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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 | |
|---|---|---|---|---|---|---|
|
KSU
776
CALL
DELISTED
Kansas City Southern
KSU
| $2.62M | 0.01% |
30,500
+15,600
| +105% | +$1.34M |
|
777
CALL
Realty Income
O
$59.6B
| $2.61M | 0.01% |
45,305
+26,729
| +144% | +$1.55M |
|
778
PUT
PNC Financial Services
PNC
$99.7B
| $2.6M | 0.01% |
21,600
-97,400
| -82% | -$11.9M |
|
779
PUT
Labcorp
LH
$25B
| $2.58M | 0.01% |
20,952
+18,624
| +800% | +$2.21M |
|
780
CALL
Lam Research
LRCX
$367B
| $2.58M | 0.01% |
+201,000
| New | +$2.36M |
|
781
CALL
Seagate
STX
$194B
| $2.57M | 0.01% |
56,000
+48,400
| +637% | +$2.15M |
|
782
Hilton Worldwide
HLT
$72.1B
| $2.57M | 0.01% |
43,979
+12,123
| +38% | +$704K |
|
783
PUT
Kinross Gold
KGC
$27.4B
| $2.56M | 0.01% |
728,500
+716,500
| +5,971% | +$2.57M |
|
784
PUT
PPG Industries
PPG
$24.6B
| $2.55M | 0.01% |
24,300
+16,300
| +204% | +$1.65M |
|
785
PUT
TotalEnergies
TTE
$195B
| $2.55M | 0.01% |
50,600
+3,500
| +7% | +$177K |
|
786
PUT
CF Industries
CF
$19.2B
| $2.54M | 0.01% |
86,700
-30,100
| -26% | -$982K |
|
787
PUT
Rio Tinto
RIO
$158B
| $2.54M | 0.01% |
62,500
-386,500
| -86% | -$16.4M |
|
788
CALL
Restaurant Brands International
QSR
$25.7B
| $2.54M | 0.01% |
45,500
-37,000
| -45% | -$1.94M |
|
789
PUT
CarMax
KMX
$8.13B
| $2.53M | 0.01% |
42,700
-7,500
| -15% | -$487K |
|
790
CALL
JB Hunt Transport Services
JBHT
$25.5B
| $2.51M | 0.01% |
+27,400
| New | +$2.65M |
|
791
PUT
Simon Property Group
SPG
$74.4B
| $2.49M | 0.01% |
+14,500
| New | +$2.59M |
|
792
Booking.com
BKNG
$149B
| $2.49M | 0.01% |
34,975
-117,150
| -77% | -$7.73M |
|
793
CALL
Park Aerospace
PKE
$737M
| $2.49M | 0.01% |
139,400
+76,700
| +122% | +$1.43M |
|
794
CALL
Hasbro
HAS
$13.2B
| $2.49M | 0.01% |
24,900
-39,700
| -61% | -$3.68M |
|
795
CALL
Tapestry
TPR
$30.8B
| $2.48M | 0.01% |
60,100
-54,700
| -48% | -$2.06M |
|
|
TERP
796
CALL
DELISTED
TerraForm Power, Inc
TERP
| $2.47M | 0.01% |
+200,000
| New | +$2.41M |
|
|
ANDV
797
CALL
DELISTED
Andeavor
ANDV
| $2.47M | 0.01% |
30,500
+22,700
| +291% | +$1.9M |
|
|
DISH
798
DELISTED
DISH Network Corp.
DISH
| $2.47M | 0.01% |
38,854
-69,319
| -64% | -$4.29M |
|
|
MDCO
799
PUT
DELISTED
Medicines Co
MDCO
| $2.44M | 0.01% |
+50,000
| New | +$2.28M |
|
800
PUT
Casey's General Stores
CASY
$32.2B
| $2.44M | 0.01% |
21,700
+7,900
| +57% | +$906K |
|
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.