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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$48.5B
AUM Growth
-$2.6B
(-5.1%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-3.41%
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 | Miscellaneous | 96.58% |
| 2 | Consumer Staples | 0.62% |
| 3 | Consumer Discretionary | 0.57% |
| 4 | Technology | 0.55% |
| 5 | Industrials | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
CALL
Ashland
ASH
$3.29B
| $10.3M | 0.02% |
170,470
+150,030
| +734% | +$8.7M |
|
377
Delta Air Lines
DAL
$51.8B
| $10.2M | 0.02% |
222,781
-161,949
| -42% | -$7.91M |
|
378
PUT
AbbVie
ABBV
$443B
| $10.1M | 0.02% |
155,000
-36,500
| -19% | -$2.29M |
|
379
CALL
Paychex
PAYX
$40.8B
| $10M | 0.02% |
170,400
+35,800
| +27% | +$2.18M |
|
380
CALL
Welltower
WELL
$170B
| $10M | 0.02% |
141,700
+66,400
| +88% | +$4.48M |
|
381
PUT
Capital One
COF
$129B
| $10M | 0.02% |
115,500
+103,100
| +831% | +$9.19M |
|
|
LNW
382
PUT
DELISTED
Light & Wonder
LNW
| $9.94M | 0.02% |
+420,100
| New | +$8.11M |
|
383
Wells Fargo
WFC
$271B
| $9.89M | 0.02% |
177,613
-62,676
| -26% | -$3.56M |
|
384
CALL
CF Industries
CF
$20.9B
| $9.86M | 0.02% |
335,800
-508,800
| -60% | -$16.6M |
|
385
Ralph Lauren
RL
$20B
| $9.8M | 0.02% |
120,130
+30,883
| +35% | +$2.55M |
|
386
CALL
United Airlines
UAL
$34.8B
| $9.79M | 0.02% |
138,600
-283,300
| -67% | -$20.5M |
|
|
TWX
387
CALL
DELISTED
Time Warner Inc
TWX
| $9.77M | 0.02% |
100,000
+99,200
| +12,400% | +$9.6M |
|
|
TWX
388
PUT
DELISTED
Time Warner Inc
TWX
| $9.77M | 0.02% |
100,000
-134,400
| -57% | -$13M |
|
389
CALL
Lockheed Martin
LMT
$121B
| $9.77M | 0.02% |
36,500
-21,100
| -37% | -$5.53M |
|
|
DISH
390
CALL
DELISTED
DISH Network Corp.
DISH
| $9.76M | 0.02% |
153,700
+12,700
| +9% | +$785K |
|
|
P
391
CALL
DELISTED
Pandora Media Inc
P
| $9.75M | 0.02% |
825,300
+162,200
| +24% | +$2.04M |
|
|
392
CALL
Ralph Lauren
RL
$20B
| $9.7M | 0.02% |
118,800
+83,800
| +239% | +$6.92M |
|
|
ATVI
393
PUT
DELISTED
Activision Blizzard
ATVI
| $9.67M | 0.02% |
193,900
+174,200
| +884% | +$7.65M |
|
394
iShares China Large-Cap ETF
FXI
$4.12B
| $9.65M | 0.02% |
250,802
+250,801
| +25,080,100% | +$9.45M |
|
|
KATE
395
PUT
DELISTED
Kate Spade & Company
KATE
| $9.64M | 0.02% |
415,000
+57,800
| +16% | +$1.21M |
|
396
CALL
Halliburton
HAL
$30.9B
| $9.58M | 0.02% |
194,800
+23,800
| +14% | +$1.28M |
|
397
CALL
JetBlue
JBLU
$1.65B
| $9.58M | 0.02% |
464,800
-971,500
| -68% | -$19.8M |
|
398
PUT
Vale
VALE
$65.7B
| $9.56M | 0.02% |
1,006,700
-429,300
| -30% | -$4.27M |
|
399
PUT
United States Natural Gas Fund
UNG
$546M
| $9.54M | 0.02% |
78,813
+73,088
| +1,277% | +$8.85M |
|
400
CALL
Valero Energy
VLO
$112B
| $9.41M | 0.02% |
142,000
+108,700
| +326% | +$7.27M |
|
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TI
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 $1.66B 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 Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Staples 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.