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Parallax Volatility Advisers

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
Cap. Flow
-$1.66B
Cap. Flow %
-3.41%
Top 10 Hldgs %
49.47%
Holding
5,442
New
1,250
Increased
971
Reduced
1,105
Closed
751

Top Buys

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$62.5M
2
EBIX
Ebix Inc
EBIX
+$59M
3
B
Barrick Mining
B
+$39.5M
4
ACIW icon
ACI Worldwide
ACIW
+$33M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$30.7M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$369M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$334M
3
GM icon
General Motors
GM
+$152M
4
META icon
Meta Platforms (Facebook)
META
+$102M
5
C icon
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
TROX icon
676
CALL
Tronox
TROX
$743M
$3.51M 0.01%
190,000
+16,400
+9% +$244K
UNM icon
677
PUT
Unum
UNM
$14.7B
$3.49M 0.01%
74,400
+74,000
+18,500% +$3.47M
GAP
678
CALL
The Gap Inc
GAP
$7.5B
$3.49M 0.01%
143,700
+98,600
+219% +$2.35M
ADNT icon
679
CALL
Adient
ADNT
$1.41B
$3.48M 0.01%
47,840
+47,000
+5,595% +$3.09M
ECL icon
680
CALL
Ecolab
ECL
$76.3B
$3.47M 0.01%
27,700
+3,700
+15% +$452K
BBY icon
681
PUT
Best Buy
BBY
$18.5B
$3.46M 0.01%
70,500
+30,100
+75% +$1.35M
HAL icon
682
PUT
Halliburton
HAL
$30.9B
$3.45M 0.01%
70,100
-143,200
-67% -$7.7M
LAZ icon
683
PUT
Lazard
LAZ
$4.16B
$3.45M 0.01%
75,000
+69,000
+1,150% +$2.98M
LBTYA icon
684
Liberty Global Class A
LBTYA
$3.58B
$3.44M 0.01%
+96,014
New +$3.4M
COST icon
685
Costco
COST
$400B
$3.43M 0.01%
+20,446
New +$3.43M
XPO icon
686
CALL
XPO
XPO
$21.6B
$3.43M 0.01%
207,024
+201,241
+3,480% +$3.29M
TT icon
687
CALL
Trane Technologies
TT
$97.7B
$3.42M 0.01%
42,100
-6,000
-12% -$476K
EOG icon
688
CALL
EOG Resources
EOG
$77.1B
$3.42M 0.01%
35,000
-28,000
-44% -$2.79M
SLCA
689
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$3.4M 0.01%
70,900
+17,900
+34% +$958K
BHP icon
690
BHP
BHP
$234B
$3.4M 0.01%
104,913
+97,213
+1,263% +$3.36M
APD icon
691
PUT
Air Products & Chemicals
APD
$65.7B
$3.4M 0.01%
25,100
+10,000
+66% +$1.41M
UCO icon
692
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$459M
$3.37M 0.01%
+28,320
New +$3.67M
CY
693
CALL
DELISTED
Cypress Semiconductor
CY
$3.36M 0.01%
244,100
+237,600
+3,655% +$3.04M
AU icon
694
PUT
AngloGold Ashanti
AU
$54.9B
$3.35M 0.01%
311,500
+81,500
+35% +$952K
HSBC icon
695
CALL
HSBC
HSBC
$360B
$3.35M 0.01%
90,995
+26,568
+41% +$998K
YELP icon
696
Yelp
YELP
$1.11B
$3.35M 0.01%
102,458
+14,269
+16% +$529K
TROW icon
697
PUT
T. Rowe Price
TROW
$23B
$3.31M 0.01%
48,600
+3,500
+8% +$248K
BP icon
698
CALL
BP
BP
$118B
$3.31M 0.01%
109,860
-340,596
-76% -$10.4M
STLA icon
699
CALL
Stellantis
STLA
$15.3B
$3.3M 0.01%
303,208
-14,056
-4% -$151K
D icon
700
CALL
Dominion Energy
D
$57.3B
$3.29M 0.01%
42,400
+4,200
+11% +$318K
26 27
28
29 30

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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.