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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 | |
|---|---|---|---|---|---|---|
1726
PUT
Camden Property Trust
CPT
$10.9B
| $322K | ﹤0.01% |
4,000
+3,600
| +900% | +$296K |
|
|
IMMU
1727
CALL
DELISTED
Immunomedics Inc
IMMU
| $322K | ﹤0.01% |
49,700
+24,700
| +99% | +$125K |
|
|
TSS
1728
CALL
DELISTED
Total System Services, Inc.
TSS
| $321K | ﹤0.01% |
6,000
+2,000
| +50% | +$107K |
|
|
TSS
1729
PUT
DELISTED
Total System Services, Inc.
TSS
| $321K | ﹤0.01% |
6,000
+4,000
| +200% | +$213K |
|
1730
Reliance Steel & Aluminium
RS
$20.6B
| $320K | ﹤0.01% |
3,995
+2,291
| +134% | +$188K |
|
|
GGP
1731
CALL
DELISTED
GGP Inc.
GGP
| $320K | ﹤0.01% |
13,800
+4,400
| +47% | +$108K |
|
|
JOYY
1732
JOYY Inc
JOYY
$3.68B
| $319K | ﹤0.01% |
6,918
+3,118
| +82% | +$138K |
|
|
EXPR
1733
CALL
DELISTED
Express, Inc.
EXPR
| $319K | ﹤0.01% |
1,750
| – | – |
|
1734
PUT
American Eagle Outfitters
AEO
$2.92B
| $317K | ﹤0.01% |
22,600
-978,200
| -98% | -$14.5M |
|
1735
PUT
Cemex
CX
$17.1B
| $317K | ﹤0.01% |
36,400
-473,928
| -93% | -$3.98M |
|
1736
Synaptics
SYNA
$4.19B
| $317K | ﹤0.01% |
6,393
+5,489
| +607% | +$295K |
|
1737
ArcelorMittal
MT
$53.6B
| $316K | ﹤0.01% |
12,603
-69,209
| -85% | -$1.75M |
|
1738
Charter Communications
CHTR
$17.5B
| $315K | ﹤0.01% |
963
-8,350
| -90% | -$2.66M |
|
|
IRBT
1739
DELISTED
iRobot
IRBT
| $315K | ﹤0.01% |
+4,762
| New | +$282K |
|
1740
PUT
New Oriental
EDU
$9.45B
| $314K | ﹤0.01% |
5,200
+3,200
| +160% | +$162K |
|
1741
PUT
EOG Resources
EOG
$78.1B
| $313K | ﹤0.01% |
+3,200
| New | +$319K |
|
1742
CALL
Owens Corning
OC
$11.4B
| $313K | ﹤0.01% |
5,100
+1,000
| +24% | +$57.3K |
|
1743
PUT
Trinity Industries
TRN
$2.5B
| $313K | ﹤0.01% |
16,390
-5,556
| -25% | -$109K |
|
|
BGFV
1744
DELISTED
Big 5 Sporting Goods
BGFV
| $310K | ﹤0.01% |
20,523
+20,427
| +21,278% | +$311K |
|
1745
Moody's
MCO
$83B
| $310K | ﹤0.01% |
2,767
+2,664
| +2,586% | +$286K |
|
|
PSXP
1746
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
| $309K | ﹤0.01% |
+6,025
| New | +$321K |
|
1747
CALL
Larimar Therapeutics
LRMR
$401M
| $308K | ﹤0.01% |
+5,500
| New | +$273K |
|
1748
CALL
Robert Half
RHI
$4.01B
| $308K | ﹤0.01% |
+6,300
| New | +$304K |
|
|
WCN
1749
CALL
Waste Connections
WCN
$42.2B
| $308K | ﹤0.01% |
+5,250
| New | +$292K |
|
|
DFS
1750
DELISTED
Discover Financial Services
DFS
| $307K | ﹤0.01% |
4,483
-38,705
| -90% | -$2.72M |
|
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.