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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 | |
|---|---|---|---|---|---|---|
1276
CALL
abrdn Physical Gold Shares ETF
SGOL
$7.35B
| $787K | ﹤0.01% |
+65,000
| New | +$771K |
|
1277
Nexstar Media Group
NXST
$5.08B
| $785K | ﹤0.01% |
11,191
-8,899
| -44% | -$596K |
|
1278
PUT
SAP
SAP
$241B
| $785K | ﹤0.01% |
8,000
+6,000
| +300% | +$557K |
|
1279
PUT
S&P Global
SPGI
$123B
| $784K | ﹤0.01% |
6,000
+4,000
| +200% | +$497K |
|
1280
CALL
Lincoln National
LNC
$8.34B
| $779K | ﹤0.01% |
11,900
-3,400
| -22% | -$232K |
|
|
WFM
1281
CALL
DELISTED
Whole Foods Market Inc
WFM
| $779K | ﹤0.01% |
26,200
+1,100
| +4% | +$33.1K |
|
1282
CALL
American Water Works
AWK
$27.9B
| $778K | ﹤0.01% |
10,000
-2,000
| -17% | -$149K |
|
1283
CALL
Halozyme
HALO
$12.2B
| $778K | ﹤0.01% |
60,000
-7,500
| -11% | -$94.8K |
|
1284
CALL
AutoNation
AN
$6.92B
| $777K | ﹤0.01% |
18,400
+200
| +1% | +$9.56K |
|
|
BWLD
1285
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $777K | ﹤0.01% |
+5,084
| New | +$776K |
|
1286
MBIA
MBI
$233M
| $772K | ﹤0.01% |
+91,175
| New | +$918K |
|
1287
PUT
Raymond James Financial
RJF
$33.8B
| $771K | ﹤0.01% |
15,150
+12,150
| +405% | +$618K |
|
1288
CALL
McCormick & Company Non-Voting
MKC
$13.8B
| $770K | ﹤0.01% |
15,800
+2,400
| +18% | +$116K |
|
|
TSRO
1289
PUT
DELISTED
TESARO, Inc.
TSRO
| $769K | ﹤0.01% |
5,000
+4,000
| +400% | +$651K |
|
1290
PUT
Kraft Heinz
KHC
$29.2B
| $763K | ﹤0.01% |
8,400
-132,200
| -94% | -$11.9M |
|
1291
Abercrombie & Fitch
ANF
$6.45B
| $759K | ﹤0.01% |
+63,592
| New | +$757K |
|
1292
PUT
Ally Financial
ALLY
$12.7B
| $753K | ﹤0.01% |
37,000
+23,000
| +164% | +$488K |
|
1293
CALL
Magna International
MGA
$17.5B
| $751K | ﹤0.01% |
+17,400
| New | +$761K |
|
1294
PUT
Bank of Montreal
BMO
$120B
| $748K | ﹤0.01% |
10,000
| – | – |
|
1295
CALL
ON Semiconductor
ON
$27.6B
| $748K | ﹤0.01% |
48,300
-182,200
| -79% | -$2.64M |
|
1296
PUT
Coherent
COHR
$59.4B
| $747K | ﹤0.01% |
20,700
+20,100
| +3,350% | +$710K |
|
1297
ClearSign Technologies
CLIR
$28.7M
| $745K | ﹤0.01% |
+19,100
| New | +$690K |
|
1298
PUT
Shutterstock
SSTK
$187M
| $741K | ﹤0.01% |
17,900
+12,600
| +238% | +$601K |
|
1299
PUT
Zebra Technologies
ZBRA
$16.3B
| $739K | ﹤0.01% |
8,100
-6,000
| -43% | -$520K |
|
1300
PUT
RadNet
RDNT
$5.58B
| $738K | ﹤0.01% |
+125,000
| New | +$743K |
|
Similar funds
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.