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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 | |
|---|---|---|---|---|---|---|
1051
PUT
AutoNation
AN
$6.92B
| $1.27M | ﹤0.01% |
30,000
+18,000
| +150% | +$860K |
|
1052
Gaming and Leisure Properties
GLPI
$12.1B
| $1.26M | ﹤0.01% |
37,863
+14,084
| +59% | +$445K |
|
1053
CALL
Altria Group
MO
$113B
| $1.26M | ﹤0.01% |
17,700
-53,300
| -75% | -$3.86M |
|
1054
TTM Technologies
TTMI
$13.1B
| $1.26M | ﹤0.01% |
78,361
+20,783
| +36% | +$324K |
|
|
WFT
1055
CALL
DELISTED
Weatherford International plc
WFT
| $1.26M | ﹤0.01% |
189,200
+181,800
| +2,457% | +$1.07M |
|
1056
CALL
Pentair
PNR
$9.18B
| $1.26M | ﹤0.01% |
29,780
+29,482
| +9,893% | +$1.18M |
|
1057
PUT
Dycom Industries
DY
$8.76B
| $1.25M | ﹤0.01% |
13,500
-8,200
| -38% | -$696K |
|
1058
CALL
Cimpress
CMPR
$2.08B
| $1.24M | ﹤0.01% |
14,400
+9,200
| +177% | +$796K |
|
|
HIMX
1059
Himax Technologies
HIMX
$2.43B
| $1.24M | ﹤0.01% |
135,706
+47,947
| +55% | +$325K |
|
1060
PUT
Conagra Brands
CAG
$7.25B
| $1.23M | ﹤0.01% |
30,600
+24,600
| +410% | +$982K |
|
1061
PUT
Aptiv
APTV
$9.24B
| $1.23M | ﹤0.01% |
15,300
-63,200
| -81% | -$4.75M |
|
|
WFT
1062
PUT
DELISTED
Weatherford International plc
WFT
| $1.23M | ﹤0.01% |
185,000
+117,500
| +174% | +$689K |
|
1063
PUT
Pultegroup
PHM
$22.7B
| $1.23M | ﹤0.01% |
52,100
+5,000
| +11% | +$108K |
|
|
PNRA
1064
DELISTED
Panera Bread Co
PNRA
| $1.21M | ﹤0.01% |
4,633
-1,528
| -25% | -$347K |
|
|
AVB
1065
PUT
DELISTED
AvalonBay Communities
AVB
| $1.21M | ﹤0.01% |
6,600
-700
| -10% | -$126K |
|
1066
PUT
Suncor Energy
SU
$80.7B
| $1.21M | ﹤0.01% |
39,400
+21,900
| +125% | +$690K |
|
1067
Estee Lauder
EL
$35.7B
| $1.21M | ﹤0.01% |
14,255
-113,264
| -89% | -$9.36M |
|
1068
PUT
Wabtec
WAB
$47.4B
| $1.21M | ﹤0.01% |
15,500
+13,500
| +675% | +$1.11M |
|
1069
PUT
Tractor Supply
TSCO
$17.7B
| $1.21M | ﹤0.01% |
87,500
-126,000
| -59% | -$1.83M |
|
1070
Herbalife
HLF
$1.32B
| $1.2M | ﹤0.01% |
41,334
-878,044
| -96% | -$24.4M |
|
1071
CALL
Qorvo
QRVO
$9.28B
| $1.2M | ﹤0.01% |
+17,500
| New | +$1.12M |
|
1072
CALL
Mattel
MAT
$3.93B
| $1.2M | ﹤0.01% |
46,800
-6,400
| -12% | -$171K |
|
1073
CALL
Eldorado Gold
EGO
$11.6B
| $1.19M | ﹤0.01% |
+70,000
| New | +$1.17M |
|
1074
CALL
Suburban Propane Partners
SPH
$1.16B
| $1.19M | ﹤0.01% |
+44,300
| New | +$1.25M |
|
1075
AngloGold Ashanti
AU
$54.9B
| $1.19M | ﹤0.01% |
+110,658
| New | +$1.29M |
|
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.