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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 | |
|---|---|---|---|---|---|---|
2026
PUT
Viavi Solutions
VIAV
$9.31B
| $167K | ﹤0.01% |
15,600
+13,400
| +609% | +$130K |
|
|
WCC
2027
CALL
WESCO International
WCC
$17.6B
| $167K | ﹤0.01% |
+2,400
| New | +$168K |
|
|
AGU
2028
DELISTED
Agrium
AGU
| $167K | ﹤0.01% |
1,749
+1,684
| +2,591% | +$170K |
|
2029
CALL
Banc of California
BANC
$3.05B
| $166K | ﹤0.01% |
+8,000
| New | +$149K |
|
2030
CALL
Bausch Health
BHC
$2.62B
| $165K | ﹤0.01% |
15,000
-18,600
| -55% | -$256K |
|
2031
CALL
Bank of Hawaii
BOH
$3.16B
| $165K | ﹤0.01% |
+2,000
| New | +$170K |
|
2032
PUT
Eversource Energy
ES
$27.1B
| $165K | ﹤0.01% |
2,800
+800
| +40% | +$45.5K |
|
2033
PUT
HDFC Bank
HDB
$124B
| $165K | ﹤0.01% |
+8,800
| New | +$153K |
|
|
BCPC
2034
PUT
Balchem Corp
BCPC
$5.58B
| $165K | ﹤0.01% |
2,000
| – | – |
|
2035
CALL
ManpowerGroup
MAN
$2.52B
| $164K | ﹤0.01% |
+1,600
| New | +$155K |
|
2036
CALL
Hartford Financial Services
HIG
$39.2B
| $163K | ﹤0.01% |
3,400
-21,700
| -86% | -$1.05M |
|
2037
PUT
BJ's Restaurants
BJRI
$1.44B
| $162K | ﹤0.01% |
+4,000
| New | +$148K |
|
2038
Core Laboratories
CLB
$491M
| $162K | ﹤0.01% |
+1,406
| New | +$163K |
|
2039
CALL
Verisk Analytics
VRSK
$25.1B
| $162K | ﹤0.01% |
2,000
-4,000
| -67% | -$328K |
|
|
PDCE
2040
CALL
DELISTED
PDC Energy, Inc.
PDCE
| $162K | ﹤0.01% |
2,600
-213,600
| -99% | -$15M |
|
2041
CALL
Avery Dennison
AVY
$13.2B
| $161K | ﹤0.01% |
+2,000
| New | +$155K |
|
2042
CALL
Cadence Design Systems
CDNS
$92.6B
| $161K | ﹤0.01% |
5,100
-22,900
| -82% | -$668K |
|
2043
CALL
Global Payments
GPN
$23.6B
| $161K | ﹤0.01% |
2,000
-10,000
| -83% | -$784K |
|
2044
CALL
Gray Television
GTN
$434M
| $161K | ﹤0.01% |
+11,100
| New | +$141K |
|
2045
PUT
The GEO Group
GEO
$4.19B
| $160K | ﹤0.01% |
5,175
+225
| +5% | +$6.47K |
|
|
CSRA
2046
DELISTED
CSRA Inc.
CSRA
| $160K | ﹤0.01% |
+5,467
| New | +$168K |
|
|
XL
2047
PUT
DELISTED
XL Group Ltd.
XL
| $160K | ﹤0.01% |
4,000
-22,000
| -85% | -$863K |
|
2048
CALL
Autohome
ATHM
$2.68B
| $159K | ﹤0.01% |
+5,000
| New | +$160K |
|
2049
PUT
Columbia Sportswear
COLM
$3B
| $159K | ﹤0.01% |
2,700
+700
| +35% | +$39.3K |
|
2050
Lumen
LUMN
$6.65B
| $159K | ﹤0.01% |
6,731
-6,017
| -47% | -$147K |
|
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.