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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 | |
|---|---|---|---|---|---|---|
1176
PUT
Kimberly-Clark
KMB
$36.3B
| $961K | ﹤0.01% |
7,300
-8,100
| -53% | -$1.02M |
|
|
SEE
1177
PUT
DELISTED
Sealed Air
SEE
| $959K | ﹤0.01% |
22,000
-2,600
| -11% | -$122K |
|
1178
CALL
TAL Education Group
TAL
$6.93B
| $959K | ﹤0.01% |
54,000
-15,000
| -22% | -$217K |
|
1179
Teucrium Corn Fund
CORN
$176M
| $956K | ﹤0.01% |
50,212
+50,211
| +5,021,100% | +$969K |
|
1180
Toyota
TM
$224B
| $956K | ﹤0.01% |
+8,802
| New | +$1.01M |
|
1181
PUT
Barings BDC
BBDC
$864M
| $955K | ﹤0.01% |
+50,000
| New | +$959K |
|
|
RDUS
1182
PUT
DELISTED
Radius Health, Inc.
RDUS
| $955K | ﹤0.01% |
+24,700
| New | +$1.04M |
|
1183
PUT
Eastman Chemical
EMN
$8B
| $954K | ﹤0.01% |
11,800
-128,100
| -92% | -$10.1M |
|
1184
Middleby
MIDD
$6.04B
| $954K | ﹤0.01% |
6,989
-23,927
| -77% | -$3.25M |
|
1185
MSCI
MSCI
$41.6B
| $951K | ﹤0.01% |
+9,787
| New | +$887K |
|
1186
CALL
NetApp
NTAP
$35B
| $951K | ﹤0.01% |
22,700
+8,000
| +54% | +$315K |
|
|
CHK
1187
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $951K | ﹤0.01% |
800
-755
| -49% | -$917K |
|
|
CMA
1188
CALL
DELISTED
Comerica
CMA
| $946K | ﹤0.01% |
13,800
-253,700
| -95% | -$17.7M |
|
1189
PUT
Clorox
CLX
$11.6B
| $944K | ﹤0.01% |
+7,000
| New | +$907K |
|
1190
PUT
Mohawk Industries
MHK
$7.5B
| $941K | ﹤0.01% |
4,100
-8,300
| -67% | -$1.82M |
|
|
FLG
1191
PUT
Flagstar Bank National Association
FLG
$5.93B
| $933K | ﹤0.01% |
22,267
+20,767
| +1,384% | +$936K |
|
1192
PUT
Euronet Worldwide
EEFT
$2.72B
| $932K | ﹤0.01% |
+10,900
| New | +$857K |
|
1193
Signet Jewelers
SIG
$3.61B
| $932K | ﹤0.01% |
+13,451
| New | +$1.01M |
|
1194
PUT
Bunge Global
BG
$20.4B
| $929K | ﹤0.01% |
11,700
+2,800
| +31% | +$210K |
|
1195
PUT
NatWest
NWG
$75.4B
| $929K | ﹤0.01% |
+142,071
| New | +$893K |
|
1196
Wabtec
WAB
$49.1B
| $929K | ﹤0.01% |
11,914
+7,855
| +194% | +$649K |
|
1197
CALL
Alerian MLP ETF
AMLP
$13B
| $928K | ﹤0.01% |
14,600
| – | – |
|
1198
PUT
Criteo S.A. Ordinary Shares
CRTO
$1.1B
| $925K | ﹤0.01% |
18,500
+16,500
| +825% | +$772K |
|
|
BIG
1199
CALL
DELISTED
Big Lots, Inc.
BIG
| $924K | ﹤0.01% |
19,000
+12,900
| +211% | +$651K |
|
1200
PUT
VEON
VEON
$3.62B
| $922K | ﹤0.01% |
+9,040
| New | +$928K |
|
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.