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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 | |
|---|---|---|---|---|---|---|
151
PUT
NVIDIA
NVDA
$4.72T
| $39.4M | 0.08% |
14,480,000
+14,288,000
| +7,442% | +$38M |
|
|
AET
152
CALL
DELISTED
Aetna Inc
AET
| $39.2M | 0.08% |
307,500
+195,900
| +176% | +$24.6M |
|
153
PUT
US Bancorp
USB
$98B
| $39.2M | 0.08% |
760,600
+269,200
| +55% | +$14.4M |
|
154
PUT
Newmont
NEM
$101B
| $39.1M | 0.08% |
1,186,300
-24,600
| -2% | -$859K |
|
155
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $38.7M | 0.08% |
1,605,000
-250,000
| -13% | -$5.57M |
|
156
W.W. Grainger
GWW
$64B
| $38.4M | 0.08% |
165,150
+111,692
| +209% | +$27.5M |
|
157
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$419M
| $38.1M | 0.08% |
1,466,900
-2,454,800
| -63% | -$63.9M |
|
|
TRUE
158
CALL
DELISTED
TrueCar
TRUE
| $38M | 0.08% |
2,455,900
+2,311,900
| +1,605% | +$32.1M |
|
159
CALL
Palo Alto Networks
PANW
$265B
| $37.6M | 0.08% |
2,001,600
+1,916,400
| +2,249% | +$42.8M |
|
160
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
| $37M | 0.08% |
1,059,400
-1,333,600
| -56% | -$48.2M |
|
|
CATM
161
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $35.9M | 0.07% |
768,000
-330,000
| -30% | -$16.2M |
|
162
PUT
Blackstone
BX
$102B
| $35.9M | 0.07% |
1,208,500
+195,000
| +19% | +$5.87M |
|
163
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
| $35.6M | 0.07% |
546,500
-3,283,300
| -86% | -$212M |
|
164
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
| $35.3M | 0.07% |
250,000
-350,000
| -58% | -$43.4M |
|
|
165
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
| $35.1M | 0.07% |
1,005,200
-102,800
| -9% | -$3.72M |
|
166
CALL
Procter & Gamble
PG
$335B
| $34.9M | 0.07% |
388,100
+200,500
| +107% | +$17.8M |
|
|
167
ACI Worldwide
ACIW
$5.86B
| $34.8M | 0.07% |
+1,625,836
| New | +$33M |
|
|
B
168
PUT
Barrick Mining
B
$63.2B
| $34.6M | 0.07% |
1,823,400
+864,300
| +90% | +$15.9M |
|
169
PUT
Visa
V
$673B
| $34.6M | 0.07% |
389,300
+308,200
| +380% | +$26.5M |
|
170
CALL
Broadcom
AVGO
$1.85T
| $34.2M | 0.07% |
1,563,000
+869,540
| +125% | +$17.9M |
|
171
PUT
Chevron
CVX
$383B
| $33M | 0.07% |
306,900
+160,600
| +110% | +$18M |
|
172
CALL
Coca-Cola
KO
$381B
| $32.9M | 0.07% |
776,000
-372,500
| -32% | -$15.5M |
|
|
TWTR
173
PUT
DELISTED
Twitter, Inc.
TWTR
| $32.3M | 0.07% |
2,163,100
+920,200
| +74% | +$14.9M |
|
174
CALL
Micron Technology
MU
$988B
| $32.2M | 0.07% |
1,113,000
-951,300
| -46% | -$23.2M |
|
175
PUT
Union Pacific
UNP
$172B
| $32M | 0.07% |
302,000
-9,300
| -3% | -$992K |
|
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.