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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$48.5B
AUM Growth
-$2.6B
(-5.1%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-3.41%
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 | Miscellaneous | 96.58% |
| 2 | Consumer Staples | 0.62% |
| 3 | Consumer Discretionary | 0.57% |
| 4 | Technology | 0.55% |
| 5 | Industrials | 0.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2726
PUT
Century Aluminum
CENX
$4.72B
| $38K | ﹤0.01% |
+3,000
| New | +$39.8K |
|
2727
CALL
LSB Industries
LXU
$842M
| $38K | ﹤0.01% |
+5,200
| New | +$35.9K |
|
2728
Magnite
MGNI
$3.38B
| $38K | ﹤0.01% |
+6,491
| New | +$50.6K |
|
2729
SEI Investments
SEIC
$12.9B
| $38K | ﹤0.01% |
+751
| New | +$37.9K |
|
|
LHCG
2730
PUT
DELISTED
LHC Group LLC
LHCG
| $38K | ﹤0.01% |
+700
| New | +$34K |
|
|
AM
2731
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
| $38K | ﹤0.01% |
1,147
+273
| +31% | +$9.31K |
|
2732
PUT
Adeia
ADEA
$2.95B
| $37K | ﹤0.01% |
+4,158
| New | +$44.7K |
|
2733
PUT
Applied Industrial Technologies
AIT
$11.9B
| $37K | ﹤0.01% |
+600
| New | +$37K |
|
2734
PUT
Carpenter Technology
CRS
$22.7B
| $37K | ﹤0.01% |
1,000
-200
| -17% | -$7.8K |
|
2735
The GEO Group
GEO
$4.16B
| $37K | ﹤0.01% |
1,190
+138
| +13% | +$3.97K |
|
2736
Marvell Technology
MRVL
$211B
| $37K | ﹤0.01% |
2,445
-583
| -19% | -$8.98K |
|
2737
PUT
Rollins
ROL
$16.6B
| $37K | ﹤0.01% |
+2,250
| New | +$35.6K |
|
2738
PUT
Sun Life Financial
SLF
$43.7B
| $37K | ﹤0.01% |
+1,000
| New | +$38K |
|
|
SAVE
2739
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $37K | ﹤0.01% |
700
-10,000
| -93% | -$535K |
|
|
AFSI
2740
CALL
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $37K | ﹤0.01% |
2,000
-2,000
| -50% | -$48.7K |
|
|
WLB
2741
DELISTED
Westmoreland Coal Company
WLB
| $37K | ﹤0.01% |
+2,532
| New | +$40.3K |
|
|
QIWI
2742
DELISTED
QIWI PLC
QIWI
| $37K | ﹤0.01% |
2,183
+1,296
| +146% | +$18.7K |
|
2743
CALL
Axos Financial
AX
$5.29B
| $36K | ﹤0.01% |
1,400
-1,900
| -58% | -$54.9K |
|
2744
CALL
Delek US
DK
$4.61B
| $36K | ﹤0.01% |
+1,500
| New | +$35.6K |
|
2745
Kilroy Realty
KRC
$4.1B
| $36K | ﹤0.01% |
502
+207
| +70% | +$15.3K |
|
2746
CALL
Navient
NAVI
$870M
| $36K | ﹤0.01% |
2,400
-169,600
| -99% | -$2.6M |
|
2747
CALL
Children's Place
PLCE
$56.5M
| $36K | ﹤0.01% |
+300
| New | +$31.6K |
|
2748
PUT
Radian Group
RDN
$4.81B
| $36K | ﹤0.01% |
2,000
| – | – |
|
2749
PUT
WisdomTree
WT
$3.62B
| $36K | ﹤0.01% |
4,000
+2,000
| +100% | +$19.3K |
|
|
EXPR
2750
PUT
DELISTED
Express, Inc.
EXPR
| $36K | ﹤0.01% |
+200
| New | +$41.3K |
|
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TI
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 $1.66B 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 Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Staples 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.