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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 | |
|---|---|---|---|---|---|---|
1101
CALL
Yum! Brands
YUM
$41.8B
| $1.12M | ﹤0.01% |
17,500
-87,300
| -83% | -$5.68M |
|
1102
PUT
Under Armour
UAA
$2.84B
| $1.12M | ﹤0.01% |
56,400
-286,500
| -84% | -$6.68M |
|
|
AVP
1103
DELISTED
Avon Products, Inc.
AVP
| $1.11M | ﹤0.01% |
253,135
+223,682
| +759% | +$1.12M |
|
1104
CALL
Bunge Global
BG
$20.4B
| $1.11M | ﹤0.01% |
14,000
+6,000
| +75% | +$450K |
|
|
VIAB
1105
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $1.11M | ﹤0.01% |
23,800
-450,900
| -95% | -$19M |
|
|
NFX
1106
PUT
DELISTED
Newfield Exploration
NFX
| $1.11M | ﹤0.01% |
+30,000
| New | +$1.17M |
|
1107
CALL
Consolidated Edison
ED
$40.1B
| $1.1M | ﹤0.01% |
14,200
-15,100
| -52% | -$1.14M |
|
1108
Melco Resorts & Entertainment
MLCO
$2.22B
| $1.1M | ﹤0.01% |
59,388
-70,860
| -54% | -$1.21M |
|
1109
CALL
Papa John's
PZZA
$984M
| $1.1M | ﹤0.01% |
13,700
-3,300
| -19% | -$268K |
|
1110
CALL
Dick's Sporting Goods
DKS
$17.5B
| $1.09M | ﹤0.01% |
22,500
+20,500
| +1,025% | +$1.04M |
|
1111
PUT
Chubb
CB
$135B
| $1.09M | ﹤0.01% |
8,000
+7,700
| +2,567% | +$1.04M |
|
1112
PUT
Warner Bros
WBD
$65.9B
| $1.09M | ﹤0.01% |
37,500
-250,000
| -87% | -$7.01M |
|
1113
Macy's
M
$6.53B
| $1.09M | ﹤0.01% |
+36,699
| New | +$1.13M |
|
1114
United Parcel Service
UPS
$88.6B
| $1.08M | ﹤0.01% |
+10,113
| New | +$1.1M |
|
1115
Incyte
INCY
$24.2B
| $1.08M | ﹤0.01% |
8,101
+174
| +2% | +$22.2K |
|
|
HTZ
1116
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $1.08M | ﹤0.01% |
71,017
+42,242
| +147% | +$766K |
|
1117
PUT
O'Reilly Automotive
ORLY
$72.9B
| $1.08M | ﹤0.01% |
60,000
+45,000
| +300% | +$813K |
|
1118
CALL
Ball Corp
BALL
$17.3B
| $1.08M | ﹤0.01% |
29,000
-331,400
| -92% | -$12.4M |
|
1119
PUT
ServiceNow
NOW
$115B
| $1.08M | ﹤0.01% |
61,500
+26,500
| +76% | +$462K |
|
|
MRO
1120
CALL
DELISTED
Marathon Oil Corporation
MRO
| $1.08M | ﹤0.01% |
68,100
-150,500
| -69% | -$2.47M |
|
1121
PUT
Diageo
DEO
$49B
| $1.07M | ﹤0.01% |
9,300
-23,100
| -71% | -$2.59M |
|
|
ZAYO
1122
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $1.07M | ﹤0.01% |
32,471
-23,913
| -42% | -$762K |
|
1123
PUT
Zions Bancorporation
ZION
$10.2B
| $1.07M | ﹤0.01% |
25,400
-31,600
| -55% | -$1.37M |
|
|
ENDP
1124
CALL
DELISTED
Endo International plc
ENDP
| $1.07M | ﹤0.01% |
95,600
+45,600
| +91% | +$566K |
|
|
MIC
1125
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $1.06M | ﹤0.01% |
13,200
+5,200
| +65% | +$412K |
|
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.