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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 | |
|---|---|---|---|---|---|---|
1501
CALL
Donnelley Financial Solutions
DFIN
$1.16B
| $482K | ﹤0.01% |
+25,000
| New | +$563K |
|
|
CNH
1502
CALL
CNH Industrial
CNH
$12.7B
| $482K | ﹤0.01% |
57,450
+30,104
| +110% | +$245K |
|
1503
PUT
Automatic Data Processing
ADP
$106B
| $481K | ﹤0.01% |
4,700
-14,700
| -76% | -$1.5M |
|
1504
CALL
Campbell Soup
CPB
$6.55B
| $481K | ﹤0.01% |
8,400
-27,200
| -76% | -$1.65M |
|
1505
Petrobras
PBR
$125B
| $481K | ﹤0.01% |
49,627
-155,533
| -76% | -$1.6M |
|
1506
Papa John's
PZZA
$984M
| $481K | ﹤0.01% |
6,010
+5,895
| +5,126% | +$479K |
|
1507
Thermo Fisher Scientific
TMO
$213B
| $480K | ﹤0.01% |
+3,127
| New | +$478K |
|
1508
PUT
Wolfspeed
WOLF
$1.23B
| $480K | ﹤0.01% |
18,000
-6,100
| -25% | -$166K |
|
|
WRK
1509
PUT
DELISTED
WestRock Company
WRK
| $478K | ﹤0.01% |
9,200
-70,800
| -89% | -$3.74M |
|
1510
PUT
Brunswick
BC
$5.13B
| $476K | ﹤0.01% |
7,800
+5,800
| +290% | +$343K |
|
1511
PUT
Intuit
INTU
$86.5B
| $476K | ﹤0.01% |
4,100
-4,400
| -52% | -$527K |
|
1512
Deutsche Bank
DB
$69B
| $475K | ﹤0.01% |
27,681
-36,106
| -57% | -$625K |
|
1513
CALL
Designer Brands
DBI
$307M
| $475K | ﹤0.01% |
23,000
+19,000
| +475% | +$394K |
|
|
OIL
1514
PUT
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $474K | ﹤0.01% |
85,000
| – | – |
|
1515
CALL
Allstate
ALL
$68B
| $473K | ﹤0.01% |
+5,800
| New | +$456K |
|
|
CLR
1516
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $473K | ﹤0.01% |
10,400
-53,800
| -84% | -$2.53M |
|
1517
PUT
Verisk Analytics
VRSK
$25.4B
| $471K | ﹤0.01% |
+5,800
| New | +$476K |
|
1518
PUT
Moody's
MCO
$82.8B
| $470K | ﹤0.01% |
+4,200
| New | +$450K |
|
1519
Shutterstock
SSTK
$198M
| $470K | ﹤0.01% |
+11,374
| New | +$542K |
|
1520
Lesaka Technologies
LSAK
$396M
| $469K | ﹤0.01% |
+38,339
| New | +$481K |
|
|
ULTI
1521
CALL
DELISTED
Ultimate Software Group Inc
ULTI
| $469K | ﹤0.01% |
+2,400
| New | +$467K |
|
1522
PUT
KB Home
KBH
$3.37B
| $468K | ﹤0.01% |
23,500
-57,400
| -71% | -$1M |
|
|
NVDQ
1523
CALL
DELISTED
Novadaq Technologies Inc.
NVDQ
| $467K | ﹤0.01% |
+60,000
| New | +$425K |
|
1524
CALL
BCE
BCE
$20.2B
| $465K | ﹤0.01% |
10,500
| – | – |
|
|
HA
1525
PUT
DELISTED
Hawaiian Holdings, Inc.
HA
| $465K | ﹤0.01% |
10,000
| – | – |
|
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.