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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 | |
|---|---|---|---|---|---|---|
826
PUT
Prologis
PLD
$135B
| $2.25M | ﹤0.01% |
43,400
+30,600
| +239% | +$1.56M |
|
827
CALL
D.R. Horton
DHI
$40B
| $2.23M | ﹤0.01% |
67,100
-14,900
| -18% | -$462K |
|
|
GMLP
828
PUT
DELISTED
Golar LNG Partners LP
GMLP
| $2.23M | ﹤0.01% |
+100,000
| New | +$2.3M |
|
829
PUT
BorgWarner
BWA
$13.1B
| $2.23M | ﹤0.01% |
60,662
+42,486
| +234% | +$1.55M |
|
830
Arch Capital
ACGL
$34.3B
| $2.23M | ﹤0.01% |
+70,470
| New | +$2.15M |
|
831
TransDigm Group
TDG
$70.2B
| $2.23M | ﹤0.01% |
+10,106
| New | +$2.41M |
|
832
Bath & Body Works
BBWI
$4.06B
| $2.21M | ﹤0.01% |
58,163
+13,898
| +31% | +$627K |
|
833
PUT
Tower Semiconductor
TSEM
$24.8B
| $2.19M | ﹤0.01% |
95,000
+78,000
| +459% | +$1.71M |
|
|
KATE
834
CALL
DELISTED
Kate Spade & Company
KATE
| $2.17M | ﹤0.01% |
93,700
+91,700
| +4,585% | +$1.92M |
|
835
CALL
Conagra Brands
CAG
$6.94B
| $2.14M | ﹤0.01% |
53,000
+43,000
| +430% | +$1.72M |
|
836
PUT
Lumentum
LITE
$55.5B
| $2.13M | ﹤0.01% |
+40,000
| New | +$1.76M |
|
837
Pfizer
PFE
$143B
| $2.13M | ﹤0.01% |
65,716
+34,426
| +110% | +$1.09M |
|
838
Tesla
TSLA
$1.23T
| $2.13M | ﹤0.01% |
+114,735
| New | +$1.94M |
|
839
T. Rowe Price
TROW
$23.9B
| $2.13M | ﹤0.01% |
+31,225
| New | +$2.21M |
|
840
PUT
Qorvo
QRVO
$7.99B
| $2.13M | ﹤0.01% |
31,000
+20,500
| +195% | +$1.32M |
|
841
Factset
FDS
$9.36B
| $2.12M | ﹤0.01% |
+12,864
| New | +$2.25M |
|
842
Tyson Foods
TSN
$20.4B
| $2.12M | ﹤0.01% |
34,341
-121,606
| -78% | -$7.66M |
|
843
Domino's
DPZ
$11.5B
| $2.12M | ﹤0.01% |
11,480
+10,802
| +1,593% | +$1.93M |
|
|
SRG
844
CALL
Seritage Growth Properties
SRG
$136M
| $2.11M | ﹤0.01% |
49,000
-91,000
| -65% | -$3.96M |
|
845
Tenaris
TS
$28.9B
| $2.11M | ﹤0.01% |
+61,843
| New | +$2.1M |
|
846
PUT
NNN REIT
NNN
$9.04B
| $2.1M | ﹤0.01% |
+48,200
| New | +$2.13M |
|
|
OAK
847
CALL
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $2.1M | ﹤0.01% |
46,400
+46,100
| +15,367% | +$2.01M |
|
848
PUT
Acuity Brands
AYI
$9.83B
| $2.1M | ﹤0.01% |
10,300
-5,900
| -36% | -$1.25M |
|
849
CALL
Cameco
CCJ
$37.6B
| $2.09M | ﹤0.01% |
189,000
-253,700
| -57% | -$2.89M |
|
|
CY
850
PUT
DELISTED
Cypress Semiconductor
CY
| $2.09M | ﹤0.01% |
+151,700
| New | +$1.94M |
|
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.