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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 | |
|---|---|---|---|---|---|---|
|
TRUE
1426
PUT
DELISTED
TrueCar
TRUE
| $563K | ﹤0.01% |
36,400
+30,400
| +507% | +$422K |
|
|
LCI
1427
CALL
DELISTED
Lannett Company, Inc.
LCI
| $559K | ﹤0.01% |
+6,250
| New | +$534K |
|
|
SBNY
1428
DELISTED
Signature Bank
SBNY
| $559K | ﹤0.01% |
+3,768
| New | +$584K |
|
1429
CALL
Cracker Barrel
CBRL
$1.26B
| $558K | ﹤0.01% |
3,500
+1,500
| +75% | +$240K |
|
1430
CALL
Jacobs Solutions
J
$15.9B
| $558K | ﹤0.01% |
12,211
+2,539
| +26% | +$120K |
|
1431
PUT
Edison International
EIX
$28.2B
| $557K | ﹤0.01% |
7,000
+2,500
| +56% | +$190K |
|
1432
CALL
Boston Properties
BXP
$11.2B
| $556K | ﹤0.01% |
4,200
-3,600
| -46% | -$477K |
|
|
APC
1433
DELISTED
Anadarko Petroleum
APC
| $556K | ﹤0.01% |
8,969
-134,332
| -94% | -$8.94M |
|
1434
PUT
Core Laboratories
CLB
$488M
| $555K | ﹤0.01% |
4,800
+2,800
| +140% | +$325K |
|
1435
PUT
Caesarstone
CSTE
$72.3M
| $555K | ﹤0.01% |
15,300
-35,800
| -70% | -$1.15M |
|
1436
CALL
Trex
TREX
$4.51B
| $555K | ﹤0.01% |
+32,000
| New | +$552K |
|
1437
CALL
Royal Gold
RGLD
$16.8B
| $553K | ﹤0.01% |
7,900
-27,500
| -78% | -$1.86M |
|
1438
PUT
Thermo Fisher Scientific
TMO
$213B
| $553K | ﹤0.01% |
+3,600
| New | +$550K |
|
1439
PUT
Ameren
AEE
$30.3B
| $552K | ﹤0.01% |
10,100
-7,900
| -44% | -$423K |
|
|
CHL
1440
CALL
DELISTED
China Mobile Limited
CHL
| $552K | ﹤0.01% |
10,000
+8,300
| +488% | +$463K |
|
|
CMA
1441
DELISTED
Comerica
CMA
| $551K | ﹤0.01% |
+8,039
| New | +$561K |
|
|
WES
1442
CALL
DELISTED
Western Gas Partners Lp
WES
| $551K | ﹤0.01% |
9,100
+3,100
| +52% | +$192K |
|
1443
PUT
Nasdaq
NDAQ
$52.7B
| $549K | ﹤0.01% |
+23,700
| New | +$550K |
|
1444
Viper Energy
VNOM
$8.71B
| $548K | ﹤0.01% |
+30,467
| New | +$526K |
|
1445
CALL
Equifax
EFX
$20.3B
| $546K | ﹤0.01% |
4,000
| – | – |
|
1446
CALL
Suncor Energy
SU
$79.4B
| $546K | ﹤0.01% |
17,700
-97,100
| -85% | -$3.06M |
|
|
BIVV
1447
PUT
DELISTED
Bioverativ Inc. Common Stock
BIVV
| $545K | ﹤0.01% |
+10,000
| New | +$493K |
|
1448
Qorvo
QRVO
$7.99B
| $544K | ﹤0.01% |
7,933
+3,471
| +78% | +$223K |
|
|
SPA
1449
DELISTED
Sparton
SPA
| $543K | ﹤0.01% |
25,878
-50,467
| -66% | -$1.13M |
|
1450
CALL
Transocean
RIG
$5.89B
| $541K | ﹤0.01% |
43,500
-289,300
| -87% | -$3.97M |
|
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.