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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 | |
|---|---|---|---|---|---|---|
2626
PUT
SLM Corp
SLM
$5.16B
| $48K | ﹤0.01% |
4,000
| – | – |
|
2627
Energous
WATT
$98.9M
| $48K | ﹤0.01% |
+5
| New | +$47.9K |
|
|
STAY
2628
PUT
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $48K | ﹤0.01% |
+3,000
| New | +$49.7K |
|
|
AYR
2629
CALL
DELISTED
Aircastle Ltd
AYR
| $48K | ﹤0.01% |
2,000
| – | – |
|
|
DO
2630
CALL
DELISTED
Diamond Offshore Drilling
DO
| $48K | ﹤0.01% |
+2,900
| New | +$49.2K |
|
|
FDC
2631
DELISTED
First Data Corporation
FDC
| $48K | ﹤0.01% |
3,068
+2,772
| +936% | +$43.5K |
|
2632
AXT Inc
AXTI
$4.52B
| $47K | ﹤0.01% |
8,112
+4,988
| +160% | +$31K |
|
2633
CALL
Hewlett Packard
HPE
$71B
| $47K | ﹤0.01% |
3,441
-1,503,251
| -100% | -$20.2M |
|
2634
CALL
H&R Block
HRB
$5.81B
| $47K | ﹤0.01% |
2,000
-202,300
| -99% | -$4.52M |
|
|
2635
PUT
H&R Block
HRB
$5.81B
| $47K | ﹤0.01% |
2,000
-8,700
| -81% | -$195K |
|
2636
PUT
JetBlue
JBLU
$2.41B
| $47K | ﹤0.01% |
2,300
-47,300
| -95% | -$965K |
|
2637
Kirby Corp
KEX
$7B
| $47K | ﹤0.01% |
+661
| New | +$45.1K |
|
2638
CALL
Newell Brands
NWL
$2.63B
| $47K | ﹤0.01% |
+1,000
| New | +$47.4K |
|
2639
PUT
Penske Automotive Group
PAG
$14.2B
| $47K | ﹤0.01% |
1,000
-1,000
| -50% | -$51.1K |
|
2640
PUT
Plains GP Holdings
PAGP
$4.98B
| $47K | ﹤0.01% |
1,500
-5,900
| -80% | -$192K |
|
2641
PUT
Regions Financial
RF
$27.3B
| $47K | ﹤0.01% |
3,200
-105,100
| -97% | -$1.55M |
|
2642
PUT
SolarEdge
SEDG
$2.12B
| $47K | ﹤0.01% |
+3,000
| New | +$41.8K |
|
2643
Ubiquiti
UI
$34.5B
| $47K | ﹤0.01% |
+944
| New | +$51.6K |
|
|
TVPT
2644
CALL
DELISTED
Travelport Worldwide Limited
TVPT
| $47K | ﹤0.01% |
+4,000
| New | +$53.2K |
|
|
FDC
2645
PUT
DELISTED
First Data Corporation
FDC
| $47K | ﹤0.01% |
3,000
+1,000
| +50% | +$15.7K |
|
2646
CALL
AllianceBernstein
AB
$3.47B
| $46K | ﹤0.01% |
2,000
| – | – |
|
2647
AMERISAFE
AMSF
$557M
| $46K | ﹤0.01% |
+715
| New | +$46K |
|
2648
PUT
Blackbaud
BLKB
$2.07B
| $46K | ﹤0.01% |
+600
| New | +$42.6K |
|
2649
PUT
British American Tobacco
BTI
$128B
| $46K | ﹤0.01% |
700
-7,300
| -91% | -$452K |
|
2650
Kulicke & Soffa
KLIC
$4.96B
| $46K | ﹤0.01% |
+2,278
| New | +$43.8K |
|
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HF
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.