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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 | |
|---|---|---|---|---|---|---|
876
Unum
UNM
$13.6B
| $1.92M | ﹤0.01% |
+40,979
| New | +$1.92M |
|
877
Capital One
COF
$128B
| $1.92M | ﹤0.01% |
+22,145
| New | +$1.97M |
|
|
PPL
878
CALL
PPL Corp
PPL
$26.5B
| $1.9M | ﹤0.01% |
50,700
+27,200
| +116% | +$973K |
|
879
McKesson
MCK
$100B
| $1.89M | ﹤0.01% |
+12,746
| New | +$1.87M |
|
|
HDS
880
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.89M | ﹤0.01% |
45,900
-404,200
| -90% | -$17.1M |
|
|
CRC
881
CALL
DELISTED
California Resources Corporation
CRC
| $1.88M | ﹤0.01% |
125,000
-100
| -0.1% | -$1.84K |
|
|
882
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| $1.88M | ﹤0.01% |
6,000
-40,000
| -87% | -$12.4M |
|
|
ATVI
883
DELISTED
Activision Blizzard
ATVI
| $1.87M | ﹤0.01% |
+37,588
| New | +$1.65M |
|
884
ICICI Bank
IBN
$108B
| $1.87M | ﹤0.01% |
239,069
+33,552
| +16% | +$251K |
|
885
PUT
Trip.com Group
TCOM
$29.6B
| $1.87M | ﹤0.01% |
38,000
-165,800
| -81% | -$7.6M |
|
886
CALL
Wolfspeed
WOLF
$1.23B
| $1.87M | ﹤0.01% |
69,900
-2,200
| -3% | -$59.8K |
|
887
CALL
AngloGold Ashanti
AU
$40.1B
| $1.86M | ﹤0.01% |
+172,500
| New | +$2.01M |
|
888
Vanguard Real Estate ETF
VNQ
$39.2B
| $1.86M | ﹤0.01% |
22,486
+22,485
| +2,248,500% | +$1.87M |
|
889
CALL
Cirrus Logic
CRUS
$6.53B
| $1.86M | ﹤0.01% |
30,600
+21,000
| +219% | +$1.2M |
|
890
CALL
Thomson Reuters
TRI
$42.8B
| $1.85M | ﹤0.01% |
+36,967
| New | +$1.89M |
|
|
TERP
891
PUT
DELISTED
TerraForm Power, Inc
TERP
| $1.85M | ﹤0.01% |
150,000
+100,000
| +200% | +$1.21M |
|
892
PUT
Amphenol
APH
$198B
| $1.85M | ﹤0.01% |
+104,000
| New | +$1.8M |
|
893
PUT
Tenet Healthcare
THC
$20.5B
| $1.85M | ﹤0.01% |
104,500
-20,500
| -16% | -$380K |
|
894
CALL
Genuine Parts
GPC
$17.1B
| $1.85M | ﹤0.01% |
20,000
+12,000
| +150% | +$1.15M |
|
895
CALL
Range Resources
RRC
$9.38B
| $1.85M | ﹤0.01% |
63,500
-176,900
| -74% | -$5.46M |
|
896
PUT
TSMC
TSM
$2.1T
| $1.85M | ﹤0.01% |
56,200
+54,200
| +2,710% | +$1.69M |
|
|
COL
897
PUT
DELISTED
Rockwell Collins
COL
| $1.85M | ﹤0.01% |
19,000
| – | – |
|
|
NFX
898
CALL
DELISTED
Newfield Exploration
NFX
| $1.84M | ﹤0.01% |
+50,000
| New | +$1.95M |
|
899
PUT
Analog Devices
ADI
$179B
| $1.84M | ﹤0.01% |
22,400
+19,400
| +647% | +$1.52M |
|
900
CALL
KeyCorp
KEY
$24.2B
| $1.82M | ﹤0.01% |
102,500
+25,200
| +33% | +$461K |
|
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.