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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 | |
|---|---|---|---|---|---|---|
1401
PUT
iShares US Home Construction ETF
ITB
$2.19B
| $588K | ﹤0.01% |
18,400
+16,400
| +820% | +$491K |
|
1402
PUT
3D Systems Corp
DDD
$562M
| $587K | ﹤0.01% |
39,200
+25,000
| +176% | +$392K |
|
1403
Entergy
ETR
$51.2B
| $586K | ﹤0.01% |
15,436
+8,374
| +119% | +$307K |
|
1404
CALL
Zumiez
ZUMZ
$296M
| $586K | ﹤0.01% |
32,000
+30,000
| +1,500% | +$587K |
|
|
K
1405
DELISTED
Kellanova
K
| $585K | ﹤0.01% |
+8,575
| New | +$592K |
|
|
SODA
1406
DELISTED
SodaStream International Ltd
SODA
| $585K | ﹤0.01% |
+12,088
| New | +$549K |
|
1407
PUT
KeyCorp
KEY
$23.2B
| $584K | ﹤0.01% |
32,700
-150,400
| -82% | -$2.75M |
|
1408
CALL
Televisa
TV
$1.25B
| $584K | ﹤0.01% |
22,500
-27,300
| -55% | -$647K |
|
|
VISN
1409
PUT
Vistance Networks Inc
VISN
$1.48B
| $583K | ﹤0.01% |
14,000
+10,000
| +250% | +$385K |
|
1410
CALL
Cintas
CTAS
$80B
| $582K | ﹤0.01% |
18,400
-11,600
| -39% | -$343K |
|
1411
CALL
Marriott Vacations Worldwide
VAC
$3.46B
| $580K | ﹤0.01% |
5,800
+200
| +4% | +$18K |
|
|
ORAN
1412
DELISTED
Orange
ORAN
| $579K | ﹤0.01% |
+37,249
| New | +$579K |
|
|
GGP
1413
PUT
DELISTED
GGP Inc.
GGP
| $579K | ﹤0.01% |
25,000
+21,300
| +576% | +$521K |
|
1414
CALL
ArcelorMittal
MT
$58B
| $576K | ﹤0.01% |
23,000
-9,733
| -30% | -$246K |
|
1415
Autodesk
ADSK
$43.2B
| $575K | ﹤0.01% |
6,645
-582,512
| -99% | -$48.7M |
|
1416
Comcast
CMCSA
$87.3B
| $574K | ﹤0.01% |
+15,275
| New | +$567K |
|
1417
NGL Energy Partners
NGL
$2.21B
| $573K | ﹤0.01% |
+25,348
| New | +$579K |
|
1418
Vornado Realty Trust
VNO
$6.48B
| $573K | ﹤0.01% |
7,068
+3,675
| +108% | +$314K |
|
1419
CALL
Synaptics
SYNA
$3.67B
| $571K | ﹤0.01% |
+11,500
| New | +$618K |
|
1420
CALL
Petrobras
PBR
$135B
| $570K | ﹤0.01% |
58,900
+4,700
| +9% | +$48.3K |
|
1421
PUT
Jacobs Solutions
J
$16.6B
| $565K | ﹤0.01% |
12,331
+7,495
| +155% | +$354K |
|
1422
PUT
Jabil
JBL
$32.6B
| $565K | ﹤0.01% |
19,500
-2,000
| -9% | -$51.2K |
|
|
SSNI
1423
PUT
DELISTED
Silver Spring Networks, Inc.
SSNI
| $565K | ﹤0.01% |
+50,000
| New | +$614K |
|
|
RESI
1424
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $565K | ﹤0.01% |
+37,056
| New | +$483K |
|
1425
CALL
Marvell Technology
MRVL
$211B
| $563K | ﹤0.01% |
+36,800
| New | +$567K |
|
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.