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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 | |
|---|---|---|---|---|---|---|
1026
CALL
Public Storage
PSA
$60.5B
| $1.31M | ﹤0.01% |
6,000
-8,400
| -58% | -$1.86M |
|
1027
CALL
PTC
PTC
$15.8B
| $1.31M | ﹤0.01% |
+25,000
| New | +$1.32M |
|
1028
PUT
L3Harris
LHX
$51.6B
| $1.31M | ﹤0.01% |
11,800
+6,200
| +111% | +$663K |
|
1029
Valero Energy
VLO
$90.1B
| $1.31M | ﹤0.01% |
+19,755
| New | +$1.32M |
|
1030
CALL
Workday
WDAY
$39.6B
| $1.31M | ﹤0.01% |
+15,700
| New | +$1.3M |
|
1031
CALL
Williams-Sonoma
WSM
$26.9B
| $1.31M | ﹤0.01% |
48,800
+10,600
| +28% | +$258K |
|
|
CHL
1032
DELISTED
China Mobile Limited
CHL
| $1.31M | ﹤0.01% |
23,668
-31,096
| -57% | -$1.74M |
|
1033
PUT
Fluor
FLR
$7.01B
| $1.3M | ﹤0.01% |
24,800
+7,300
| +42% | +$398K |
|
1034
PUT
ASML
ASML
$626B
| $1.3M | ﹤0.01% |
9,800
+2,200
| +29% | +$271K |
|
1035
PUT
Equity Residential
EQR
$24.9B
| $1.3M | ﹤0.01% |
20,900
+15,000
| +254% | +$938K |
|
|
IDTI
1036
CALL
DELISTED
Integrated Device Technology I
IDTI
| $1.3M | ﹤0.01% |
55,000
+31,300
| +132% | +$768K |
|
1037
PUT
Halozyme
HALO
$9.79B
| $1.3M | ﹤0.01% |
+100,000
| New | +$1.26M |
|
1038
CALL
KB Home
KBH
$3.37B
| $1.29M | ﹤0.01% |
65,100
-20,700
| -24% | -$362K |
|
|
KITE
1039
CALL
DELISTED
Kite Pharma, Inc.
KITE
| $1.29M | ﹤0.01% |
16,500
| – | – |
|
1040
PUT
Domino's
DPZ
$11.5B
| $1.29M | ﹤0.01% |
+7,000
| New | +$1.25M |
|
|
XLNX
1041
DELISTED
Xilinx Inc
XLNX
| $1.29M | ﹤0.01% |
+22,269
| New | +$1.31M |
|
|
STRP
1042
CALL
DELISTED
Straight Path Communications Inc.
STRP
| $1.28M | ﹤0.01% |
+35,700
| New | +$1.24M |
|
|
BHI
1043
CALL
DELISTED
Baker Hughes
BHI
| $1.28M | ﹤0.01% |
21,400
-19,200
| -47% | -$1.17M |
|
1044
Rio Tinto
RIO
$158B
| $1.28M | ﹤0.01% |
+31,437
| New | +$1.34M |
|
1045
PUT
Applied Materials
AMAT
$403B
| $1.28M | ﹤0.01% |
32,800
-184,600
| -85% | -$6.63M |
|
|
KANG
1046
DELISTED
iKang Healthcare Group, Inc.
KANG
| $1.28M | ﹤0.01% |
+87,536
| New | +$1.44M |
|
|
CMRX
1047
CALL
DELISTED
Chimerix, Inc.
CMRX
| $1.28M | ﹤0.01% |
+200,000
| New | +$1.13M |
|
|
QEP
1048
DELISTED
QEP RESOURCES, INC.
QEP
| $1.28M | ﹤0.01% |
100,396
+98,826
| +6,295% | +$1.56M |
|
1049
PUT
Lear
LEA
$6.54B
| $1.27M | ﹤0.01% |
9,000
+1,000
| +13% | +$142K |
|
1050
PUT
Lincoln National
LNC
$8.73B
| $1.27M | ﹤0.01% |
19,400
-1,200
| -6% | -$82.1K |
|
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.