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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 | |
|---|---|---|---|---|---|---|
|
PXD
1076
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.19M | ﹤0.01% |
6,400
-6,600
| -51% | -$1.22M |
|
|
CS
1077
PUT
DELISTED
Credit Suisse Group
CS
| $1.19M | ﹤0.01% |
+80,000
| New | +$1.22M |
|
1078
Invesco CurrencyShares Japanese Yen Trust
FXY
$438M
| $1.18M | ﹤0.01% |
13,611
+13,610
| +1,361,000% | +$1.16M |
|
1079
PUT
Cboe Global Markets
CBOE
$32.5B
| $1.18M | ﹤0.01% |
14,500
+8,500
| +142% | +$665K |
|
1080
CALL
Ferrari
RACE
$69.2B
| $1.17M | ﹤0.01% |
15,800
+11,800
| +295% | +$767K |
|
1081
PUT
Viper Energy
VNOM
$8.71B
| $1.17M | ﹤0.01% |
+65,000
| New | +$1.12M |
|
1082
CALL
TripAdvisor
TRIP
$1.65B
| $1.17M | ﹤0.01% |
+27,000
| New | +$1.28M |
|
|
STI
1083
DELISTED
SunTrust Banks, Inc.
STI
| $1.17M | ﹤0.01% |
+21,071
| New | +$1.21M |
|
1084
Under Armour
UAA
$2.84B
| $1.16M | ﹤0.01% |
58,785
+41,249
| +235% | +$961K |
|
|
SAFM
1085
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $1.16M | ﹤0.01% |
11,200
+500
| +5% | +$47.2K |
|
1086
PUT
SITE Centers
SITC
$225M
| $1.16M | ﹤0.01% |
71,867
+7,761
| +12% | +$143K |
|
1087
CALL
Public Service Enterprise Group
PEG
$38.2B
| $1.15M | ﹤0.01% |
26,000
+23,900
| +1,138% | +$1.06M |
|
1088
PUT
Ciena
CIEN
$53.4B
| $1.15M | ﹤0.01% |
48,800
-18,700
| -28% | -$459K |
|
1089
CALL
FirstEnergy
FE
$28B
| $1.14M | ﹤0.01% |
35,900
-6,500
| -15% | -$201K |
|
1090
PUT
Hain Celestial
HAIN
$45M
| $1.14M | ﹤0.01% |
30,700
-29,800
| -49% | -$1.12M |
|
|
JNPR
1091
CALL
DELISTED
Juniper Networks
JNPR
| $1.14M | ﹤0.01% |
41,000
-93,200
| -69% | -$2.6M |
|
1092
Ternium
TX
$9.67B
| $1.13M | ﹤0.01% |
+43,407
| New | +$1.08M |
|
1093
CALL
Lear
LEA
$6.54B
| $1.13M | ﹤0.01% |
8,000
+4,000
| +100% | +$568K |
|
1094
CALL
Las Vegas Sands
LVS
$31.7B
| $1.13M | ﹤0.01% |
19,800
-377,400
| -95% | -$20.5M |
|
|
CRC
1095
PUT
DELISTED
California Resources Corporation
CRC
| $1.13M | ﹤0.01% |
+75,000
| New | +$1.38M |
|
1096
CALL
Automatic Data Processing
ADP
$106B
| $1.13M | ﹤0.01% |
11,000
-39,000
| -78% | -$3.98M |
|
1097
Newell Brands
NWL
$2.38B
| $1.13M | ﹤0.01% |
23,855
+21,811
| +1,067% | +$1.03M |
|
|
NUAN
1098
CALL
DELISTED
Nuance Communications, Inc.
NUAN
| $1.13M | ﹤0.01% |
+75,075
| New | +$1.07M |
|
1099
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $1.12M | ﹤0.01% |
15,100
-479,900
| -97% | -$35M |
|
1100
CALL
Kimberly-Clark
KMB
$36.3B
| $1.12M | ﹤0.01% |
8,500
-54,700
| -87% | -$6.9M |
|
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.