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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 | |
|---|---|---|---|---|---|---|
1601
CALL
Entergy
ETR
$51.2B
| $403K | ﹤0.01% |
10,600
-49,800
| -82% | -$1.83M |
|
1602
SLB Ltd
SLB
$84.7B
| $402K | ﹤0.01% |
+5,142
| New | +$420K |
|
|
ESRX
1603
DELISTED
Express Scripts Holding Company
ESRX
| $401K | ﹤0.01% |
6,078
-3,428
| -36% | -$236K |
|
|
DB.RT
1604
CALL
DELISTED
Deutsche Bank Aktiengesellschaft
DB.RT
| $400K | ﹤0.01% |
+169,600
| New | +$386K |
|
1605
Lamar Advertising Co
LAMR
$15.1B
| $399K | ﹤0.01% |
+5,344
| New | +$401K |
|
1606
CALL
PBF Energy
PBF
$9.07B
| $399K | ﹤0.01% |
18,000
-15,000
| -45% | -$352K |
|
|
USG
1607
CALL
DELISTED
Usg
USG
| $398K | ﹤0.01% |
12,500
+10,500
| +525% | +$334K |
|
|
JKS
1608
JinkoSolar
JKS
$638M
| $396K | ﹤0.01% |
+23,890
| New | +$378K |
|
1609
PUT
Marvell Technology
MRVL
$211B
| $396K | ﹤0.01% |
25,900
+21,900
| +548% | +$337K |
|
1610
BorgWarner
BWA
$13.3B
| $392K | ﹤0.01% |
+10,668
| New | +$389K |
|
1611
CALL
Keurig Dr Pepper
KDP
$43.7B
| $392K | ﹤0.01% |
4,000
+1,900
| +90% | +$177K |
|
1612
PUT
RPM International
RPM
$12.7B
| $391K | ﹤0.01% |
7,100
+1,100
| +18% | +$58.6K |
|
1613
Advance Auto Parts
AAP
$2.62B
| $390K | ﹤0.01% |
+2,633
| New | +$423K |
|
1614
CALL
Fortinet
FTNT
$115B
| $388K | ﹤0.01% |
50,500
+30,500
| +153% | +$216K |
|
1615
Strategy Inc
MSTR
$52.7B
| $388K | ﹤0.01% |
+20,660
| New | +$400K |
|
1616
Digital Realty Trust
DLR
$70.1B
| $387K | ﹤0.01% |
+3,639
| New | +$383K |
|
1617
Dillards
DDS
$9.74B
| $386K | ﹤0.01% |
7,391
-23,087
| -76% | -$1.26M |
|
1618
New Oriental
EDU
$8.83B
| $386K | ﹤0.01% |
+6,397
| New | +$324K |
|
1619
ProShares Ultra Gold
UGL
$861M
| $385K | ﹤0.01% |
40,004
| – | – |
|
1620
PUT
Children's Place
PLCE
$56.5M
| $384K | ﹤0.01% |
3,200
+2,100
| +191% | +$221K |
|
1621
CALL
Sinclair Inc
SBGI
$980M
| $384K | ﹤0.01% |
9,500
-512,900
| -98% | -$18.9M |
|
1622
Toll Brothers
TOL
$12.4B
| $383K | ﹤0.01% |
10,598
-6,593
| -38% | -$220K |
|
1623
Semtech
SMTC
$15.3B
| $382K | ﹤0.01% |
+11,316
| New | +$380K |
|
1624
Vodafone
VOD
$39.6B
| $381K | ﹤0.01% |
14,413
-52,191
| -78% | -$1.34M |
|
1625
PUT
Wayfair
W
$13.7B
| $380K | ﹤0.01% |
+9,400
| New | +$372K |
|
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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.