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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 | |
|---|---|---|---|---|---|---|
126
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $49.1M | 0.1% |
707,700
+96,700
| +16% | +$6.49M |
|
127
CALL
Baidu
BIDU
$36.5B
| $49M | 0.1% |
284,300
+136,700
| +93% | +$24.1M |
|
128
CALL
AstraZeneca
AZN
$266B
| $48.8M | 0.1% |
+783,700
| New | +$45.6M |
|
|
129
CALL
Citigroup
C
$222B
| $47.2M | 0.1% |
788,400
-4,092,800
| -84% | -$242M |
|
130
CALL
Costco
COST
$423B
| $46.8M | 0.1% |
278,900
-331,500
| -54% | -$55.6M |
|
131
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $46.2M | 0.1% |
+223,700
| New | +$45.6M |
|
132
PUT
Ford
F
$59.3B
| $45.2M | 0.09% |
3,885,000
+2,816,700
| +264% | +$35M |
|
133
PUT
3M
MMM
$90.8B
| $45M | 0.09% |
281,419
+194,829
| +225% | +$29.9M |
|
134
CALL
American International
AIG
$41.8B
| $45M | 0.09% |
720,400
+507,300
| +238% | +$32.6M |
|
135
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
| $44.9M | 0.09% |
1,060,000
+190,000
| +22% | +$7.99M |
|
136
PUT
Tesla
TSLA
$1.22T
| $44.4M | 0.09% |
2,394,000
-1,817,550
| -43% | -$30.8M |
|
137
CALL
State Street
STT
$50.2B
| $43.8M | 0.09% |
550,600
+478,500
| +664% | +$38M |
|
138
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
| $43.6M | 0.09% |
1,200,000
+950,000
| +380% | +$33M |
|
139
PUT
Constellation Brands
STZ
$22.3B
| $43.4M | 0.09% |
267,600
+209,700
| +362% | +$32.7M |
|
140
CALL
Franco-Nevada
FNV
$42.7B
| $42.9M | 0.09% |
654,400
+499,500
| +322% | +$32.2M |
|
141
CALL
Comcast
CMCSA
$84B
| $42.9M | 0.09% |
1,140,000
-1,313,600
| -54% | -$48.7M |
|
142
CALL
Morgan Stanley
MS
$330B
| $42.2M | 0.09% |
984,300
-840,700
| -46% | -$37.3M |
|
143
CALL
FedEx
FDX
$73B
| $42.2M | 0.09% |
216,000
-55,800
| -21% | -$10.7M |
|
144
PUT
Broadcom
AVGO
$1.85T
| $41.2M | 0.09% |
1,881,000
+519,000
| +38% | +$10.7M |
|
145
CALL
America Movil
AMX
$76B
| $41.1M | 0.08% |
2,902,000
+2,402,000
| +480% | +$31.3M |
|
146
PUT
American Express
AXP
$228B
| $41M | 0.08% |
517,700
+329,800
| +176% | +$25.8M |
|
147
PUT
iShares MSCI Australia ETF
EWA
$1.41B
| $40.8M | 0.08% |
1,806,200
-2,025,000
| -53% | -$44.2M |
|
|
B
148
Barrick Mining
B
$63.2B
| $40.6M | 0.08% |
+2,139,443
| New | +$39.5M |
|
|
149
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| $40.5M | 0.08% |
129,781
+99,058
| +322% | +$30.7M |
|
150
PUT
Target
TGT
$65.6B
| $40.3M | 0.08% |
729,400
+285,800
| +64% | +$17.8M |
|
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.