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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 | |
|---|---|---|---|---|---|---|
501
PUT
DaVita
DVA
$11.7B
| $6.43M | 0.01% |
94,600
-281,800
| -75% | -$18.7M |
|
|
502
Citigroup
C
$231B
| $6.41M | 0.01% |
107,197
-1,420,792
| -93% | -$84M |
|
503
CALL
Carnival Corporation Ltd
CCL
$31.1B
| $6.4M | 0.01% |
108,600
+69,600
| +178% | +$3.89M |
|
504
PUT
Estee Lauder
EL
$35.7B
| $6.35M | 0.01% |
74,900
-55,100
| -42% | -$4.55M |
|
505
PUT
Five Below
FIVE
$13.6B
| $6.34M | 0.01% |
146,400
+128,100
| +700% | +$5.09M |
|
506
CALL
Healthpeak Properties
DOC
$14.1B
| $6.34M | 0.01% |
202,700
+189,900
| +1,484% | +$5.83M |
|
|
WFM
507
DELISTED
Whole Foods Market Inc
WFM
| $6.32M | 0.01% |
212,802
+130,230
| +158% | +$3.92M |
|
508
CALL
Plains All American Pipeline
PAA
$18.2B
| $6.32M | 0.01% |
200,000
| – | – |
|
509
PUT
Eli Lilly
LLY
$1T
| $6.31M | 0.01% |
75,000
| – | – |
|
510
CALL
Alphabet (Google) Class A
GOOGL
$4.04T
| $6.27M | 0.01% |
148,000
-36,000
| -20% | -$1.51M |
|
511
CALL
lululemon athletica
LULU
$11B
| $6.23M | 0.01% |
120,100
+100,400
| +510% | +$6.61M |
|
512
CALL
Macy's
M
$5.66B
| $6.22M | 0.01% |
209,900
+70,600
| +51% | +$2.18M |
|
513
CALL
iShares MSCI South Korea ETF
EWY
$29.1B
| $6.19M | 0.01% |
100,000
-1,000,000
| -91% | -$58.4M |
|
514
PUT
Home Depot
HD
$310B
| $6.17M | 0.01% |
42,000
-105,200
| -71% | -$14.9M |
|
515
PUT
Valmont Industries
VMI
$9.28B
| $6.14M | 0.01% |
+39,500
| New | +$5.83M |
|
516
PUT
Mastercard
MA
$497B
| $6.14M | 0.01% |
54,600
-27,700
| -34% | -$3.04M |
|
517
PUT
Franco-Nevada
FNV
$51.2B
| $6.1M | 0.01% |
93,100
-82,100
| -47% | -$5.29M |
|
518
CALL
Digital Realty Trust
DLR
$70.1B
| $6.1M | 0.01% |
57,300
+37,600
| +191% | +$3.96M |
|
519
PUT
Regency Centers
REG
$13.8B
| $5.97M | 0.01% |
+90,000
| New | +$6.17M |
|
520
PUT
Altria Group
MO
$113B
| $5.97M | 0.01% |
83,600
+67,900
| +432% | +$4.91M |
|
521
PUT
Restaurant Brands International
QSR
$26.9B
| $5.92M | 0.01% |
106,200
-59,050
| -36% | -$3.09M |
|
|
RTN
522
CALL
DELISTED
Raytheon Company
RTN
| $5.86M | 0.01% |
38,400
+700
| +2% | +$105K |
|
523
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$316M
| $5.82M | 0.01% |
+7
| New | +$8.02M |
|
|
SRG
524
Seritage Growth Properties
SRG
$108M
| $5.81M | 0.01% |
134,679
+126,581
| +1,563% | +$5.5M |
|
525
CALL
Vodafone
VOD
$39.6B
| $5.78M | 0.01% |
218,600
-184,900
| -46% | -$4.73M |
|
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.