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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 | |
|---|---|---|---|---|---|---|
201
CALL
Danaher
DHR
$138B
| $25.8M | 0.05% |
340,430
-807,987
| -70% | -$60.1M |
|
202
CALL
Home Depot
HD
$332B
| $25.8M | 0.05% |
175,700
-234,300
| -57% | -$33.2M |
|
|
VMW
203
CALL
DELISTED
VMware, Inc
VMW
| $25.4M | 0.05% |
275,700
-235,300
| -46% | -$20.7M |
|
|
SKX
204
PUT
DELISTED
Skechers
SKX
| $25.4M | 0.05% |
923,500
+885,800
| +2,350% | +$23M |
|
205
PUT
Bath & Body Works
BBWI
$4.02B
| $25.2M | 0.05% |
661,177
+543,415
| +461% | +$24.5M |
|
206
CALL
iShares MSCI Japan ETF
EWJ
$22.1B
| $25.2M | 0.05% |
488,750
-530,000
| -52% | -$27.1M |
|
207
PUT
iShares Silver Trust
SLV
$28.6B
| $25.1M | 0.05% |
1,455,000
+296,000
| +26% | +$4.9M |
|
208
PUT
Regeneron Pharmaceuticals
REGN
$77.4B
| $25M | 0.05% |
64,500
+39,500
| +158% | +$14.6M |
|
209
CALL
Norfolk Southern
NSC
$75B
| $25M | 0.05% |
222,900
+79,400
| +55% | +$9.29M |
|
210
CALL
Trip.com Group
TCOM
$29.3B
| $24.9M | 0.05% |
507,200
-402,200
| -44% | -$18.4M |
|
211
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23B
| $24.8M | 0.05% |
965,000
-544,000
| -36% | -$13.6M |
|
|
GAP
212
PUT
The Gap Inc
GAP
$7.34B
| $24.7M | 0.05% |
1,017,800
+152,400
| +18% | +$3.64M |
|
213
PUT
FedEx
FDX
$73B
| $24.6M | 0.05% |
126,100
-108,500
| -46% | -$20.7M |
|
214
PUT
Nucor
NUE
$58.5B
| $24.6M | 0.05% |
411,200
+317,900
| +341% | +$19.4M |
|
215
PUT
Walmart Inc
WMT
$884B
| $24.1M | 0.05% |
1,002,300
+227,400
| +29% | +$5.23M |
|
|
216
General Motors
GM
$80B
| $24M | 0.05% |
679,565
-4,151,546
| -86% | -$152M |
|
217
Salesforce
CRM
$148B
| $23.9M | 0.05% |
289,812
-288,514
| -50% | -$23M |
|
|
POT
218
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $23.9M | 0.05% |
1,399,500
+744,800
| +114% | +$13.5M |
|
219
PUT
Honeywell
HON
$76.7B
| $23.9M | 0.05% |
211,658
+36,199
| +21% | +$4M |
|
220
CALL
CarMax
KMX
$8.33B
| $23.7M | 0.05% |
400,700
+395,700
| +7,914% | +$25.7M |
|
|
ILG
221
DELISTED
ILG, Inc Common Stock
ILG
| $23.6M | 0.05% |
1,127,245
+583,892
| +107% | +$11M |
|
222
CALL
Oracle
ORCL
$367B
| $23.4M | 0.05% |
525,600
-1,016,100
| -66% | -$42.3M |
|
223
CALL
Nike
NKE
$62.7B
| $23.2M | 0.05% |
415,500
-68,300
| -14% | -$3.77M |
|
224
CALL
iShares Biotechnology ETF
IBB
$9.52B
| $23M | 0.05% |
+235,500
| New | +$22.5M |
|
225
PUT
Wynn Resorts
WYNN
$10.5B
| $22.9M | 0.05% |
200,000
-239,300
| -54% | -$23.9M |
|
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.