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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 | |
|---|---|---|---|---|---|---|
2076
CALL
EPAM Systems
EPAM
$5.6B
| $151K | ﹤0.01% |
+2,000
| New | +$139K |
|
2077
Equity Residential
EQR
$25.3B
| $151K | ﹤0.01% |
+2,420
| New | +$151K |
|
2078
PUT
Graco
GGG
$13B
| $151K | ﹤0.01% |
+4,800
| New | +$145K |
|
|
NE
2079
CALL
DELISTED
Noble Corporation
NE
| $151K | ﹤0.01% |
24,600
| – | – |
|
|
PEI
2080
PUT
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $151K | ﹤0.01% |
667
-133
| -17% | -$33.6K |
|
2081
Popular Inc
BPOP
$11.1B
| $150K | ﹤0.01% |
+3,675
| New | +$159K |
|
2082
PUT
Flowserve
FLS
$9.78B
| $150K | ﹤0.01% |
3,100
-22,900
| -88% | -$1.11M |
|
2083
CALL
HDFC Bank
HDB
$124B
| $150K | ﹤0.01% |
+8,000
| New | +$139K |
|
2084
Apollo Global Management
APO
$74.6B
| $149K | ﹤0.01% |
6,139
-128,849
| -95% | -$2.87M |
|
2085
PUT
First Solar
FSLR
$25B
| $149K | ﹤0.01% |
5,500
-780,700
| -99% | -$25.6M |
|
|
I
2086
DELISTED
INTELSAT S. A.
I
| $149K | ﹤0.01% |
+35,994
| New | +$136K |
|
2087
CALL
Axalta
AXTA
$7.76B
| $148K | ﹤0.01% |
4,600
-2,000
| -30% | -$59.4K |
|
|
HDS
2088
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $148K | ﹤0.01% |
3,600
-446,400
| -99% | -$18.9M |
|
|
FRAN
2089
PUT
DELISTED
Francesca's Holdings Corporation
FRAN
| $148K | ﹤0.01% |
+800
| New | +$166K |
|
|
ECYT
2090
CALL
DELISTED
Endocyte, Inc. Common Stock
ECYT
| $148K | ﹤0.01% |
+57,500
| New | +$133K |
|
2091
CALL
EPR Properties
EPR
$4.69B
| $147K | ﹤0.01% |
2,000
| – | – |
|
2092
PUT
Dave & Buster's
PLAY
$403M
| $147K | ﹤0.01% |
2,400
-11,700
| -83% | -$667K |
|
|
IPHI
2093
PUT
DELISTED
INPHI CORPORATION
IPHI
| $147K | ﹤0.01% |
3,000
-1,000
| -25% | -$46.7K |
|
2094
CALL
Cincinnati Financial
CINF
$27.3B
| $145K | ﹤0.01% |
2,000
-2,000
| -50% | -$145K |
|
2095
Omnicom Group
OMC
$21.7B
| $145K | ﹤0.01% |
+1,685
| New | +$144K |
|
2096
O'Reilly Automotive
ORLY
$73.3B
| $145K | ﹤0.01% |
8,085
+6,720
| +492% | +$121K |
|
2097
British American Tobacco
BTI
$128B
| $144K | ﹤0.01% |
2,173
-13,205
| -86% | -$817K |
|
2098
CALL
Deluxe
DLX
$1.23B
| $144K | ﹤0.01% |
+2,000
| New | +$146K |
|
2099
PUT
National Beverage
FIZZ
$2.95B
| $144K | ﹤0.01% |
+3,400
| New | +$102K |
|
2100
Microchip Technology
MCHP
$40.8B
| $144K | ﹤0.01% |
3,910
+2,310
| +144% | +$81.4K |
|
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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.