBA
| $2.82M | 0.01% |
33,915
-90,600
| -73% | -$7.6M |
|
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.