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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 | |
|---|---|---|---|---|---|---|
|
DATA
1251
CALL
DELISTED
Tableau Software, Inc.
DATA
| $828K | ﹤0.01% |
+16,700
| New | +$826K |
|
1252
CALL
S&P Global
SPGI
$121B
| $823K | ﹤0.01% |
6,300
+4,300
| +215% | +$535K |
|
1253
Liberty Latin America Class C
LILAK
$1.63B
| $820K | ﹤0.01% |
41,583
+18,460
| +80% | +$363K |
|
1254
PUT
TE Connectivity
TEL
$59.6B
| $820K | ﹤0.01% |
11,000
+6,600
| +150% | +$485K |
|
1255
PUT
Toll Brothers
TOL
$13.6B
| $819K | ﹤0.01% |
22,700
-26,600
| -54% | -$887K |
|
1256
PUT
Broadridge
BR
$17.8B
| $816K | ﹤0.01% |
+12,000
| New | +$814K |
|
1257
CALL
Assured Guaranty
AGO
$3.66B
| $815K | ﹤0.01% |
22,000
-5,400
| -20% | -$214K |
|
1258
PUT
Ambarella
AMBA
$3.77B
| $815K | ﹤0.01% |
14,900
+9,300
| +166% | +$502K |
|
|
1259
Ambarella
AMBA
$3.77B
| $814K | ﹤0.01% |
+14,875
| New | +$803K |
|
|
GMLP
1260
DELISTED
Golar LNG Partners LP
GMLP
| $814K | ﹤0.01% |
+36,432
| New | +$839K |
|
1261
PUT
Brinker International
EAT
$9.17B
| $813K | ﹤0.01% |
18,500
+9,900
| +115% | +$438K |
|
1262
CALL
J.M. Smucker
SJM
$12.7B
| $812K | ﹤0.01% |
6,200
-19,000
| -75% | -$2.58M |
|
1263
PUT
Progressive
PGR
$123B
| $811K | ﹤0.01% |
20,700
+8,700
| +73% | +$332K |
|
1264
lululemon athletica
LULU
$13.5B
| $810K | ﹤0.01% |
15,622
-4,560
| -23% | -$300K |
|
1265
PUT
Motorola Solutions
MSI
$72.3B
| $810K | ﹤0.01% |
9,400
+7,400
| +370% | +$605K |
|
1266
PUT
Celanese
CE
$4.9B
| $809K | ﹤0.01% |
9,000
-19,000
| -68% | -$1.66M |
|
1267
PUT
Veeco
VECO
$3.05B
| $807K | ﹤0.01% |
27,000
+11,500
| +74% | +$320K |
|
|
CLR
1268
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $806K | ﹤0.01% |
17,700
-44,700
| -72% | -$2.11M |
|
1269
PUT
Toyota
TM
$224B
| $804K | ﹤0.01% |
7,400
-15,000
| -67% | -$1.72M |
|
|
FL
1270
DELISTED
Foot Locker
FL
| $793K | ﹤0.01% |
+10,603
| New | +$765K |
|
1271
Banc of California
BANC
$3.03B
| $789K | ﹤0.01% |
+38,129
| New | +$709K |
|
1272
CALL
Strategy Inc
MSTR
$34.1B
| $789K | ﹤0.01% |
+42,000
| New | +$814K |
|
1273
Burlington
BURL
$23.2B
| $788K | ﹤0.01% |
8,099
+3,950
| +95% | +$350K |
|
|
SAND
1274
CALL
DELISTED
Sandstorm Gold
SAND
| $788K | ﹤0.01% |
184,500
+600
| +0.3% | +$2.64K |
|
1275
CALL
iShares US Transportation ETF
IYT
$2.26B
| $787K | ﹤0.01% |
19,200
-80,800
| -81% | -$3.36M |
|
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.