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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 | |
|---|---|---|---|---|---|---|
|
AAWW
2226
CALL
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $111K | ﹤0.01% |
+2,000
| New | +$107K |
|
|
AAWW
2227
PUT
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $111K | ﹤0.01% |
+2,000
| New | +$107K |
|
2228
PUT
Marriott Vacations Worldwide
VAC
$3.39B
| $110K | ﹤0.01% |
1,100
-4,900
| -82% | -$440K |
|
2229
CALL
Zebra Technologies
ZBRA
$16.9B
| $110K | ﹤0.01% |
1,200
-4,800
| -80% | -$416K |
|
|
GNC
2230
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $110K | ﹤0.01% |
+15,000
| New | +$129K |
|
|
KCG
2231
DELISTED
KCG Holdings, Inc.
KCG
| $110K | ﹤0.01% |
6,162
+5,907
| +2,316% | +$87.8K |
|
|
SF
2232
Stifel
SF
$12.8B
| $109K | ﹤0.01% |
+4,898
| New | +$113K |
|
2233
PUT
WD-40
WDFC
$3.09B
| $109K | ﹤0.01% |
1,000
+400
| +67% | +$43.5K |
|
|
SNI
2234
PUT
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $109K | ﹤0.01% |
+1,400
| New | +$108K |
|
|
SWFT
2235
DELISTED
Swift Transportation Company
SWFT
| $109K | ﹤0.01% |
+5,298
| New | +$118K |
|
2236
CALL
Ametek
AME
$56.9B
| $108K | ﹤0.01% |
2,000
| – | – |
|
|
2237
PUT
Ametek
AME
$56.9B
| $108K | ﹤0.01% |
2,000
| – | – |
|
2238
PUT
Hyatt Hotels
H
$16.4B
| $108K | ﹤0.01% |
2,000
-2,400
| -55% | -$129K |
|
2239
CALL
Gartner
IT
$11.9B
| $108K | ﹤0.01% |
1,000
-1,000
| -50% | -$103K |
|
|
BKS
2240
DELISTED
Barnes & Noble
BKS
| $108K | ﹤0.01% |
11,720
+3,483
| +42% | +$34.8K |
|
|
RSPP
2241
PUT
DELISTED
RSP Permian, Inc.
RSPP
| $108K | ﹤0.01% |
+2,600
| New | +$108K |
|
2242
PUT
Chord Energy
CHRD
$7.71B
| $107K | ﹤0.01% |
+7,500
| New | +$106K |
|
2243
CALL
Dolby
DLB
$5.68B
| $105K | ﹤0.01% |
+2,000
| New | +$99K |
|
2244
CALL
HCI Group
HCI
$2.29B
| $105K | ﹤0.01% |
2,300
-1,300
| -36% | -$57.2K |
|
2245
PUT
PTC
PTC
$15.2B
| $105K | ﹤0.01% |
2,000
-2,800
| -58% | -$148K |
|
2246
PUT
Rambus
RMBS
$10.9B
| $105K | ﹤0.01% |
8,000
+7,000
| +700% | +$92K |
|
|
CONN
2247
PUT
DELISTED
Conn's Inc.
CONN
| $105K | ﹤0.01% |
+12,000
| New | +$121K |
|
2248
CALL
Constellium
CSTM
$4.02B
| $104K | ﹤0.01% |
+16,000
| New | +$114K |
|
2249
Gogo Inc
GOGO
$629M
| $104K | ﹤0.01% |
9,475
+410
| +5% | +$4.13K |
|
2250
CALL
Manhattan Associates
MANH
$11B
| $104K | ﹤0.01% |
2,000
+100
| +5% | +$5.04K |
|
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.