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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 | |
|---|---|---|---|---|---|---|
751
CALL
Mondelez International
MDLZ
$79.5B
| $2.81M | 0.01% |
65,200
+64,000
| +5,333% | +$2.84M |
|
752
PUT
Grand Canyon Education
LOPE
$3.79B
| $2.8M | 0.01% |
+39,100
| New | +$2.43M |
|
753
Carter's
CRI
$1.42B
| $2.79M | 0.01% |
+31,024
| New | +$2.67M |
|
754
PUT
Entergy
ETR
$50.2B
| $2.78M | 0.01% |
73,200
-14,000
| -16% | -$513K |
|
755
CALL
Edison International
EIX
$28.2B
| $2.78M | 0.01% |
34,900
+2,400
| +7% | +$182K |
|
756
PUT
Texas Instruments
TXN
$252B
| $2.78M | 0.01% |
34,500
-349,900
| -91% | -$27.1M |
|
757
Altisource Portfolio Solutions
ASPS
$58.8M
| $2.76M | 0.01% |
9,375
+9,365
| +93,650% | +$2.08M |
|
|
DNKN
758
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $2.76M | 0.01% |
50,400
+48,400
| +2,420% | +$2.6M |
|
759
PUT
Bausch Health
BHC
$2.58B
| $2.75M | 0.01% |
249,000
-81,700
| -25% | -$1.12M |
|
|
SRCI
760
CALL
DELISTED
SRC Energy Inc
SRCI
| $2.74M | 0.01% |
325,000
+75,000
| +30% | +$629K |
|
|
HES
761
CALL
DELISTED
Hess
HES
| $2.74M | 0.01% |
56,900
-14,200
| -20% | -$752K |
|
|
TWTR
762
CALL
DELISTED
Twitter, Inc.
TWTR
| $2.74M | 0.01% |
183,000
-927,600
| -84% | -$15.1M |
|
|
BHI
763
PUT
DELISTED
Baker Hughes
BHI
| $2.71M | 0.01% |
45,300
+17,800
| +65% | +$1.08M |
|
764
PUT
LyondellBasell Industries
LYB
$20B
| $2.71M | 0.01% |
29,700
-215,700
| -88% | -$19.7M |
|
|
TMX
765
DELISTED
Terminix Global Holdings, Inc.
TMX
| $2.71M | 0.01% |
+96,794
| New | +$2.51M |
|
|
GRUB
766
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $2.7M | 0.01% |
41,100
-22,450
| -35% | -$1.66M |
|
767
PUT
NetEase
NTES
$85.3B
| $2.69M | 0.01% |
47,500
-2,500
| -5% | -$135K |
|
|
TFCFA
768
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $2.69M | 0.01% |
83,100
-406,800
| -83% | -$12.4M |
|
|
BMS
769
CALL
DELISTED
Bemis
BMS
| $2.67M | 0.01% |
54,700
-33,400
| -38% | -$1.64M |
|
|
ETFC
770
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $2.67M | 0.01% |
76,500
+3,700
| +5% | +$133K |
|
771
CALL
Tractor Supply
TSCO
$16.1B
| $2.64M | 0.01% |
191,500
+113,000
| +144% | +$1.65M |
|
772
CALL
Western Alliance Bancorporation
WAL
$8.79B
| $2.63M | 0.01% |
+53,500
| New | +$2.68M |
|
773
PUT
Workday
WDAY
$39.6B
| $2.63M | 0.01% |
31,500
+25,500
| +425% | +$2.12M |
|
774
PUT
Southwest Airlines
LUV
$22B
| $2.62M | 0.01% |
48,800
-146,100
| -75% | -$7.86M |
|
775
CALL
Western Digital
WDC
$188B
| $2.62M | 0.01% |
41,939
+31,620
| +306% | +$1.82M |
|
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.