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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$48.5B
AUM Growth
-$2.6B
(-5.1%)
Cap. Flow
-$5.66B
Cap. Flow
% of AUM
-11.68%
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 | Consumer Staples | 0.62% |
| 2 | Technology | 0.55% |
| 3 | Consumer Discretionary | 0.52% |
| 4 | Industrials | 0.47% |
| 5 | Financials | 0.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
CALL
JD.com
JD
$43.6B
| $18.7M | 0.04% |
600,000
-2,903,300
| -83% | -$85.5M |
|
252
CALL
Freeport-McMoran
FCX
$91.2B
| $18.6M | 0.04% |
1,392,700
-124,100
| -8% | -$1.78M |
|
|
RTN
253
PUT
DELISTED
Raytheon Company
RTN
| $18.6M | 0.04% |
121,900
+113,900
| +1,424% | +$17.1M |
|
254
PUT
AB InBev
BUD
$166B
| $18.6M | 0.04% |
169,300
+134,300
| +384% | +$14.4M |
|
255
Palo Alto Networks
PANW
$265B
| $18.6M | 0.04% |
988,608
+912,810
| +1,204% | +$20.4M |
|
256
CALL
Tesla
TSLA
$1.22T
| $18.5M | 0.04% |
999,000
-5,790,000
| -85% | -$98M |
|
|
257
JD.com
JD
$43.6B
| $18.5M | 0.04% |
594,595
+504,306
| +559% | +$14.8M |
|
|
ELLI
258
PUT
DELISTED
Ellie Mae Inc
ELLI
| $18.5M | 0.04% |
184,400
+183,100
| +14,085% | +$16.8M |
|
259
Target
TGT
$65.6B
| $18.3M | 0.04% |
332,265
+316,485
| +2,006% | +$19.7M |
|
|
ESPR
260
PUT
DELISTED
Esperion Therapeutics
ESPR
| $17.9M | 0.04% |
+505,600
| New | +$11.6M |
|
261
CALL
Williams Companies
WMB
$86.7B
| $17.8M | 0.04% |
601,900
+78,900
| +15% | +$2.28M |
|
262
iShares US Real Estate ETF
IYR
$4.69B
| $17.7M | 0.04% |
226,086
+51,587
| +30% | +$4.03M |
|
263
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $17.7M | 0.04% |
106,000
+7,100
| +7% | +$1.19M |
|
|
CATM
264
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $17.4M | 0.04% |
372,792
+257,520
| +223% | +$12.6M |
|
|
S
265
CALL
DELISTED
Sprint Corporation
S
| $17.4M | 0.04% |
2,002,800
+959,000
| +92% | +$8.38M |
|
266
CALL
Nucor
NUE
$58.5B
| $17.3M | 0.04% |
290,500
+59,600
| +26% | +$3.64M |
|
267
CALL
Steel Dynamics
STLD
$36.2B
| $17.3M | 0.04% |
496,700
+444,300
| +848% | +$15.8M |
|
|
COL
268
CALL
DELISTED
Rockwell Collins
COL
| $17.2M | 0.04% |
177,500
-11,500
| -6% | -$1.08M |
|
|
MBLY
269
PUT
DELISTED
Mobileye N.V.
MBLY
| $17.2M | 0.04% |
279,600
+38,300
| +16% | +$1.84M |
|
270
CALL
Cheniere Energy
LNG
$54.1B
| $17M | 0.04% |
359,000
+7,200
| +2% | +$332K |
|
271
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
| $17M | 0.04% |
310,800
-737,800
| -70% | -$39.7M |
|
|
WBA
272
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $16.8M | 0.03% |
202,100
-243,000
| -55% | -$20.4M |
|
|
PNRA
273
CALL
DELISTED
Panera Bread Co
PNRA
| $16.7M | 0.03% |
+63,800
| New | +$14.5M |
|
274
CALL
iShares MSCI Hong Kong ETF
EWH
$1.25B
| $16.7M | 0.03% |
+750,000
| New | +$16M |
|
|
275
PUT
iShares MSCI Hong Kong ETF
EWH
$1.25B
| $16.7M | 0.03% |
+750,000
| New | +$16M |
|
Similar funds
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 $5.66B 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 Consumer Staples at 0.62% of assets, up from 0.6% a quarter earlier, followed by Technology 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.