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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 | |
|---|---|---|---|---|---|---|
3001
Power Integrations
POWI
$2.78B
| $19K | ﹤0.01% |
+570
| New | +$18.9K |
|
3002
CALL
Patterson-UTI
PTEN
$4.93B
| $19K | ﹤0.01% |
800
-3,200
| -80% | -$86.3K |
|
3003
PUT
Teradata
TDC
$2.59B
| $19K | ﹤0.01% |
+600
| New | +$18.1K |
|
3004
CALL
Unum
UNM
$14.7B
| $19K | ﹤0.01% |
400
-1,600
| -80% | -$74.9K |
|
3005
CALL
United States 12 Month Oil Fund,
USL
$47M
| $19K | ﹤0.01% |
+1,000
| New | +$19.3K |
|
3006
CALL
Metallus
MTUS
$814M
| $19K | ﹤0.01% |
1,000
-4,000
| -80% | -$71.1K |
|
|
TPC
3007
PUT
Tutor Perini Cor
TPC
$4.63B
| $19K | ﹤0.01% |
600
-600
| -50% | -$17.8K |
|
|
NTT
3008
DELISTED
Nippon Telegraph & Telephone
NTT
| $19K | ﹤0.01% |
451
-961
| -68% | -$41.6K |
|
3009
Camden Property Trust
CPT
$12B
| $18K | ﹤0.01% |
223
+85
| +62% | +$7K |
|
3010
ITT
ITT
$17.7B
| $18K | ﹤0.01% |
435
-1,115
| -72% | -$45.9K |
|
3011
PUT
Manulife Financial
MFC
$71.1B
| $18K | ﹤0.01% |
1,000
-1,000
| -50% | -$18.4K |
|
|
MITT
3012
CALL
TPG Mortgage Investment Trust
MITT
$212M
| $18K | ﹤0.01% |
+333
| New | +$17.6K |
|
|
MRC
3013
CALL
DELISTED
MRC Global
MRC
| $18K | ﹤0.01% |
1,000
+200
| +25% | +$3.97K |
|
3014
Nokia
NOK
$60.2B
| $18K | ﹤0.01% |
3,283
-1,496
| -31% | -$7.53K |
|
3015
PUT
Paychex
PAYX
$40.8B
| $18K | ﹤0.01% |
300
-105,900
| -100% | -$6.44M |
|
3016
CALL
Quad
QUAD
$522M
| $18K | ﹤0.01% |
+700
| New | +$17.9K |
|
|
BFX
3017
CALL
DELISTED
BowFlex Inc.
BFX
| $18K | ﹤0.01% |
+1,000
| New | +$16.9K |
|
|
KCG
3018
CALL
DELISTED
KCG Holdings, Inc.
KCG
| $18K | ﹤0.01% |
1,000
-3,300
| -77% | -$49.1K |
|
|
WOOF
3019
CALL
DELISTED
VCA Inc.
WOOF
| $18K | ﹤0.01% |
+200
| New | +$17.9K |
|
|
PRMW
3020
DELISTED
Primo Water Corporation
PRMW
| $18K | ﹤0.01% |
+1,316
| New | +$18.1K |
|
3021
CALL
Ares Capital
ARCC
$14.1B
| $17K | ﹤0.01% |
+1,000
| New | +$17.3K |
|
3022
PUT
Banco Macro
BMA
$5.06B
| $17K | ﹤0.01% |
+200
| New | +$15.9K |
|
|
NXH
3023
CALL
Neighborhood Intelligence Inc
NXH
$371M
| $17K | ﹤0.01% |
+1,331
| New | +$17.4K |
|
|
NXH
3024
PUT
Neighborhood Intelligence Inc
NXH
$371M
| $17K | ﹤0.01% |
+1,331
| New | +$17.4K |
|
3025
PUT
Dorchester Minerals
DMLP
$1.46B
| $17K | ﹤0.01% |
+1,000
| New | +$17.3K |
|
Similar funds
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.