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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 | |
|---|---|---|---|---|---|---|
|
SPLK
951
PUT
DELISTED
Splunk Inc
SPLK
| $1.56M | ﹤0.01% |
25,100
-6,000
| -19% | -$359K |
|
952
Mastercard
MA
$502B
| $1.56M | ﹤0.01% |
13,882
+10,780
| +348% | +$1.18M |
|
953
PUT
Marriott International
MAR
$98.3B
| $1.56M | ﹤0.01% |
16,600
+600
| +4% | +$52.1K |
|
954
CALL
Intercontinental Exchange
ICE
$85.6B
| $1.56M | ﹤0.01% |
26,000
-56,000
| -68% | -$3.28M |
|
955
Capri Holdings
CPRI
$1.83B
| $1.55M | ﹤0.01% |
40,786
+30,147
| +283% | +$1.19M |
|
956
CALL
Aurinia Pharmaceuticals
AUPH
$1.91B
| $1.55M | ﹤0.01% |
211,600
-102,500
| -33% | -$473K |
|
957
PUT
Campbell Soup
CPB
$6.55B
| $1.55M | ﹤0.01% |
27,100
-151,400
| -85% | -$9.16M |
|
958
PUT
TripAdvisor
TRIP
$1.65B
| $1.55M | ﹤0.01% |
+36,000
| New | +$1.71M |
|
|
RSX
959
CALL
DELISTED
VanEck Russia ETF
RSX
| $1.55M | ﹤0.01% |
75,000
-645,000
| -90% | -$13.6M |
|
960
CALL
SL Green Realty
SLG
$3.76B
| $1.54M | ﹤0.01% |
14,979
+6,198
| +71% | +$654K |
|
961
H&R Block
HRB
$5.58B
| $1.54M | ﹤0.01% |
66,403
+7,898
| +13% | +$177K |
|
962
CALL
Lennar Class A
LEN
$19.8B
| $1.53M | ﹤0.01% |
31,517
-21,851
| -41% | -$991K |
|
963
PUT
Abercrombie & Fitch
ANF
$4.42B
| $1.53M | ﹤0.01% |
128,300
+20,200
| +19% | +$240K |
|
964
PUT
Royal Bank of Canada
RY
$291B
| $1.53M | ﹤0.01% |
21,000
-11,400
| -35% | -$826K |
|
965
JB Hunt Transport Services
JBHT
$25.5B
| $1.53M | ﹤0.01% |
+16,645
| New | +$1.61M |
|
966
CALL
TJX Companies
TJX
$174B
| $1.52M | ﹤0.01% |
+38,400
| New | +$1.48M |
|
967
PUT
Immersion
IMMR
$251M
| $1.52M | ﹤0.01% |
175,000
| – | – |
|
|
CXO
968
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.52M | ﹤0.01% |
11,800
-21,900
| -65% | -$2.95M |
|
969
CALL
Mohawk Industries
MHK
$7.5B
| $1.51M | ﹤0.01% |
+6,600
| New | +$1.45M |
|
|
ESRX
970
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $1.51M | ﹤0.01% |
22,900
-41,800
| -65% | -$2.88M |
|
971
PepsiCo
PEP
$190B
| $1.5M | ﹤0.01% |
+13,453
| New | +$1.44M |
|
|
DCH
972
CALL
Dauch Corp
DCH
$1.34B
| $1.5M | ﹤0.01% |
80,000
-24,000
| -23% | -$479K |
|
973
PUT
Lumen
LUMN
$6.57B
| $1.5M | ﹤0.01% |
63,700
-154,700
| -71% | -$3.77M |
|
974
PUT
InterDigital
IDCC
$7.87B
| $1.5M | ﹤0.01% |
17,400
-1,300
| -7% | -$117K |
|
975
CALL
Kosmos Energy
KOS
$1.6B
| $1.5M | ﹤0.01% |
225,000
| – | – |
|
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.