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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 | |
|---|---|---|---|---|---|---|
1151
PUT
Welltower
WELL
$169B
| $1M | ﹤0.01% |
14,200
+8,100
| +133% | +$547K |
|
1152
PUT
Albemarle
ALB
$13.9B
| $1M | ﹤0.01% |
9,500
+3,500
| +58% | +$341K |
|
1153
Polaris
PII
$3.82B
| $1M | ﹤0.01% |
11,968
+11,070
| +1,233% | +$953K |
|
1154
PUT
Vornado Realty Trust
VNO
$7.41B
| $1M | ﹤0.01% |
12,370
+2,474
| +25% | +$211K |
|
1155
PUT
Papa John's
PZZA
$984M
| $1M | ﹤0.01% |
12,500
+8,500
| +213% | +$691K |
|
|
LSI
1156
DELISTED
Life Storage, Inc.
LSI
| $1M | ﹤0.01% |
18,272
+8,541
| +88% | +$478K |
|
1157
PUT
Sony
SONY
$137B
| $997K | ﹤0.01% |
148,000
-102,000
| -41% | -$636K |
|
1158
PUT
DigitalBridge
DBRG
$2.93B
| $996K | ﹤0.01% |
+19,298
| New | +$1.08M |
|
1159
KeyCorp
KEY
$24.2B
| $995K | ﹤0.01% |
55,943
+24,012
| +75% | +$439K |
|
1160
CALL
Prologis
PLD
$135B
| $992K | ﹤0.01% |
19,100
+600
| +3% | +$30.5K |
|
|
CSOD
1161
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $992K | ﹤0.01% |
+25,520
| New | +$1.05M |
|
1162
PUT
Aurinia Pharmaceuticals
AUPH
$1.91B
| $987K | ﹤0.01% |
134,400
-20,400
| -13% | -$94.2K |
|
1163
CALL
HP
HPQ
$24.9B
| $987K | ﹤0.01% |
55,200
+6,200
| +13% | +$100K |
|
1164
CALL
ICICI Bank
IBN
$108B
| $986K | ﹤0.01% |
+126,060
| New | +$941K |
|
1165
PUT
Travel + Leisure Co
TNL
$4.66B
| $986K | ﹤0.01% |
25,916
-146,854
| -85% | -$5.39M |
|
1166
PUT
Affiliated Managers Group
AMG
$9.69B
| $984K | ﹤0.01% |
+6,000
| New | +$949K |
|
1167
Humana
HUM
$43.7B
| $982K | ﹤0.01% |
4,765
-22,616
| -83% | -$4.68M |
|
1168
CALL
Lazard
LAZ
$4.13B
| $976K | ﹤0.01% |
21,200
+16,200
| +324% | +$699K |
|
1169
PUT
Cintas
CTAS
$81.9B
| $975K | ﹤0.01% |
30,800
-48,800
| -61% | -$1.44M |
|
1170
Best Buy
BBY
$18.2B
| $974K | ﹤0.01% |
19,822
-13,340
| -40% | -$596K |
|
1171
PUT
Neurocrine Biosciences
NBIX
$16.8B
| $970K | ﹤0.01% |
+22,400
| New | +$960K |
|
1172
PUT
Worthington Enterprises
WOR
$2.75B
| $969K | ﹤0.01% |
34,873
-219,781
| -86% | -$6.61M |
|
1173
PUT
iShares US Transportation ETF
IYT
$2.26B
| $968K | ﹤0.01% |
+23,600
| New | +$982K |
|
|
KOL
1174
CALL
DELISTED
VanEck Vectors Coal ETF
KOL
| $968K | ﹤0.01% |
7,000
| – | – |
|
1175
PUT
Consolidated Edison
ED
$40.1B
| $962K | ﹤0.01% |
12,400
+6,800
| +121% | +$511K |
|
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.