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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 | |
|---|---|---|---|---|---|---|
|
LEAF
1951
DELISTED
Leaf Group Ltd.
LEAF
| $201K | ﹤0.01% |
+26,735
| New | +$197K |
|
|
QVCGA
1952
PUT
DELISTED
QVC Group Inc Series A
QVCGA
| $200K | ﹤0.01% |
+206
| New | +$194K |
|
1953
CALL
Advanced Energy
AEIS
$11.4B
| $199K | ﹤0.01% |
+2,900
| New | +$179K |
|
1954
CALL
Bread Financial
BFH
$4.13B
| $199K | ﹤0.01% |
1,002
| – | – |
|
1955
Copart
CPRT
$29.7B
| $199K | ﹤0.01% |
25,656
+5,600
| +28% | +$41.2K |
|
1956
PUT
Canadian Natural Resources
CNQ
$106B
| $198K | ﹤0.01% |
12,252
-2,859
| -19% | -$43.3K |
|
1957
PUT
Universal Display
OLED
$3.67B
| $198K | ﹤0.01% |
2,300
+300
| +15% | +$21.6K |
|
1958
PUT
Unilever
UL
$135B
| $198K | ﹤0.01% |
3,556
-5,688
| -62% | -$288K |
|
1959
CALL
Vishay Intertechnology
VSH
$4.86B
| $198K | ﹤0.01% |
+12,000
| New | +$196K |
|
1960
PUT
Martin Marietta Materials
MLM
$35.7B
| $197K | ﹤0.01% |
900
-7,300
| -89% | -$1.61M |
|
1961
CALL
UFP Industries
UFPI
$4.53B
| $197K | ﹤0.01% |
6,000
| – | – |
|
1962
POSCO
PKX
$18.9B
| $196K | ﹤0.01% |
3,041
-4,380
| -59% | -$262K |
|
|
OA
1963
PUT
DELISTED
Orbital ATK, Inc.
OA
| $196K | ﹤0.01% |
2,000
-8,200
| -80% | -$758K |
|
1964
CALL
AMERISAFE
AMSF
$460M
| $195K | ﹤0.01% |
+3,000
| New | +$193K |
|
1965
PUT
Dominion Energy
D
$57.3B
| $194K | ﹤0.01% |
2,500
-1,800
| -42% | -$136K |
|
|
1966
PUT
POSCO
PKX
$18.9B
| $194K | ﹤0.01% |
3,000
-28,500
| -90% | -$1.71M |
|
1967
NatWest
NWG
$73.7B
| $193K | ﹤0.01% |
+29,493
| New | +$185K |
|
1968
PUT
Semtech
SMTC
$15.3B
| $193K | ﹤0.01% |
+5,700
| New | +$191K |
|
|
AUY
1969
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $193K | ﹤0.01% |
70,000
+14,000
| +25% | +$42.3K |
|
|
SHLX
1970
CALL
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $193K | ﹤0.01% |
6,000
| – | – |
|
1971
PUT
Expeditors International
EXPD
$24.5B
| $192K | ﹤0.01% |
3,400
-3,000
| -47% | -$165K |
|
1972
PUT
Fortinet
FTNT
$115B
| $192K | ﹤0.01% |
25,000
-5,000
| -17% | -$35.4K |
|
1973
CALL
Assurant
AIZ
$13.8B
| $191K | ﹤0.01% |
+2,000
| New | +$193K |
|
1974
3D Systems Corp
DDD
$562M
| $191K | ﹤0.01% |
12,773
-35,204
| -73% | -$552K |
|
1975
CALL
Middleby
MIDD
$4.79B
| $191K | ﹤0.01% |
1,400
-152,000
| -99% | -$20.7M |
|
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.