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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$48.5B
AUM Growth
-$2.6B
(-5.1%)
Cap. Flow
-$5.66B
Cap. Flow
% of AUM
-11.68%
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 | Consumer Staples | 0.62% |
| 2 | Technology | 0.55% |
| 3 | Consumer Discretionary | 0.52% |
| 4 | Industrials | 0.47% |
| 5 | Financials | 0.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
GGP
701
DELISTED
GGP Inc.
GGP
| $3.29M | 0.01% |
+141,745
| New | +$3.47M |
|
702
PUT
Vertex Pharmaceuticals
VRTX
$121B
| $3.28M | 0.01% |
+30,000
| New | +$2.64M |
|
|
SSRI
703
CALL
DELISTED
Silver Standard Resources
SSRI
| $3.27M | 0.01% |
308,000
+233,000
| +311% | +$2.47M |
|
|
JWN
704
PUT
DELISTED
Nordstrom
JWN
| $3.27M | 0.01% |
70,100
+50,300
| +254% | +$2.25M |
|
705
PUT
C.H. Robinson
CHRW
$17.4B
| $3.25M | 0.01% |
42,100
+4,300
| +11% | +$330K |
|
|
KSU
706
PUT
DELISTED
Kansas City Southern
KSU
| $3.25M | 0.01% |
37,900
-65,500
| -63% | -$5.61M |
|
707
CALL
Exelixis
EXEL
$13.3B
| $3.25M | 0.01% |
150,000
| – | – |
|
708
CALL
APA Corp
APA
$13.2B
| $3.25M | 0.01% |
63,100
-78,200
| -55% | -$4.4M |
|
709
CALL
Teck Resources
TECK
$29.6B
| $3.22M | 0.01% |
147,200
+138,500
| +1,592% | +$3.1M |
|
710
PUT
Seagate
STX
$194B
| $3.21M | 0.01% |
69,800
+41,000
| +142% | +$1.82M |
|
711
CALL
Darden Restaurants
DRI
$23.3B
| $3.2M | 0.01% |
38,300
+29,000
| +312% | +$2.17M |
|
|
AY
712
PUT
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $3.2M | 0.01% |
152,600
| – | – |
|
713
Axalta
AXTA
$7.66B
| $3.18M | 0.01% |
+98,718
| New | +$2.93M |
|
|
GPOR
714
DELISTED
Gulfport Energy Corp.
GPOR
| $3.16M | 0.01% |
183,878
+177,402
| +2,739% | +$3.4M |
|
715
PUT
Duke Energy
DUK
$97.8B
| $3.14M | 0.01% |
38,300
+12,200
| +47% | +$970K |
|
716
CALL
W.W. Grainger
GWW
$65.3B
| $3.12M | 0.01% |
13,400
-7,300
| -35% | -$1.8M |
|
717
CALL
Johnson & Johnson
JNJ
$618B
| $3.11M | 0.01% |
25,000
-130,800
| -84% | -$15.6M |
|
|
APC
718
PUT
DELISTED
Anadarko Petroleum
APC
| $3.1M | 0.01% |
50,000
-127,700
| -72% | -$8.5M |
|
719
State Street SPDR S&P Bank ETF
KBE
$1.64B
| $3.09M | 0.01% |
71,959
+64,319
| +842% | +$2.83M |
|
|
POT
720
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $3.08M | 0.01% |
180,500
-112,500
| -38% | -$2.04M |
|
721
CALL
Target
TGT
$65.6B
| $3.06M | 0.01% |
55,500
-76,100
| -58% | -$4.74M |
|
722
CALL
Tyson Foods
TSN
$20.4B
| $3.05M | 0.01% |
49,500
-118,300
| -71% | -$7.45M |
|
|
RESI
723
CALL
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $3.05M | 0.01% |
+200,000
| New | +$2.61M |
|
|
CELG
724
DELISTED
Celgene Corp
CELG
| $3.05M | 0.01% |
+24,490
| New | +$2.93M |
|
725
PUT
BP
BP
$116B
| $3.05M | 0.01% |
101,145
-44,532
| -31% | -$1.35M |
|
Similar funds
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 $5.66B 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 Consumer Staples at 0.62% of assets, up from 0.6% a quarter earlier, followed by Technology 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.