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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 | |
|---|---|---|---|---|---|---|
|
DBD
2201
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
| $117K | ﹤0.01% |
+3,800
| New | +$107K |
|
|
CUK
2202
CALL
DELISTED
Carnival PLC
CUK
| $116K | ﹤0.01% |
+2,000
| New | +$110K |
|
2203
CALL
Boston Beer
SAM
$1.67B
| $116K | ﹤0.01% |
800
-1,600
| -67% | -$250K |
|
2204
Ziff Davis
ZD
$1.9B
| $116K | ﹤0.01% |
+1,595
| New | +$117K |
|
|
PF
2205
CALL
DELISTED
Pinnacle Foods, Inc.
PF
| $116K | ﹤0.01% |
2,000
| – | – |
|
|
PF
2206
PUT
DELISTED
Pinnacle Foods, Inc.
PF
| $116K | ﹤0.01% |
+2,000
| New | +$111K |
|
2207
Nucor
NUE
$58.5B
| $115K | ﹤0.01% |
+1,924
| New | +$118K |
|
2208
CALL
New York Times
NYT
$10.7B
| $115K | ﹤0.01% |
+8,000
| New | +$114K |
|
2209
CALL
Sibanye-Stillwater
SBSW
$9.28B
| $115K | ﹤0.01% |
+13,790
| New | +$109K |
|
2210
PUT
HF Sinclair
DINO
$19.2B
| $114K | ﹤0.01% |
4,000
-13,700
| -77% | -$400K |
|
2211
PUT
Outfront Media
OUT
$5.04B
| $114K | ﹤0.01% |
4,369
-35,152
| -89% | -$919K |
|
2212
PUT
AMC Entertainment Holdings
AMC
$2.2B
| $113K | ﹤0.01% |
+360
| New | +$115K |
|
2213
CALL
Herc Holdings
HRI
$4.84B
| $113K | ﹤0.01% |
+2,300
| New | +$108K |
|
2214
PUT
RingCentral
RNG
$5.82B
| $113K | ﹤0.01% |
4,000
-83,000
| -95% | -$2.05M |
|
2215
TSMC
TSM
$2.26T
| $113K | ﹤0.01% |
+3,451
| New | +$108K |
|
|
CHS
2216
PUT
DELISTED
Chicos FAS, Inc.
CHS
| $113K | ﹤0.01% |
8,000
+4,600
| +135% | +$63.8K |
|
2217
PUT
Clean Harbors
CLH
$16.7B
| $112K | ﹤0.01% |
2,000
-2,000
| -50% | -$111K |
|
2218
PUT
W.P. Carey
WPC
$15.9B
| $112K | ﹤0.01% |
1,838
-306
| -14% | -$18.6K |
|
|
CYOU
2219
PUT
DELISTED
Changyou.com Limited American Depositary Share
CYOU
| $112K | ﹤0.01% |
+4,000
| New | +$106K |
|
|
UFS
2220
DELISTED
DOMTAR CORPORATION (New)
UFS
| $112K | ﹤0.01% |
+3,068
| New | +$122K |
|
|
2221
CALL
Clean Harbors
CLH
$16.7B
| $111K | ﹤0.01% |
2,000
| – | – |
|
2222
Equinor
EQNR
$107B
| $111K | ﹤0.01% |
+6,476
| New | +$116K |
|
2223
PUT
First Horizon
FHN
$11.6B
| $111K | ﹤0.01% |
6,000
-2,400
| -29% | -$47.2K |
|
2224
Gen Digital
GEN
$17.8B
| $111K | ﹤0.01% |
+3,629
| New | +$103K |
|
2225
PUT
Sonoco
SON
$4.78B
| $111K | ﹤0.01% |
2,100
| – | – |
|
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.