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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 | |
|---|---|---|---|---|---|---|
1226
CALL
Analog Devices
ADI
$179B
| $853K | ﹤0.01% |
+10,400
| New | +$817K |
|
1227
Invesco DB Agriculture Fund
DBA
$1.23B
| $853K | ﹤0.01% |
43,149
+3,916
| +10% | +$79.8K |
|
1228
DHT Holdings
DHT
$2.99B
| $852K | ﹤0.01% |
190,594
-57,430
| -23% | -$266K |
|
1229
PUT
YPF
YPF
$206B
| $852K | ﹤0.01% |
35,100
+32,100
| +1,070% | +$691K |
|
|
EXAS
1230
CALL
DELISTED
Exact Sciences
EXAS
| $850K | ﹤0.01% |
+36,000
| New | +$713K |
|
|
RAD
1231
CALL
DELISTED
Rite Aid Corporation
RAD
| $850K | ﹤0.01% |
10,000
-25,675
| -72% | -$3.09M |
|
1232
CALL
Hilton Worldwide
HLT
$72.1B
| $849K | ﹤0.01% |
14,520
+7,480
| +106% | +$435K |
|
1233
CALL
HubSpot
HUBS
$12.2B
| $848K | ﹤0.01% |
+14,000
| New | +$793K |
|
|
LEAF
1234
CALL
DELISTED
Leaf Group Ltd.
LEAF
| $847K | ﹤0.01% |
+112,900
| New | +$833K |
|
1235
Zions Bancorporation
ZION
$10.2B
| $845K | ﹤0.01% |
+20,112
| New | +$874K |
|
|
SIEN
1236
PUT
DELISTED
Sientra, Inc.
SIEN
| $842K | ﹤0.01% |
10,000
| – | – |
|
|
CSOD
1237
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $841K | ﹤0.01% |
21,600
+1,700
| +9% | +$70K |
|
1238
Teradyne
TER
$57.6B
| $840K | ﹤0.01% |
27,016
-24,335
| -47% | -$696K |
|
1239
Ball Corp
BALL
$17.3B
| $838K | ﹤0.01% |
+22,574
| New | +$843K |
|
1240
Sherwin-Williams
SHW
$82.7B
| $838K | ﹤0.01% |
8,100
+1,284
| +19% | +$129K |
|
1241
CALL
Eaton
ETN
$161B
| $837K | ﹤0.01% |
11,300
-113,500
| -91% | -$8.06M |
|
|
LSI
1242
CALL
DELISTED
Life Storage, Inc.
LSI
| $837K | ﹤0.01% |
15,300
+14,400
| +1,600% | +$807K |
|
1243
CALL
Expeditors International
EXPD
$22B
| $836K | ﹤0.01% |
+14,800
| New | +$812K |
|
1244
CALL
VF Corp
VFC
$5.63B
| $835K | ﹤0.01% |
16,142
+9,770
| +153% | +$482K |
|
|
FNSR
1245
PUT
DELISTED
Finisar Corp
FNSR
| $835K | ﹤0.01% |
30,500
+4,700
| +18% | +$144K |
|
1246
PUT
Mattel
MAT
$4.38B
| $833K | ﹤0.01% |
+32,500
| New | +$870K |
|
1247
PUT
Ferrari
RACE
$69.2B
| $833K | ﹤0.01% |
11,200
+5,600
| +100% | +$364K |
|
1248
CALL
BHP
BHP
$215B
| $831K | ﹤0.01% |
25,671
-52,687
| -67% | -$1.82M |
|
1249
CALL
Ameriprise Financial
AMP
$48.3B
| $830K | ﹤0.01% |
6,400
+4,400
| +220% | +$545K |
|
|
STRP
1250
DELISTED
Straight Path Communications Inc.
STRP
| $830K | ﹤0.01% |
+23,082
| New | +$800K |
|
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.