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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 | |
|---|---|---|---|---|---|---|
76
PUT
IBM
IBM
$209B
| $85.4M | 0.18% |
512,854
+185,665
| +57% | +$31.1M |
|
77
CALL
United Parcel Service
UPS
$89.5B
| $84.9M | 0.18% |
790,900
-181,200
| -19% | -$19.8M |
|
78
CALL
Cisco
CSCO
$448B
| $83.3M | 0.17% |
2,464,800
-2,442,600
| -50% | -$79.2M |
|
|
79
PUT
Cisco
CSCO
$448B
| $82.6M | 0.17% |
2,443,500
+89,400
| +4% | +$2.9M |
|
80
CALL
Alphabet (Google) Class C
GOOG
$4.08T
| $80.5M | 0.17% |
1,942,000
-1,748,000
| -47% | -$71.7M |
|
81
CALL
Ford
F
$59.3B
| $79.6M | 0.16% |
6,842,200
+2,836,000
| +71% | +$35.2M |
|
82
PUT
United Rentals
URI
$66.5B
| $77.9M | 0.16% |
623,000
+177,400
| +40% | +$21.6M |
|
83
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $77.8M | 0.16% |
+752,000
| New | +$77.8M |
|
84
iShares Russell 2000 ETF
IWM
$80.2B
| $76.9M | 0.16% |
559,639
-469,167
| -46% | -$64.1M |
|
85
Blackstone
BX
$102B
| $75.6M | 0.16% |
2,546,406
+311,089
| +14% | +$9.36M |
|
86
PUT
Mondelez International
MDLZ
$80.5B
| $72.7M | 0.15% |
1,688,700
+402,900
| +31% | +$17.9M |
|
87
PUT
Netflix
NFLX
$305B
| $72.6M | 0.15% |
4,909,000
-4,599,000
| -48% | -$64.5M |
|
88
CALL
3M
MMM
$90.8B
| $71.4M | 0.15% |
446,467
-416,806
| -48% | -$63.9M |
|
89
CALL
HCA Healthcare
HCA
$85.7B
| $71.4M | 0.15% |
802,300
+122,400
| +18% | +$10.2M |
|
90
PUT
Costco
COST
$423B
| $70.2M | 0.14% |
418,500
-136,400
| -25% | -$22.9M |
|
91
CALL
McDonald's
MCD
$191B
| $69.2M | 0.14% |
534,000
+103,500
| +24% | +$13M |
|
92
PUT
Baidu
BIDU
$36.5B
| $68.9M | 0.14% |
399,400
+87,500
| +28% | +$15.4M |
|
93
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.59B
| $68.9M | 0.14% |
460,100
+259,425
| +129% | +$40.4M |
|
94
CALL
MetLife
MET
$62.5B
| $68.8M | 0.14% |
1,461,517
+1,271,338
| +668% | +$60.6M |
|
95
CALL
American Airlines Group
AAL
$10.2B
| $68M | 0.14% |
1,608,200
+48,600
| +3% | +$2.2M |
|
96
CALL
Merck
MRK
$321B
| $65.1M | 0.13% |
1,073,571
+705,409
| +192% | +$42.8M |
|
97
PUT
General Dynamics
GD
$103B
| $64.5M | 0.13% |
344,600
+294,300
| +585% | +$54.4M |
|
|
98
CALL
Caterpillar
CAT
$373B
| $64.2M | 0.13% |
691,700
-180,300
| -21% | -$17.1M |
|
|
99
Caterpillar
CAT
$373B
| $63.5M | 0.13% |
684,948
+660,227
| +2,671% | +$62.5M |
|
100
CALL
Visa
V
$673B
| $62.7M | 0.13% |
705,000
+504,600
| +252% | +$43.4M |
|
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.