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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 | |
|---|---|---|---|---|---|---|
1001
Akamai
AKAM
$16.7B
| $1.42M | ﹤0.01% |
23,827
+16,506
| +225% | +$1.08M |
|
1002
CALL
Ternium
TX
$9.67B
| $1.41M | ﹤0.01% |
+54,000
| New | +$1.34M |
|
1003
PUT
Weyerhaeuser
WY
$18B
| $1.41M | ﹤0.01% |
41,400
-269,600
| -87% | -$8.77M |
|
|
SC
1004
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $1.41M | ﹤0.01% |
105,500
+5,500
| +6% | +$76.3K |
|
|
KG
1005
CALL
Kestrel Group
KG
$69.4M
| $1.4M | ﹤0.01% |
+5,000
| New | +$1.65M |
|
1006
CALL
Kroger
KR
$35.4B
| $1.4M | ﹤0.01% |
47,400
-143,900
| -75% | -$4.6M |
|
|
1007
PUT
Akamai
AKAM
$16.7B
| $1.39M | ﹤0.01% |
23,300
-3,400
| -13% | -$223K |
|
|
PRTK
1008
PUT
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
| $1.39M | ﹤0.01% |
+72,300
| New | +$1.14M |
|
|
CLR
1009
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.39M | ﹤0.01% |
30,634
+1,569
| +5% | +$73.9K |
|
|
TVRD
1010
CALL
Tvardi Therapeutics
TVRD
$19.7M
| $1.38M | ﹤0.01% |
+2,083
| New | +$1.11M |
|
1011
Yum China
YUMC
$16.5B
| $1.38M | ﹤0.01% |
+50,599
| New | +$1.35M |
|
1012
CALL
Diageo
DEO
$49B
| $1.38M | ﹤0.01% |
11,900
+9,700
| +441% | +$1.09M |
|
1013
CALL
Ciena
CIEN
$53.4B
| $1.37M | ﹤0.01% |
58,200
+13,100
| +29% | +$321K |
|
|
BNY
1014
CALL
Bank of New York Mellon
BNY
$106B
| $1.36M | ﹤0.01% |
28,700
-933,300
| -97% | -$43.6M |
|
1015
PUT
ON Semiconductor
ON
$31.8B
| $1.35M | ﹤0.01% |
87,300
-141,300
| -62% | -$2.05M |
|
|
VRE
1016
PUT
DELISTED
Veris Residential
VRE
| $1.35M | ﹤0.01% |
+50,000
| New | +$1.4M |
|
1017
PUT
Incyte
INCY
$24.2B
| $1.34M | ﹤0.01% |
10,000
| – | – |
|
1018
Illinois Tool Works
ITW
$82.6B
| $1.34M | ﹤0.01% |
+10,093
| New | +$1.31M |
|
1019
PUT
Textron
TXT
$14.7B
| $1.33M | ﹤0.01% |
27,900
-3,900
| -12% | -$188K |
|
1020
PUT
Chemours
CC
$2.5B
| $1.32M | ﹤0.01% |
34,400
+33,700
| +4,814% | +$1.01M |
|
1021
Vale
VALE
$64.1B
| $1.32M | ﹤0.01% |
139,462
+94,405
| +210% | +$939K |
|
1022
PUT
PVH
PVH
$4B
| $1.32M | ﹤0.01% |
12,800
+10,800
| +540% | +$999K |
|
|
MBLY
1023
DELISTED
Mobileye N.V.
MBLY
| $1.32M | ﹤0.01% |
21,544
-231,849
| -91% | -$11.2M |
|
1024
Tapestry
TPR
$30.8B
| $1.32M | ﹤0.01% |
+31,948
| New | +$1.2M |
|
1025
PUT
Zillow
ZG
$7.94B
| $1.32M | ﹤0.01% |
39,000
-108,200
| -74% | -$3.85M |
|
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.