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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 | |
|---|---|---|---|---|---|---|
|
CYBR
2051
CALL
DELISTED
CyberArk
CYBR
| $158K | ﹤0.01% |
3,100
+1,100
| +55% | +$56.1K |
|
|
TWOU
2052
CALL
DELISTED
2U Inc
TWOU
| $158K | ﹤0.01% |
+133
| New | +$142K |
|
2053
CALL
BOK Financial
BOKF
$8.74B
| $157K | ﹤0.01% |
2,000
| – | – |
|
|
2054
PUT
BOK Financial
BOKF
$8.74B
| $157K | ﹤0.01% |
+2,000
| New | +$163K |
|
2055
PUT
Gentherm
THRM
$1.28B
| $157K | ﹤0.01% |
+4,000
| New | +$143K |
|
|
WCC
2056
WESCO International
WCC
$17.6B
| $157K | ﹤0.01% |
2,252
+1,001
| +80% | +$70.2K |
|
|
LOGM
2057
CALL
DELISTED
LogMein, Inc.
LOGM
| $157K | ﹤0.01% |
1,600
-1,800
| -53% | -$179K |
|
|
SHLD
2058
PUT
DELISTED
Sears Holding Corporation
SHLD
| $157K | ﹤0.01% |
+13,700
| New | +$114K |
|
2059
CALL
Evercore
EVR
$12.3B
| $156K | ﹤0.01% |
2,000
+400
| +25% | +$31.1K |
|
2060
CALL
Hormel Foods
HRL
$13.9B
| $156K | ﹤0.01% |
4,500
+2,200
| +96% | +$78.5K |
|
|
WW
2061
CALL
DELISTED
WW International
WW
| $156K | ﹤0.01% |
+10,000
| New | +$138K |
|
|
ULTI
2062
PUT
DELISTED
Ultimate Software Group Inc
ULTI
| $156K | ﹤0.01% |
+800
| New | +$156K |
|
|
RHT
2063
CALL
DELISTED
Red Hat Inc
RHT
| $156K | ﹤0.01% |
1,800
-26,200
| -94% | -$2.08M |
|
|
ESPR
2064
DELISTED
Esperion Therapeutics
ESPR
| $155K | ﹤0.01% |
+4,376
| New | +$100K |
|
2065
Sony
SONY
$133B
| $155K | ﹤0.01% |
23,015
+8,450
| +58% | +$52.7K |
|
2066
CALL
Alarm.com
ALRM
$2.75B
| $154K | ﹤0.01% |
5,000
-59,900
| -92% | -$1.74M |
|
2067
PUT
KKR & Co
KKR
$95.7B
| $154K | ﹤0.01% |
8,500
+8,300
| +4,150% | +$147K |
|
2068
CALL
Jefferies Financial Group
JEF
$12.8B
| $153K | ﹤0.01% |
+6,591
| New | +$147K |
|
2069
Realty Income
O
$59.2B
| $153K | ﹤0.01% |
+2,647
| New | +$153K |
|
2070
Manhattan Associates
MANH
$10.9B
| $152K | ﹤0.01% |
2,919
+879
| +43% | +$44.3K |
|
2071
PUT
Otter Tail
OTTR
$3.79B
| $152K | ﹤0.01% |
4,000
-2,000
| -33% | -$75.8K |
|
2072
Raymond James Financial
RJF
$34.1B
| $152K | ﹤0.01% |
+2,982
| New | +$152K |
|
|
VGR
2073
PUT
DELISTED
Vector Group Ltd.
VGR
| $152K | ﹤0.01% |
11,915
+6,529
| +121% | +$87.8K |
|
2074
CALL
Avnet
AVT
$7.29B
| $151K | ﹤0.01% |
3,300
-1,000
| -23% | -$46.3K |
|
2075
PUT
Cadence Design Systems
CDNS
$92.6B
| $151K | ﹤0.01% |
+4,800
| New | +$140K |
|
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.