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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 | |
|---|---|---|---|---|---|---|
|
CZR
801
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $2.43M | 0.01% |
+254,000
| New | +$2.32M |
|
802
PUT
Harley-Davidson
HOG
$2.58B
| $2.41M | 0.01% |
39,900
-54,100
| -58% | -$3.18M |
|
803
CALL
Wheaton Precious Metals
WPM
$49.5B
| $2.41M | 0.01% |
115,500
+62,600
| +118% | +$1.3M |
|
804
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
| $2.4M | 0.01% |
66,141
+66,140
| +6,614,000% | +$2.29M |
|
805
VanEck Semiconductor ETF
SMH
$65.2B
| $2.4M | 0.01% |
60,316
+52,730
| +695% | +$2.01M |
|
806
PUT
Northrop Grumman
NOC
$77.1B
| $2.4M | 0.01% |
10,100
-3,200
| -24% | -$760K |
|
807
PUT
Herbalife
HLF
$1.29B
| $2.39M | ﹤0.01% |
82,200
-1,157,800
| -93% | -$32.2M |
|
|
AY
808
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $2.39M | ﹤0.01% |
113,903
+21,323
| +23% | +$449K |
|
|
PDCO
809
PUT
DELISTED
Patterson Companies, Inc.
PDCO
| $2.38M | ﹤0.01% |
52,500
| – | – |
|
810
CALL
Golar LNG
GLNG
$5B
| $2.37M | ﹤0.01% |
84,900
+80,900
| +2,023% | +$2.16M |
|
811
CALL
GameStop
GME
$9.75B
| $2.37M | ﹤0.01% |
419,200
+243,600
| +139% | +$1.49M |
|
812
CALL
PACCAR
PCAR
$69.8B
| $2.36M | ﹤0.01% |
52,650
+8,250
| +19% | +$372K |
|
|
SEMG
813
CALL
DELISTED
SEMGROUP CORPORATION
SEMG
| $2.36M | ﹤0.01% |
65,500
-54,600
| -45% | -$2.08M |
|
814
CALL
NetEase
NTES
$85.3B
| $2.35M | ﹤0.01% |
41,500
+19,500
| +89% | +$1.05M |
|
|
ATVI
815
CALL
DELISTED
Activision Blizzard
ATVI
| $2.35M | ﹤0.01% |
47,200
-408,000
| -90% | -$17.9M |
|
|
KANG
816
PUT
DELISTED
iKang Healthcare Group, Inc.
KANG
| $2.35M | ﹤0.01% |
160,900
+160,700
| +80,350% | +$2.64M |
|
|
ESRX
817
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $2.33M | ﹤0.01% |
35,300
-72,000
| -67% | -$4.95M |
|
818
PUT
Abbott
ABT
$183B
| $2.33M | ﹤0.01% |
52,400
-7,400
| -12% | -$320K |
|
819
National Beverage
FIZZ
$2.96B
| $2.32M | ﹤0.01% |
54,932
+24,186
| +79% | +$728K |
|
820
PUT
Lam Research
LRCX
$367B
| $2.31M | ﹤0.01% |
180,000
-1,527,000
| -89% | -$18M |
|
821
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $2.31M | ﹤0.01% |
90,000
-6,754,200
| -99% | -$169M |
|
822
PUT
Vodafone
VOD
$36.3B
| $2.3M | ﹤0.01% |
87,000
+55,000
| +172% | +$1.41M |
|
823
PUT
American Water Works
AWK
$26.7B
| $2.29M | ﹤0.01% |
29,400
+20,300
| +223% | +$1.51M |
|
824
CALL
CME Group
CME
$96.3B
| $2.27M | ﹤0.01% |
19,100
+4,500
| +31% | +$541K |
|
|
FL
825
PUT
DELISTED
Foot Locker
FL
| $2.27M | ﹤0.01% |
30,300
-2,300
| -7% | -$166K |
|
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.