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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 | |
|---|---|---|---|---|---|---|
1351
PUT
NetApp
NTAP
$35B
| $653K | ﹤0.01% |
15,600
-6,200
| -28% | -$244K |
|
1352
Zillow
Z
$7.79B
| $653K | ﹤0.01% |
19,396
+13,871
| +251% | +$494K |
|
1353
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$121B
| $651K | ﹤0.01% |
16,400
| – | – |
|
|
FTR
1354
CALL
DELISTED
Frontier Communications Corp.
FTR
| $651K | ﹤0.01% |
20,267
+19,927
| +5,861% | +$913K |
|
1355
CALL
American Eagle Outfitters
AEO
$2.88B
| $650K | ﹤0.01% |
46,400
+26,400
| +132% | +$392K |
|
|
KW
1356
DELISTED
Kennedy-Wilson Holdings
KW
| $649K | ﹤0.01% |
+29,256
| New | +$616K |
|
1357
PUT
Cal-Maine
CALM
$4.12B
| $648K | ﹤0.01% |
17,600
+2,900
| +20% | +$116K |
|
|
CVA
1358
CALL
DELISTED
Covanta Holding Corporation
CVA
| $647K | ﹤0.01% |
41,200
-91,600
| -69% | -$1.44M |
|
1359
Eldorado Gold
EGO
$7.87B
| $646K | ﹤0.01% |
37,866
-154,168
| -80% | -$2.59M |
|
1360
InterDigital
IDCC
$7.87B
| $642K | ﹤0.01% |
7,435
+2,398
| +48% | +$215K |
|
1361
CALL
Raymond James Financial
RJF
$33.8B
| $642K | ﹤0.01% |
12,600
+600
| +5% | +$30.5K |
|
1362
PUT
Toronto Dominion Bank
TD
$198B
| $641K | ﹤0.01% |
12,800
-39,700
| -76% | -$2.03M |
|
1363
First Solar
FSLR
$22.7B
| $640K | ﹤0.01% |
23,625
-184,331
| -89% | -$6.04M |
|
|
BGFV
1364
PUT
DELISTED
Big 5 Sporting Goods
BGFV
| $639K | ﹤0.01% |
42,300
+40,800
| +2,720% | +$620K |
|
1365
Genuine Parts
GPC
$17.1B
| $638K | ﹤0.01% |
+6,909
| New | +$664K |
|
1366
PUT
PG&E
PCG
$38.3B
| $638K | ﹤0.01% |
9,600
-12,800
| -57% | -$816K |
|
|
QEP
1367
CALL
DELISTED
QEP RESOURCES, INC.
QEP
| $633K | ﹤0.01% |
+49,800
| New | +$784K |
|
|
ORC
1368
PUT
Orchid Island Capital
ORC
$1.3B
| $631K | ﹤0.01% |
+12,640
| New | +$686K |
|
|
WFT
1369
DELISTED
Weatherford International plc
WFT
| $630K | ﹤0.01% |
94,799
+34,045
| +56% | +$199K |
|
1370
CALL
El Pollo Loco
LOCO
$501M
| $629K | ﹤0.01% |
+52,600
| New | +$645K |
|
1371
CALL
Stratasys
SSYS
$679M
| $629K | ﹤0.01% |
30,700
+29,900
| +3,738% | +$591K |
|
1372
CALL
Voya Financial
VOYA
$9.01B
| $627K | ﹤0.01% |
+16,500
| New | +$664K |
|
1373
CALL
Fastenal
FAST
$54.7B
| $624K | ﹤0.01% |
48,400
-50,000
| -51% | -$627K |
|
|
EPE
1374
CALL
DELISTED
EP Energy Corporation
EPE
| $624K | ﹤0.01% |
+131,300
| New | +$672K |
|
1375
PUT
Sherwin-Williams
SHW
$82.7B
| $620K | ﹤0.01% |
6,000
-68,400
| -92% | -$6.89M |
|
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.