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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 | |
|---|---|---|---|---|---|---|
401
CALL
Truist Financial
TFC
$61.3B
| $9.32M | 0.02% |
208,500
-42,100
| -17% | -$1.97M |
|
402
CALL
Banco Bradesco
BBD
$36.3B
| $9.24M | 0.02% |
1,743,216
+3,865
| +0.2% | +$20.4K |
|
403
CALL
United Parks & Resorts
PRKS
$1.76B
| $9.18M | 0.02% |
502,600
-83,500
| -14% | -$1.55M |
|
|
LNW
404
CALL
DELISTED
Light & Wonder
LNW
| $9.18M | 0.02% |
388,200
-412,100
| -51% | -$7.96M |
|
405
CALL
Clorox
CLX
$10.8B
| $9.12M | 0.02% |
67,600
+41,900
| +163% | +$5.43M |
|
406
PUT
iShares MSCI Mexico ETF
EWW
$1.8B
| $9.04M | 0.02% |
176,700
-509,900
| -74% | -$23.7M |
|
407
PUT
Adobe
ADBE
$101B
| $9.03M | 0.02% |
69,400
+51,700
| +292% | +$6.07M |
|
408
PUT
Teck Resources
TECK
$34.5B
| $8.99M | 0.02% |
410,400
+288,400
| +236% | +$6.45M |
|
409
Vertex Pharmaceuticals
VRTX
$132B
| $8.99M | 0.02% |
+82,216
| New | +$7.24M |
|
410
PUT
Ovintiv
OVV
$17.8B
| $8.95M | 0.02% |
152,800
| – | – |
|
411
PUT
Colgate-Palmolive
CL
$70.2B
| $8.93M | 0.02% |
122,000
-31,900
| -21% | -$2.23M |
|
412
CALL
SLB Ltd
SLB
$84.7B
| $8.9M | 0.02% |
114,000
-254,600
| -69% | -$20.8M |
|
413
PUT
Occidental Petroleum
OXY
$61.3B
| $8.9M | 0.02% |
140,500
+6,700
| +5% | +$446K |
|
414
Qualcomm
QCOM
$188B
| $8.89M | 0.02% |
155,021
-423,427
| -73% | -$24.6M |
|
415
US Bancorp
USB
$96.8B
| $8.81M | 0.02% |
+171,135
| New | +$9.12M |
|
|
WFM
416
PUT
DELISTED
Whole Foods Market Inc
WFM
| $8.81M | 0.02% |
296,300
+3,300
| +1% | +$99.4K |
|
417
United Rentals
URI
$64B
| $8.8M | 0.02% |
70,379
-290,076
| -80% | -$35.3M |
|
|
B
418
CALL
Barrick Mining
B
$73.4B
| $8.78M | 0.02% |
462,500
-4,184,700
| -90% | -$77.2M |
|
|
CIT
419
PUT
DELISTED
CIT Group Inc.
CIT
| $8.74M | 0.02% |
203,500
-52,400
| -20% | -$2.22M |
|
420
PUT
Check Point Software Technologies
CHKP
$13.8B
| $8.73M | 0.02% |
85,000
-500
| -0.6% | -$49K |
|
421
PUT
Exelixis
EXEL
$14.5B
| $8.67M | 0.02% |
400,000
+250,000
| +167% | +$5.08M |
|
422
PUT
Deere & Co
DE
$183B
| $8.66M | 0.02% |
79,500
-472,700
| -86% | -$51.2M |
|
423
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
| $8.64M | 0.02% |
+132,800
| New | +$8.58M |
|
424
PUT
Aflac
AFL
$57.5B
| $8.55M | 0.02% |
236,000
+156,400
| +196% | +$5.54M |
|
425
CALL
American Tower
AMT
$81.7B
| $8.53M | 0.02% |
70,200
-84,800
| -55% | -$9.33M |
|
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.