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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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $12.7B | 26.25% |
53,996,500
+16,263,800
| +43% | +$3.78B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$784B
| $3.69B | 7.62% |
15,661,400
+5,874,100
| +60% | +$1.36B |
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.2B
| $2.81B | 5.79% |
20,403,700
-6,907,000
| -25% | -$944M |
|
4
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $761M | 1.57% |
6,300,900
+1,008,300
| +19% | +$121M |
|
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $754M | 1.55% |
19,138,000
-4,720,300
| -20% | -$179M |
|
6
CALL
iShares China Large-Cap ETF
FXI
$4.37B
| $739M | 1.52% |
19,200,100
+10,232,400
| +114% | +$385M |
|
7
CALL
Apple
AAPL
$4.9T
| $661M | 1.36% |
18,391,200
-23,760,000
| -56% | -$782M |
|
|
8
CALL
Invesco QQQ Trust
QQQ
$450B
| $637M | 1.31% |
4,812,100
+1,457,500
| +43% | +$186M |
|
9
PUT
iShares MSCI EAFE ETF
EFA
$78.5B
| $636M | 1.31% |
10,216,700
+2,388,200
| +31% | +$144M |
|
|
10
PUT
Invesco QQQ Trust
QQQ
$450B
| $569M | 1.17% |
4,296,700
+227,200
| +6% | +$29M |
|
11
CALL
SPDR Gold Trust
GLD
$133B
| $513M | 1.06% |
4,323,300
+1,262,300
| +41% | +$147M |
|
|
12
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.6B
| $503M | 1.04% |
12,774,300
+5,005,400
| +64% | +$190M |
|
|
13
PUT
iShares China Large-Cap ETF
FXI
$4.37B
| $433M | 0.89% |
11,247,200
+2,006,400
| +22% | +$75.6M |
|
|
ILG
14
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $416M | 0.86% |
19,847,200
+8,966,900
| +82% | +$169M |
|
|
15
PUT
Apple
AAPL
$4.9T
| $394M | 0.81% |
10,962,000
-42,800,400
| -80% | -$1.41B |
|
16
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $376M | 0.78% |
4,288,800
-2,765,400
| -39% | -$242M |
|
|
17
CALL
iShares Russell 2000 ETF
IWM
$80.2B
| $297M | 0.61% |
2,158,400
-3,128,600
| -59% | -$427M |
|
18
CALL
CVS Health
CVS
$134B
| $296M | 0.61% |
3,771,800
+2,734,300
| +264% | +$218M |
|
|
VXX
19
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $293M | 0.6% |
4,633,150
+1,631,931
| +54% | +$121M |
|
|
20
PUT
Caterpillar
CAT
$373B
| $280M | 0.58% |
3,018,300
+2,275,200
| +306% | +$215M |
|
|
21
PUT
CVS Health
CVS
$134B
| $254M | 0.52% |
3,239,500
+1,641,800
| +103% | +$131M |
|
|
22
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $243M | 0.5% |
2,010,000
-1,678,600
| -46% | -$201M |
|
23
CALL
AT&T
T
$159B
| $237M | 0.49% |
7,560,040
-943,482
| -11% | -$29.7M |
|
24
PUT
W.W. Grainger
GWW
$64B
| $228M | 0.47% |
979,900
+510,500
| +109% | +$126M |
|
25
PUT
JPMorgan Chase
JPM
$933B
| $222M | 0.46% |
2,523,000
+402,400
| +19% | +$35.5M |
|
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.