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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 | |
|---|---|---|---|---|---|---|
|
CMA
1301
PUT
DELISTED
Comerica
CMA
| $735K | ﹤0.01% |
10,700
-24,800
| -70% | -$1.73M |
|
|
DFS
1302
PUT
DELISTED
Discover Financial Services
DFS
| $733K | ﹤0.01% |
10,700
-92,300
| -90% | -$6.48M |
|
|
PNRA
1303
PUT
DELISTED
Panera Bread Co
PNRA
| $733K | ﹤0.01% |
2,800
-5,700
| -67% | -$1.29M |
|
1304
PUT
Polaris
PII
$3.82B
| $729K | ﹤0.01% |
8,700
+2,800
| +47% | +$241K |
|
1305
CALL
WEC Energy
WEC
$35.7B
| $728K | ﹤0.01% |
12,000
+8,000
| +200% | +$472K |
|
1306
M&T Bank
MTB
$35.7B
| $727K | ﹤0.01% |
4,700
-559
| -11% | -$90.5K |
|
1307
PUT
IPG Photonics
IPGP
$3.61B
| $723K | ﹤0.01% |
6,000
+4,000
| +200% | +$453K |
|
1308
Transocean
RIG
$5.89B
| $721K | ﹤0.01% |
+57,876
| New | +$795K |
|
1309
Worthington Enterprises
WOR
$2.75B
| $721K | ﹤0.01% |
25,944
-1,040
| -4% | -$31.3K |
|
1310
CALL
Mercer International
MERC
$42.3M
| $720K | ﹤0.01% |
+61,500
| New | +$724K |
|
|
ZEN
1311
PUT
DELISTED
ZENDESK INC
ZEN
| $720K | ﹤0.01% |
+25,700
| New | +$665K |
|
|
ITCI
1312
CALL
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $718K | ﹤0.01% |
44,200
| – | – |
|
1313
PUT
Synaptics
SYNA
$4.19B
| $715K | ﹤0.01% |
14,400
+12,600
| +700% | +$677K |
|
1314
CALL
Toronto Dominion Bank
TD
$198B
| $715K | ﹤0.01% |
14,300
-41,200
| -74% | -$2.11M |
|
1315
PUT
Waste Management
WM
$90.6B
| $715K | ﹤0.01% |
9,800
-182,700
| -95% | -$13M |
|
1316
CALL
Under Armour Class C
UA
$2.77B
| $712K | ﹤0.01% |
38,900
+24,800
| +176% | +$517K |
|
|
FLG
1317
Flagstar Bank National Association
FLG
$5.93B
| $710K | ﹤0.01% |
+16,932
| New | +$763K |
|
1318
PUT
Omnicom Group
OMC
$21.6B
| $706K | ﹤0.01% |
8,200
+4,000
| +95% | +$341K |
|
1319
CALL
Sony
SONY
$137B
| $705K | ﹤0.01% |
+104,500
| New | +$651K |
|
1320
PUT
Steel Dynamics
STLD
$36B
| $703K | ﹤0.01% |
20,200
+3,700
| +22% | +$132K |
|
1321
iShares MSCI South Korea ETF
EWY
$21.9B
| $702K | ﹤0.01% |
11,339
-143,381
| -93% | -$8.38M |
|
1322
PUT
GameStop
GME
$9.75B
| $702K | ﹤0.01% |
124,400
-3,200
| -3% | -$19.5K |
|
1323
CALL
Chord Energy
CHRD
$7.9B
| $699K | ﹤0.01% |
+49,000
| New | +$690K |
|
1324
PUT
Vulcan Materials
VMC
$34.8B
| $699K | ﹤0.01% |
5,800
-70,800
| -92% | -$8.66M |
|
|
ORAN
1325
PUT
DELISTED
Orange
ORAN
| $699K | ﹤0.01% |
+45,000
| New | +$699K |
|
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.