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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 | |
|---|---|---|---|---|---|---|
1776
CALL
Deckers Outdoor
DECK
$13.5B
| $293K | ﹤0.01% |
+29,400
| New | +$271K |
|
1777
PUT
Robert Half
RHI
$4.02B
| $293K | ﹤0.01% |
6,000
| – | – |
|
1778
Sabre
SABR
$779M
| $293K | ﹤0.01% |
+13,842
| New | +$317K |
|
1779
CALL
3D Systems Corp
DDD
$456M
| $292K | ﹤0.01% |
19,500
+15,100
| +343% | +$237K |
|
|
GRMN
1780
Garmin
GRMN
$58.1B
| $291K | ﹤0.01% |
+5,702
| New | +$287K |
|
1781
Labcorp
LH
$25.1B
| $291K | ﹤0.01% |
+2,358
| New | +$279K |
|
|
CYB
1782
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $291K | ﹤0.01% |
12,035
-10,926
| -48% | -$262K |
|
1783
Barings BDC
BBDC
$880M
| $290K | ﹤0.01% |
+15,170
| New | +$291K |
|
1784
Sarepta Therapeutics
SRPT
$1.62B
| $290K | ﹤0.01% |
+9,813
| New | +$304K |
|
|
AXON
1785
PUT
Axon Enterprise
AXON
$45.5B
| $289K | ﹤0.01% |
12,600
+5,600
| +80% | +$137K |
|
1786
Chord Energy
CHRD
$7.83B
| $289K | ﹤0.01% |
20,239
+1,959
| +11% | +$27.6K |
|
1787
CALL
IPG Photonics
IPGP
$3.69B
| $289K | ﹤0.01% |
2,400
+2,000
| +500% | +$226K |
|
1788
CALL
Synopsys
SNPS
$74.9B
| $289K | ﹤0.01% |
4,000
-19,400
| -83% | -$1.3M |
|
|
1789
PUT
Synopsys
SNPS
$74.9B
| $289K | ﹤0.01% |
4,000
-200
| -5% | -$13.4K |
|
|
EPE
1790
PUT
DELISTED
EP Energy Corporation
EPE
| $289K | ﹤0.01% |
+60,800
| New | +$311K |
|
1791
APA Corp
APA
$13.1B
| $287K | ﹤0.01% |
+5,584
| New | +$314K |
|
1792
CALL
Amphenol
APH
$199B
| $285K | ﹤0.01% |
16,000
+8,000
| +100% | +$138K |
|
|
FOLD
1793
CALL
DELISTED
Amicus Therapeutics
FOLD
| $285K | ﹤0.01% |
+40,000
| New | +$253K |
|
1794
CALL
BorgWarner
BWA
$12.9B
| $284K | ﹤0.01% |
7,725
-8,179
| -51% | -$298K |
|
1795
Idexx Laboratories
IDXX
$45.5B
| $282K | ﹤0.01% |
1,821
+301
| +20% | +$41.5K |
|
1796
PUT
W.R. Berkley
WRB
$26.8B
| $282K | ﹤0.01% |
13,500
| – | – |
|
|
JOYY
1797
CALL
JOYY Inc
JOYY
$3.72B
| $282K | ﹤0.01% |
+6,100
| New | +$271K |
|
1798
PUT
Coty
COTY
$2.48B
| $281K | ﹤0.01% |
+15,500
| New | +$293K |
|
1799
CALL
Nexstar Media Group
NXST
$5.83B
| $281K | ﹤0.01% |
4,000
| – | – |
|
1800
CALL
RPM International
RPM
$14B
| $281K | ﹤0.01% |
+5,100
| New | +$272K |
|
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.