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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 | |
|---|---|---|---|---|---|---|
1526
Banco Santander
SAN
$213B
| $463K | ﹤0.01% |
79,554
+10,282
| +15% | +$55.3K |
|
1527
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.11B
| $463K | ﹤0.01% |
+5
| New | +$522K |
|
1528
CALL
Helen of Troy
HELE
$636M
| $462K | ﹤0.01% |
4,900
+1,200
| +32% | +$113K |
|
1529
CALL
Thermo Fisher Scientific
TMO
$224B
| $461K | ﹤0.01% |
+3,000
| New | +$459K |
|
|
SONC
1530
DELISTED
Sonic Corp
SONC
| $461K | ﹤0.01% |
18,186
+16,156
| +796% | +$408K |
|
1531
CALL
Caesarstone
CSTE
$104M
| $460K | ﹤0.01% |
12,700
-2,000
| -14% | -$64.4K |
|
1532
Tenet Healthcare
THC
$21.7B
| $459K | ﹤0.01% |
25,903
-29,573
| -53% | -$549K |
|
|
BRSL
1533
CALL
Brightstar Lottery PLC
BRSL
$2.03B
| $457K | ﹤0.01% |
19,300
-3,000
| -13% | -$78.1K |
|
1534
CALL
Molina Healthcare
MOH
$10.1B
| $456K | ﹤0.01% |
+10,000
| New | +$523K |
|
1535
J.M. Smucker
SJM
$13.2B
| $454K | ﹤0.01% |
+3,460
| New | +$470K |
|
|
EBIX
1536
CALL
DELISTED
Ebix Inc
EBIX
| $453K | ﹤0.01% |
7,400
+3,400
| +85% | +$202K |
|
1537
CALL
Wabtec
WAB
$47.4B
| $452K | ﹤0.01% |
5,800
+1,800
| +45% | +$149K |
|
1538
CALL
International Flavors & Fragrances
IFF
$21.5B
| $451K | ﹤0.01% |
+3,400
| New | +$418K |
|
|
SFLY
1539
PUT
DELISTED
Shutterfly, Inc.
SFLY
| $449K | ﹤0.01% |
+9,300
| New | +$447K |
|
1540
PUT
Burlington
BURL
$15B
| $448K | ﹤0.01% |
+4,600
| New | +$407K |
|
1541
CALL
Tyler Technologies
TYL
$14B
| $448K | ﹤0.01% |
+2,900
| New | +$441K |
|
1542
CALL
Western Union
WU
$2.16B
| $447K | ﹤0.01% |
22,000
-23,100
| -51% | -$471K |
|
|
LGF.B
1543
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
| $447K | ﹤0.01% |
+18,326
| New | +$465K |
|
|
BOBE
1544
CALL
DELISTED
Bob Evans Farms, Inc.
BOBE
| $447K | ﹤0.01% |
6,900
+6,500
| +1,625% | +$367K |
|
1545
PUT
Sinclair Inc
SBGI
$980M
| $445K | ﹤0.01% |
11,000
-97,200
| -90% | -$3.58M |
|
|
CTXS
1546
DELISTED
Citrix Systems Inc
CTXS
| $445K | ﹤0.01% |
+5,341
| New | +$416K |
|
1547
PUT
PACCAR
PCAR
$64.2B
| $444K | ﹤0.01% |
9,900
-29,550
| -75% | -$1.33M |
|
1548
CALL
Community Health Systems
CYH
$416M
| $443K | ﹤0.01% |
+50,000
| New | +$390K |
|
1549
CALL
Dover
DOV
$25.8B
| $442K | ﹤0.01% |
6,809
-10,771
| -61% | -$687K |
|
|
GIMO
1550
CALL
DELISTED
Gigamon Inc.
GIMO
| $441K | ﹤0.01% |
12,400
-21,100
| -63% | -$753K |
|
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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.