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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 | |
|---|---|---|---|---|---|---|
1676
PUT
The Greenbrier Companies
GBX
$1.55B
| $353K | ﹤0.01% |
8,200
+2,200
| +37% | +$97.1K |
|
1677
CALL
Iron Mountain
IRM
$35.9B
| $353K | ﹤0.01% |
9,900
+1,000
| +11% | +$35.4K |
|
1678
CALL
AMC Global Media
AMCX
$503M
| $352K | ﹤0.01% |
6,000
+3,700
| +161% | +$212K |
|
1679
CALL
Expedia Group
EXPE
$36.3B
| $352K | ﹤0.01% |
2,800
-1,200
| -30% | -$146K |
|
1680
CALL
Melco Resorts & Entertainment
MLCO
$2.2B
| $352K | ﹤0.01% |
19,000
-10,200
| -35% | -$175K |
|
|
HDS
1681
DELISTED
HD Supply Holdings, Inc.
HDS
| $352K | ﹤0.01% |
8,552
-128,555
| -94% | -$5.44M |
|
1682
PUT
ClearSign Technologies
CLIR
$25.4M
| $351K | ﹤0.01% |
+9,000
| New | +$325K |
|
|
RT
1683
CALL
DELISTED
Ruby Tuesday Georgia
RT
| $351K | ﹤0.01% |
+125,000
| New | +$272K |
|
|
DNKN
1684
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $350K | ﹤0.01% |
6,400
+4,400
| +220% | +$236K |
|
1685
PUT
Bread Financial
BFH
$4.44B
| $349K | ﹤0.01% |
1,754
+877
| +100% | +$166K |
|
1686
PUT
JB Hunt Transport Services
JBHT
$25.4B
| $349K | ﹤0.01% |
+3,800
| New | +$368K |
|
1687
CALL
Spectrum Brands
SPB
$2.06B
| $348K | ﹤0.01% |
2,500
| – | – |
|
|
FNGN
1688
CALL
DELISTED
Financial Engines, Inc.
FNGN
| $348K | ﹤0.01% |
+8,000
| New | +$320K |
|
|
VRNT
1689
PUT
DELISTED
Verint Systems
VRNT
| $347K | ﹤0.01% |
+15,704
| New | +$306K |
|
1690
Amphenol
APH
$194B
| $346K | ﹤0.01% |
+19,468
| New | +$337K |
|
1691
PUT
Kulicke & Soffa
KLIC
$4.53B
| $346K | ﹤0.01% |
17,000
+5,000
| +42% | +$96.1K |
|
1692
PUT
Cimpress
CMPR
$2.48B
| $344K | ﹤0.01% |
4,000
+400
| +11% | +$34.6K |
|
1693
NetEase
NTES
$84.7B
| $343K | ﹤0.01% |
6,030
-24,860
| -80% | -$1.34M |
|
1694
CALL
Old Dominion Freight Line
ODFL
$44.2B
| $343K | ﹤0.01% |
+12,000
| New | +$355K |
|
1695
Electronic Arts
EA
$53B
| $342K | ﹤0.01% |
+3,821
| New | +$325K |
|
1696
CALL
Scholastic
SCHL
$782M
| $341K | ﹤0.01% |
+8,000
| New | +$364K |
|
1697
PUT
Open Text
OTEX
$6.36B
| $340K | ﹤0.01% |
+10,000
| New | +$332K |
|
1698
CALL
Brinker International
EAT
$9.39B
| $339K | ﹤0.01% |
+7,700
| New | +$341K |
|
1699
PUT
Sabre
SABR
$795M
| $339K | ﹤0.01% |
16,000
+14,000
| +700% | +$321K |
|
1700
PUT
Lennox International
LII
$14.7B
| $335K | ﹤0.01% |
+2,000
| New | +$323K |
|
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.