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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 | |
|---|---|---|---|---|---|---|
101
PUT
Comcast
CMCSA
$84B
| $62.4M | 0.13% |
1,660,000
+1,238,000
| +293% | +$45.9M |
|
102
CALL
American Express
AXP
$228B
| $62M | 0.13% |
783,100
-4,200
| -0.5% | -$328K |
|
|
ILG
103
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $61.2M | 0.13% |
2,919,000
-162,300
| -5% | -$3.05M |
|
|
EBIX
104
DELISTED
Ebix Inc
EBIX
| $61M | 0.13% |
995,270
+992,733
| +39,130% | +$59M |
|
105
PUT
McDonald's
MCD
$191B
| $60.6M | 0.13% |
467,700
+191,100
| +69% | +$24M |
|
106
CALL
Intel
INTC
$460B
| $59.3M | 0.12% |
1,642,800
+1,420,700
| +640% | +$51.4M |
|
107
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $58.7M | 0.12% |
2,432,500
-600,000
| -20% | -$13.4M |
|
108
CALL
Qualcomm
QCOM
$160B
| $58.1M | 0.12% |
1,012,500
-858,900
| -46% | -$49.8M |
|
109
PUT
Palo Alto Networks
PANW
$265B
| $56.6M | 0.12% |
3,014,400
+2,824,800
| +1,490% | +$63.2M |
|
110
CALL
United States Oil Fund
USO
$2.12B
| $56.6M | 0.12% |
664,675
-492,063
| -43% | -$43.6M |
|
111
PUT
Delta Air Lines
DAL
$58.3B
| $56.5M | 0.12% |
1,228,300
+159,400
| +15% | +$7.78M |
|
|
AET
112
PUT
DELISTED
Aetna Inc
AET
| $54.2M | 0.11% |
425,000
+329,200
| +344% | +$41.3M |
|
113
Sprott Physical Gold and Silver Trust
CEF
$7.56B
| $53.5M | 0.11% |
4,158,543
| – | – |
|
|
114
PUT
General Motors
GM
$80B
| $53.3M | 0.11% |
1,507,500
-1,265,600
| -46% | -$46.3M |
|
|
115
CALL
Delta Air Lines
DAL
$58.3B
| $53.2M | 0.11% |
1,158,100
-127,200
| -10% | -$6.21M |
|
116
PUT
American Airlines Group
AAL
$10.2B
| $53M | 0.11% |
1,252,600
-1,190,200
| -49% | -$53.8M |
|
117
CALL
Constellation Brands
STZ
$22.3B
| $52.6M | 0.11% |
324,800
+316,500
| +3,813% | +$49.3M |
|
118
CALL
IBM
IBM
$209B
| $52.2M | 0.11% |
313,800
-311,708
| -50% | -$52.3M |
|
119
CALL
iShares Silver Trust
SLV
$28.6B
| $52.1M | 0.11% |
3,022,900
-1,561,500
| -34% | -$25.8M |
|
|
120
PUT
Intel
INTC
$460B
| $52.1M | 0.11% |
1,445,600
+14,500
| +1% | +$525K |
|
121
PUT
Kinder Morgan
KMI
$70.5B
| $51.3M | 0.11% |
2,361,800
+2,359,300
| +94,372% | +$51.6M |
|
122
CALL
Deere & Co
DE
$162B
| $50.3M | 0.1% |
462,400
-298,200
| -39% | -$32.3M |
|
123
PUT
Nike
NKE
$62.7B
| $49.9M | 0.1% |
895,800
+23,900
| +3% | +$1.32M |
|
124
CALL
ExxonMobil
XOM
$651B
| $49.7M | 0.1% |
606,400
-961,400
| -61% | -$80.3M |
|
125
PUT
Micron Technology
MU
$988B
| $49.4M | 0.1% |
1,708,600
-53,700
| -3% | -$1.31M |
|
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.