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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 | |
|---|---|---|---|---|---|---|
1451
VistaGen Therapeutics
VTGN
$9.89M
| $541K | ﹤0.01% |
9,195
-253
| -3% | -$20.5K |
|
1452
CALL
Hyatt Hotels
H
$16.4B
| $540K | ﹤0.01% |
10,000
+6,000
| +150% | +$323K |
|
1453
CALL
Aptiv
APTV
$12B
| $539K | ﹤0.01% |
6,700
-6,000
| -47% | -$451K |
|
1454
CALL
Travel + Leisure Co
TNL
$4.66B
| $539K | ﹤0.01% |
14,176
+5,316
| +60% | +$195K |
|
1455
PUT
American Electric Power
AEP
$69.6B
| $537K | ﹤0.01% |
8,000
-4,500
| -36% | -$291K |
|
1456
CALL
Pultegroup
PHM
$24.1B
| $537K | ﹤0.01% |
22,800
-22,100
| -49% | -$476K |
|
1457
CALL
Ambarella
AMBA
$3.77B
| $536K | ﹤0.01% |
9,800
+5,200
| +113% | +$281K |
|
|
BWLD
1458
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $536K | ﹤0.01% |
3,500
-23,000
| -87% | -$3.51M |
|
1459
CALL
Akamai
AKAM
$16.7B
| $532K | ﹤0.01% |
8,900
-12,200
| -58% | -$802K |
|
1460
PUT
Helmerich & Payne
HP
$3.45B
| $532K | ﹤0.01% |
8,000
| – | – |
|
1461
CALL
GoPro
GPRO
$130M
| $531K | ﹤0.01% |
61,000
+19,500
| +47% | +$177K |
|
1462
Lockheed Martin
LMT
$134B
| $531K | ﹤0.01% |
1,985
-28,889
| -94% | -$7.57M |
|
1463
PUT
Carter's
CRI
$1.42B
| $530K | ﹤0.01% |
+5,900
| New | +$508K |
|
|
NTRI
1464
CALL
DELISTED
NutriSystem, Inc.
NTRI
| $528K | ﹤0.01% |
+9,500
| New | +$392K |
|
|
ZAYO
1465
PUT
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $527K | ﹤0.01% |
+16,000
| New | +$510K |
|
1466
PUT
Microchip Technology
MCHP
$40.3B
| $524K | ﹤0.01% |
14,200
-1,000
| -7% | -$35.3K |
|
1467
CALL
Oaktree Specialty Lending
OCSL
$1.02B
| $521K | ﹤0.01% |
+37,567
| New | +$560K |
|
1468
CALL
Zions Bancorporation
ZION
$10.2B
| $521K | ﹤0.01% |
12,400
-248,600
| -95% | -$10.8M |
|
1469
PUT
Methode Electronics
MEI
$496M
| $520K | ﹤0.01% |
11,400
+3,400
| +43% | +$145K |
|
1470
Shake Shack
SHAK
$2.53B
| $519K | ﹤0.01% |
15,536
-1,980
| -11% | -$68.4K |
|
1471
NetApp
NTAP
$35B
| $518K | ﹤0.01% |
+12,383
| New | +$488K |
|
1472
PUT
Kroger
KR
$35.4B
| $514K | ﹤0.01% |
17,400
-68,300
| -80% | -$2.18M |
|
|
CDK
1473
CALL
DELISTED
CDK Global, Inc.
CDK
| $514K | ﹤0.01% |
+7,900
| New | +$506K |
|
|
MOMO
1474
Hello Group
MOMO
$885M
| $512K | ﹤0.01% |
15,041
+14,542
| +2,914% | +$388K |
|
|
CHS
1475
CALL
DELISTED
Chicos FAS, Inc.
CHS
| $510K | ﹤0.01% |
36,000
-70,000
| -66% | -$971K |
|
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.