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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 | |
|---|---|---|---|---|---|---|
976
CALL
Cemex
CX
$15.7B
| $1.49M | ﹤0.01% |
171,184
-942,552
| -85% | -$7.93M |
|
|
DFS
977
CALL
DELISTED
Discover Financial Services
DFS
| $1.49M | ﹤0.01% |
21,800
-46,200
| -68% | -$3.24M |
|
|
ALR
978
CALL
DELISTED
Alere Inc
ALR
| $1.49M | ﹤0.01% |
37,500
| – | – |
|
979
CALL
NCR Voyix
VYX
$1.15B
| $1.48M | ﹤0.01% |
52,975
| – | – |
|
980
CALL
Nu Skin
NUS
$236M
| $1.47M | ﹤0.01% |
+26,500
| New | +$1.36M |
|
|
WPX
981
DELISTED
WPX Energy, Inc.
WPX
| $1.47M | ﹤0.01% |
+110,006
| New | +$1.47M |
|
982
CALL
Trinity Industries
TRN
$2.24B
| $1.47M | ﹤0.01% |
76,951
+70,006
| +1,008% | +$1.38M |
|
983
PUT
Petrobras
PBR
$135B
| $1.47M | ﹤0.01% |
151,700
-804,600
| -84% | -$8.26M |
|
984
Viatris
VTRS
$19B
| $1.47M | ﹤0.01% |
37,590
+37,073
| +7,171% | +$1.49M |
|
985
Citizens Financial Group
CFG
$29.2B
| $1.46M | ﹤0.01% |
+42,335
| New | +$1.54M |
|
986
PUT
Cheniere Energy
LNG
$57B
| $1.46M | ﹤0.01% |
30,800
-49,500
| -62% | -$2.28M |
|
|
MMP
987
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $1.45M | ﹤0.01% |
18,900
-81,100
| -81% | -$6.29M |
|
988
Travel + Leisure Co
TNL
$3.96B
| $1.45M | ﹤0.01% |
38,078
-10,736
| -22% | -$394K |
|
989
CALL
Motorola Solutions
MSI
$76.1B
| $1.45M | ﹤0.01% |
16,800
+10,200
| +155% | +$834K |
|
990
CALL
Illinois Tool Works
ITW
$75.2B
| $1.44M | ﹤0.01% |
10,900
-28,900
| -73% | -$3.74M |
|
991
PUT
Ternium
TX
$11.4B
| $1.44M | ﹤0.01% |
+55,000
| New | +$1.37M |
|
|
LLL
992
CALL
DELISTED
L3 Technologies, Inc.
LLL
| $1.44M | ﹤0.01% |
8,700
+3,800
| +78% | +$615K |
|
993
PUT
Shake Shack
SHAK
$2.55B
| $1.44M | ﹤0.01% |
43,000
+27,000
| +169% | +$933K |
|
|
ANDV
994
PUT
DELISTED
Andeavor
ANDV
| $1.44M | ﹤0.01% |
17,700
-18,900
| -52% | -$1.58M |
|
|
PXD
995
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.43M | ﹤0.01% |
7,700
+1,100
| +17% | +$204K |
|
|
SPLK
996
CALL
DELISTED
Splunk Inc
SPLK
| $1.43M | ﹤0.01% |
22,900
+12,000
| +110% | +$718K |
|
997
PUT
Expedia Group
EXPE
$32.7B
| $1.43M | ﹤0.01% |
11,300
-141,600
| -93% | -$17.3M |
|
998
CALL
T. Rowe Price
TROW
$23B
| $1.43M | ﹤0.01% |
20,900
-14,400
| -41% | -$1.02M |
|
999
CF Industries
CF
$20.9B
| $1.42M | ﹤0.01% |
+48,529
| New | +$1.58M |
|
1000
CALL
Huntsman Corp
HUN
$1.68B
| $1.42M | ﹤0.01% |
58,000
-92,000
| -61% | -$1.98M |
|
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.