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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
SGOL icon
1476
PUT
abrdn Physical Gold Shares ETF
SGOL
$7.35B
$508K ﹤0.01%
+42,000
New +$498K
QEP
1477
PUT
DELISTED
QEP RESOURCES, INC.
QEP
$508K ﹤0.01%
40,000
-60,000
-60% -$944K
PFG icon
1478
CALL
Principal Financial Group
PFG
$24.4B
$505K ﹤0.01%
8,000
+7,400
+1,233% +$451K
DY icon
1479
Dycom Industries
DY
$8.76B
$504K ﹤0.01%
5,427
+4,302
+382% +$365K
PFG icon
1480
PUT
Principal Financial Group
PFG
$24.4B
$504K ﹤0.01%
8,000
– –
URBN icon
1481
PUT
Urban Outfitters
URBN
$6.64B
$504K ﹤0.01%
21,100
+4,900
+30% +$127K
MLM icon
1482
CALL
Martin Marietta Materials
MLM
$35.7B
$502K ﹤0.01%
2,300
+1,900
+475% +$419K
CTXS
1483
PUT
DELISTED
Citrix Systems Inc
CTXS
$501K ﹤0.01%
6,000
-13,590
-69% -$1.06M
SSNI
1484
DELISTED
Silver Spring Networks, Inc.
SSNI
$501K ﹤0.01%
+44,338
New +$545K
QVCGA
1485
CALL
DELISTED
QVC Group Inc Series A
QVCGA
$500K ﹤0.01%
+515
New +$484K
CS
1486
DELISTED
Credit Suisse Group
CS
$499K ﹤0.01%
+33,656
New +$514K
AGNC icon
1487
PUT
AGNC Investment
AGNC
$12.5B
$498K ﹤0.01%
25,000
-18,900
-43% -$364K
EPAM icon
1488
PUT
EPAM Systems
EPAM
$5.92B
$498K ﹤0.01%
+6,600
New +$459K
FTR
1489
PUT
DELISTED
Frontier Communications Corp.
FTR
$492K ﹤0.01%
15,333
-934
-6% -$42.8K
SCHW
1490
PUT
Charles Schwab
SCHW
$184B
$490K ﹤0.01%
12,000
-130,000
-92% -$5.37M
SWN
1491
CALL
DELISTED
Southwestern Energy Company
SWN
$490K ﹤0.01%
60,000
-70,000
-54% -$606K
ABBV icon
1492
AbbVie
ABBV
$443B
$489K ﹤0.01%
+7,497
New +$471K
SAFM
1493
CALL
DELISTED
Sanderson Farms Inc
SAFM
$489K ﹤0.01%
4,700
+4,300
+1,075% +$406K
NWL icon
1494
PUT
Newell Brands
NWL
$2.56B
$487K ﹤0.01%
10,300
+8,300
+415% +$394K
PCG icon
1495
CALL
PG&E
PCG
$31.3B
$485K ﹤0.01%
7,300
+2,200
+43% +$140K
TXRH icon
1496
PUT
Texas Roadhouse
TXRH
$11.8B
$485K ﹤0.01%
10,900
+4,900
+82% +$220K
AMJ
1497
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$485K ﹤0.01%
15,000
-190,600
-93% -$6.23M
AVY icon
1498
PUT
Avery Dennison
AVY
$12.9B
$483K ﹤0.01%
6,000
+4,000
+200% +$311K
DINO icon
1499
CALL
HF Sinclair
DINO
$19.2B
$483K ﹤0.01%
17,100
+6,400
+60% +$187K
CAKE icon
1500
CALL
Cheesecake Factory
CAKE
$5.16B
$482K ﹤0.01%
7,600
+7,500
+7,500% +$456K
58 59
60
61 62

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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.