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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 | |
|---|---|---|---|---|---|---|
1651
Coty
COTY
$2.42B
| $367K | ﹤0.01% |
+20,246
| New | +$383K |
|
|
TRVG
1652
CALL
trivago
TRVG
$373M
| $365K | ﹤0.01% |
+5,600
| New | +$339K |
|
1653
PUT
Jefferies Financial Group
JEF
$12.6B
| $364K | ﹤0.01% |
15,640
+224
| +1% | +$5.01K |
|
1654
PUT
LendingTree
TREE
$447M
| $364K | ﹤0.01% |
2,900
-100
| -3% | -$11.4K |
|
1655
PUT
FirstEnergy
FE
$28B
| $363K | ﹤0.01% |
11,400
+3,600
| +46% | +$111K |
|
1656
Ingredion
INGR
$6.27B
| $363K | ﹤0.01% |
+3,016
| New | +$369K |
|
1657
CALL
Diamondback Energy
FANG
$57.1B
| $362K | ﹤0.01% |
3,500
-1,900
| -35% | -$196K |
|
1658
PUT
TAL Education Group
TAL
$6.93B
| $362K | ﹤0.01% |
20,400
-3,600
| -15% | -$52.2K |
|
1659
PUT
Vishay Intertechnology
VSH
$5.25B
| $362K | ﹤0.01% |
+22,000
| New | +$359K |
|
|
BHI
1660
DELISTED
Baker Hughes
BHI
| $361K | ﹤0.01% |
6,030
+5,271
| +694% | +$321K |
|
1661
CALL
Carter's
CRI
$1.42B
| $360K | ﹤0.01% |
4,000
-5,500
| -58% | -$474K |
|
1662
BlackBerry
BB
$4.98B
| $359K | ﹤0.01% |
46,281
-10,987
| -19% | -$78.2K |
|
1663
PUT
Bank OZK
OZK
$5.6B
| $359K | ﹤0.01% |
6,900
| – | – |
|
|
PTR
1664
PUT
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
| $359K | ﹤0.01% |
+4,900
| New | +$378K |
|
|
PAY
1665
PUT
DELISTED
Verifone Systems Inc
PAY
| $359K | ﹤0.01% |
19,300
+13,000
| +206% | +$248K |
|
1666
Broadridge
BR
$17.8B
| $358K | ﹤0.01% |
+5,275
| New | +$358K |
|
1667
PUT
Deckers Outdoor
DECK
$13.2B
| $358K | ﹤0.01% |
36,000
+24,000
| +200% | +$221K |
|
|
FISV
1668
CALL
Fiserv Inc
FISV
$28.8B
| $358K | ﹤0.01% |
6,200
+4,000
| +182% | +$225K |
|
|
AHGP
1669
DELISTED
Alliance Holdings GP
AHGP
| $358K | ﹤0.01% |
+13,039
| New | +$373K |
|
|
SIX
1670
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $357K | ﹤0.01% |
6,000
-75,300
| -93% | -$4.51M |
|
1671
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.27B
| $356K | ﹤0.01% |
13,600
-340,600
| -96% | -$8.84M |
|
1672
PUT
BCE
BCE
$20.2B
| $355K | ﹤0.01% |
8,000
-2,000
| -20% | -$88.1K |
|
1673
PUT
Tyler Technologies
TYL
$12.7B
| $355K | ﹤0.01% |
2,300
-13,900
| -86% | -$2.11M |
|
1674
Unilever
UL
$137B
| $355K | ﹤0.01% |
6,396
+5,799
| +971% | +$293K |
|
1675
CALL
Quest Diagnostics
DGX
$25.7B
| $354K | ﹤0.01% |
3,600
-2,400
| -40% | -$229K |
|
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.