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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 | |
|---|---|---|---|---|---|---|
176
PUT
HSBC
HSBC
$367B
| $31.2M | 0.06% |
845,082
+713,571
| +543% | +$26.8M |
|
177
CALL
Cummins
CMI
$87.3B
| $30.8M | 0.06% |
203,800
-100,200
| -33% | -$14.8M |
|
178
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
| $30.6M | 0.06% |
560,900
+451,300
| +412% | +$24.3M |
|
179
CALL
CSX Corp
CSX
$93B
| $30.5M | 0.06% |
1,967,700
+996,000
| +103% | +$15.2M |
|
180
CALL
Goldman Sachs
GS
$302B
| $30.5M | 0.06% |
132,800
-167,000
| -56% | -$40.3M |
|
|
X
181
DELISTED
US Steel
X
| $30.3M | 0.06% |
896,442
+410,241
| +84% | +$14.6M |
|
182
CALL
Skyworks Solutions
SWKS
$9.4B
| $29.8M | 0.06% |
303,900
+293,700
| +2,879% | +$26.8M |
|
183
PUT
GE Aerospace
GE
$368B
| $29.5M | 0.06% |
206,513
+108,588
| +111% | +$15.7M |
|
184
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $29.4M | 0.06% |
395,100
-1,651,400
| -81% | -$120M |
|
185
PUT
Booking.com
BKNG
$150B
| $29.4M | 0.06% |
412,500
+402,500
| +4,025% | +$26.6M |
|
|
186
PUT
Cummins
CMI
$87.3B
| $29.3M | 0.06% |
193,500
-129,800
| -40% | -$19.2M |
|
187
CALL
Pfizer
PFE
$142B
| $29.1M | 0.06% |
895,268
-854,899
| -49% | -$27M |
|
188
PUT
Coca-Cola
KO
$381B
| $29M | 0.06% |
683,600
-113,800
| -14% | -$4.75M |
|
189
CALL
Newmont
NEM
$101B
| $28.6M | 0.06% |
868,000
-372,900
| -30% | -$13M |
|
190
United Parks & Resorts
PRKS
$2.15B
| $28.2M | 0.06% |
1,545,542
+36,080
| +2% | +$671K |
|
191
PUT
ExxonMobil
XOM
$651B
| $28.2M | 0.06% |
343,800
-354,900
| -51% | -$29.6M |
|
192
PUT
Starbucks
SBUX
$121B
| $27.9M | 0.06% |
478,200
+77,700
| +19% | +$4.4M |
|
193
CALL
Walmart Inc
WMT
$884B
| $27.8M | 0.06% |
1,157,700
-743,400
| -39% | -$17.1M |
|
194
PUT
American International
AIG
$41.8B
| $27.5M | 0.06% |
441,000
+275,300
| +166% | +$17.7M |
|
195
PUT
iShares US Real Estate ETF
IYR
$4.69B
| $27.4M | 0.06% |
349,500
+58,300
| +20% | +$4.55M |
|
196
PUT
Freeport-McMoran
FCX
$91.2B
| $27.3M | 0.06% |
2,043,700
-163,600
| -7% | -$2.35M |
|
197
Energizer
ENR
$1.44B
| $26.5M | 0.05% |
474,957
+390,570
| +463% | +$20.6M |
|
198
PUT
Procter & Gamble
PG
$335B
| $26.3M | 0.05% |
292,500
+30,300
| +12% | +$2.69M |
|
199
CALL
Boeing
BA
$175B
| $26.2M | 0.05% |
148,300
-230,400
| -61% | -$39.2M |
|
200
PUT
RTX Corp
RTX
$289B
| $26M | 0.05% |
368,489
-213,562
| -37% | -$15M |
|
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.