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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 | |
|---|---|---|---|---|---|---|
2126
PUT
Marchex
MCHX
$70.1M
| $136K | ﹤0.01% |
+50,000
| New | +$135K |
|
2127
PUT
Starwood Property Trust
STWD
$5.87B
| $135K | ﹤0.01% |
6,000
-2,000
| -25% | -$45.1K |
|
2128
Zebra Technologies
ZBRA
$16.3B
| $135K | ﹤0.01% |
+1,480
| New | +$128K |
|
|
BGG
2129
CALL
DELISTED
Briggs & Stratton Corp.
BGG
| $135K | ﹤0.01% |
6,000
-21,300
| -78% | -$463K |
|
2130
Designer Brands
DBI
$265M
| $134K | ﹤0.01% |
6,485
-2,228
| -26% | -$46.2K |
|
2131
PUT
Huntington Bancshares
HBAN
$33.6B
| $134K | ﹤0.01% |
10,000
-18,300
| -65% | -$250K |
|
2132
PUT
Oil States International
OIS
$528M
| $133K | ﹤0.01% |
+4,000
| New | +$147K |
|
2133
Boston Beer
SAM
$1.67B
| $133K | ﹤0.01% |
921
+256
| +38% | +$40.1K |
|
2134
Thor Industries
THO
$3.74B
| $133K | ﹤0.01% |
1,387
-228
| -14% | -$23.7K |
|
|
NSR
2135
CALL
DELISTED
Neustar Inc
NSR
| $133K | ﹤0.01% |
4,000
| – | – |
|
|
DHC
2136
Diversified Healthcare Trust
DHC
$1.82B
| $132K | ﹤0.01% |
+6,511
| New | +$128K |
|
|
HDSN
2137
CALL
Hudson Technologies
HDSN
$224M
| $132K | ﹤0.01% |
20,000
| – | – |
|
2138
CALL
Methode Electronics
MEI
$499M
| $132K | ﹤0.01% |
+2,900
| New | +$124K |
|
2139
PUT
MasTec
MTZ
$19.3B
| $132K | ﹤0.01% |
3,300
+1,300
| +65% | +$49.7K |
|
2140
CALL
Westlake Corp
WLK
$9.17B
| $132K | ﹤0.01% |
2,000
+1,600
| +400% | +$101K |
|
|
BBG
2141
CALL
DELISTED
Bill Barrett Corp
BBG
| $132K | ﹤0.01% |
+29,000
| New | +$169K |
|
2142
CALL
NNN REIT
NNN
$8.47B
| $131K | ﹤0.01% |
3,000
+700
| +30% | +$31K |
|
2143
PUT
Vipshop
VIPS
$5.95B
| $131K | ﹤0.01% |
9,800
+5,700
| +139% | +$70.6K |
|
|
SCG
2144
PUT
DELISTED
Scana
SCG
| $131K | ﹤0.01% |
2,000
| – | – |
|
2145
Automatic Data Processing
ADP
$105B
| $130K | ﹤0.01% |
+1,273
| New | +$130K |
|
2146
Arista Networks
ANET
$243B
| $130K | ﹤0.01% |
+15,728
| New | +$109K |
|
2147
CALL
Kinross Gold
KGC
$35.9B
| $130K | ﹤0.01% |
37,000
-286,100
| -89% | -$1.03M |
|
2148
PUT
NRG Energy
NRG
$24.3B
| $130K | ﹤0.01% |
6,900
-85,200
| -93% | -$1.41M |
|
2149
PUT
Telus
TU
$14.9B
| $130K | ﹤0.01% |
8,000
| – | – |
|
|
RICE
2150
PUT
DELISTED
Rice Energy Inc.
RICE
| $130K | ﹤0.01% |
5,500
-98,500
| -95% | -$2.04M |
|
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.