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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 | |
|---|---|---|---|---|---|---|
|
FMI
426
CALL
DELISTED
Foundation Medicine, Inc.
FMI
| $8.51M | 0.02% |
+263,800
| New | +$6.58M |
|
|
FITB
427
CALL
Fifth Third Bancorp
FITB
$51.3B
| $8.51M | 0.02% |
334,900
-6,400
| -2% | -$171K |
|
|
MRSH
428
CALL
Marsh
MRSH
$90.8B
| $8.5M | 0.02% |
115,000
+113,000
| +5,650% | +$8.07M |
|
429
CALL
Chubb
CB
$135B
| $8.45M | 0.02% |
62,000
+2,700
| +5% | +$363K |
|
430
CALL
Bristol-Myers Squibb
BMY
$133B
| $8.28M | 0.02% |
152,200
-267,900
| -64% | -$14.7M |
|
431
CALL
Mastercard
MA
$506B
| $8.23M | 0.02% |
73,200
+53,200
| +266% | +$5.83M |
|
432
PUT
Hewlett Packard
HPE
$63.2B
| $8.23M | 0.02% |
597,550
-1,513,574
| -72% | -$20.3M |
|
433
Royal Caribbean
RCL
$85.5B
| $8.18M | 0.02% |
+83,353
| New | +$7.8M |
|
|
TIF
434
PUT
DELISTED
Tiffany & Co.
TIF
| $8.17M | 0.02% |
85,700
-73,700
| -46% | -$6.29M |
|
435
CALL
Travelers Companies
TRV
$78.8B
| $8.03M | 0.02% |
66,600
+43,100
| +183% | +$5.18M |
|
436
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$307M
| $8.02M | 0.02% |
205,000
+158,700
| +343% | +$6.33M |
|
|
LNW
437
DELISTED
Light & Wonder
LNW
| $7.99M | 0.02% |
337,940
-1,022,950
| -75% | -$19.8M |
|
438
PUT
PepsiCo
PEP
$191B
| $7.99M | 0.02% |
71,400
-131,800
| -65% | -$14.1M |
|
439
PUT
PayPal
PYPL
$49B
| $7.95M | 0.02% |
184,900
-92,000
| -33% | -$3.85M |
|
440
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $7.94M | 0.02% |
76,807
+76,806
| +7,680,600% | +$7.94M |
|
441
PUT
Royal Gold
RGLD
$16.8B
| $7.92M | 0.02% |
113,000
+27,500
| +32% | +$1.86M |
|
442
CALL
Eastman Chemical
EMN
$7.92B
| $7.91M | 0.02% |
97,900
+23,100
| +31% | +$1.82M |
|
443
PUT
Ares Capital
ARCC
$13.5B
| $7.89M | 0.02% |
454,000
+453,000
| +45,300% | +$7.83M |
|
444
Hartford Financial Services
HIG
$39.1B
| $7.71M | 0.02% |
160,433
+144,901
| +933% | +$7.01M |
|
445
PUT
Barclays
BCS
$92.7B
| $7.7M | 0.02% |
720,069
+30,836
| +4% | +$331K |
|
|
PARA
446
CALL
DELISTED
Paramount Global Class B
PARA
| $7.7M | 0.02% |
111,000
+17,500
| +19% | +$1.15M |
|
447
American International
AIG
$41.7B
| $7.68M | 0.02% |
122,950
-24,997
| -17% | -$1.6M |
|
448
Trinity Industries
TRN
$2.51B
| $7.65M | 0.02% |
400,199
+395,742
| +8,879% | +$7.8M |
|
449
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
| $7.64M | 0.02% |
140,000
+15,000
| +12% | +$840K |
|
|
KATE
450
DELISTED
Kate Spade & Company
KATE
| $7.61M | 0.02% |
327,366
+9,384
| +3% | +$196K |
|
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.