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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 | |
|---|---|---|---|---|---|---|
2501
CALL
Teradyne
TER
$60B
| $62K | ﹤0.01% |
2,000
-54,700
| -96% | -$1.56M |
|
2502
CALL
Tenet Healthcare
THC
$21.7B
| $62K | ﹤0.01% |
3,500
-298,500
| -99% | -$5.54M |
|
2503
CALL
Wabash National
WNC
$530M
| $62K | ﹤0.01% |
+3,000
| New | +$58.8K |
|
2504
PUT
Banco Bradesco
BBD
$36.3B
| $61K | ﹤0.01% |
11,596
-222,443
| -95% | -$1.18M |
|
2505
CALL
Conduent
CNDT
$247M
| $61K | ﹤0.01% |
+3,600
| New | +$54.8K |
|
2506
CALL
Gen Digital
GEN
$17.8B
| $61K | ﹤0.01% |
2,000
-164,400
| -99% | -$4.66M |
|
2507
CALL
Honda
HMC
$40.6B
| $61K | ﹤0.01% |
2,000
| – | – |
|
2508
Eli Lilly
LLY
$1T
| $61K | ﹤0.01% |
722
-35,748
| -98% | -$2.86M |
|
2509
Safety Insurance
SAFT
$1.52B
| $61K | ﹤0.01% |
870
+495
| +132% | +$35.5K |
|
2510
VeriSign
VRSN
$25.9B
| $61K | ﹤0.01% |
+697
| New | +$57.9K |
|
|
FRGI
2511
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $61K | ﹤0.01% |
+2,503
| New | +$63.3K |
|
|
AMTD
2512
DELISTED
TD Ameritrade Holding Corp
AMTD
| $61K | ﹤0.01% |
+1,560
| New | +$66.4K |
|
2513
CALL
Builders FirstSource
BLDR
$6.61B
| $60K | ﹤0.01% |
+4,000
| New | +$51.7K |
|
|
2514
PUT
Builders FirstSource
BLDR
$6.61B
| $60K | ﹤0.01% |
+4,000
| New | +$51.7K |
|
2515
BWX Technologies
BWXT
$14.4B
| $60K | ﹤0.01% |
+1,255
| New | +$54.8K |
|
2516
CALL
Euronet Worldwide
EEFT
$2.64B
| $60K | ﹤0.01% |
+700
| New | +$55K |
|
|
EMBJ
2517
Embraer S.A. ADS
EMBJ
$13.2B
| $60K | ﹤0.01% |
+2,734
| New | +$62.2K |
|
2518
CALL
Extreme Networks
EXTR
$2.8B
| $60K | ﹤0.01% |
+8,000
| New | +$47.9K |
|
2519
KKR & Co
KKR
$93.4B
| $60K | ﹤0.01% |
+3,307
| New | +$58.8K |
|
2520
PUT
El Pollo Loco
LOCO
$458M
| $60K | ﹤0.01% |
+5,000
| New | +$61.3K |
|
2521
Lam Research
LRCX
$395B
| $60K | ﹤0.01% |
+4,690
| New | +$55.1K |
|
2522
PUT
Terex
TEX
$7.08B
| $60K | ﹤0.01% |
1,900
| – | – |
|
2523
CALL
Veeco
VECO
$2.74B
| $60K | ﹤0.01% |
2,000
-2,000
| -50% | -$55.7K |
|
|
INFO
2524
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $60K | ﹤0.01% |
+1,429
| New | +$56.5K |
|
|
RSPP
2525
DELISTED
RSP Permian, Inc.
RSPP
| $60K | ﹤0.01% |
+1,439
| New | +$59.8K |
|
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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.