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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 | |
|---|---|---|---|---|---|---|
26
PUT
Microsoft
MSFT
$3.35T
| $215M | 0.44% |
3,269,700
+412,000
| +14% | +$26.4M |
|
27
PUT
iShares MSCI ACWI ETF
ACWI
$32.7B
| $215M | 0.44% |
3,400,000
+2,900,000
| +580% | +$180M |
|
28
Mondelez International
MDLZ
$80.5B
| $206M | 0.43% |
4,786,574
+480,183
| +11% | +$21.3M |
|
|
29
CALL
iShares MSCI ACWI ETF
ACWI
$32.7B
| $206M | 0.42% |
3,250,000
+2,750,000
| +550% | +$170M |
|
30
PUT
Amazon
AMZN
$2.53T
| $206M | 0.42% |
4,636,000
-2,620,000
| -36% | -$109M |
|
31
CALL
iShares MSCI EAFE ETF
EFA
$78.5B
| $204M | 0.42% |
3,280,500
-1,925,500
| -37% | -$116M |
|
|
32
CALL
Meta Platforms (Facebook)
META
$1.37T
| $199M | 0.41% |
1,401,600
-838,900
| -37% | -$112M |
|
33
PUT
Bank of America
BAC
$433B
| $196M | 0.41% |
8,328,400
+53,200
| +0.6% | +$1.26M |
|
34
CALL
Verizon
VZ
$193B
| $195M | 0.4% |
4,004,500
+2,992,400
| +296% | +$150M |
|
35
CALL
Union Pacific
UNP
$172B
| $191M | 0.39% |
1,804,100
+957,700
| +113% | +$102M |
|
36
CALL
JPMorgan Chase
JPM
$933B
| $189M | 0.39% |
2,154,700
-954,100
| -31% | -$84.2M |
|
37
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $188M | 0.39% |
1,780,000
| – | – |
|
|
38
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $178M | 0.37% |
1,689,100
-48,000
| -3% | -$5.04M |
|
|
39
PUT
Meta Platforms (Facebook)
META
$1.37T
| $177M | 0.37% |
1,249,000
-127,300
| -9% | -$17M |
|
40
PUT
Alibaba
BABA
$279B
| $175M | 0.36% |
1,625,400
+526,400
| +48% | +$53.6M |
|
41
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $172M | 0.36% |
1,965,000
+410,000
| +26% | +$35.8M |
|
|
42
CALL
Alibaba
BABA
$279B
| $172M | 0.36% |
1,597,800
-2,735,200
| -63% | -$278M |
|
43
CALL
Wells Fargo
WFC
$258B
| $160M | 0.33% |
2,867,700
+1,148,400
| +67% | +$65.2M |
|
44
PUT
Energizer
ENR
$1.44B
| $159M | 0.33% |
2,850,000
+2,717,900
| +2,057% | +$143M |
|
45
PUT
iShares MSCI Brazil ETF
EWZ
$9.25B
| $155M | 0.32% |
4,135,400
-6,589,800
| -61% | -$246M |
|
46
PUT
Walt Disney
DIS
$167B
| $153M | 0.32% |
1,348,400
+310,100
| +30% | +$34.1M |
|
|
47
CALL
General Motors
GM
$80B
| $151M | 0.31% |
4,276,100
-123,700
| -3% | -$4.52M |
|
|
48
PUT
Wells Fargo
WFC
$258B
| $148M | 0.31% |
2,662,300
+206,200
| +8% | +$11.7M |
|
|
49
CALL
iShares MSCI Brazil ETF
EWZ
$9.25B
| $147M | 0.3% |
3,921,100
-12,698,400
| -76% | -$474M |
|
50
PUT
Morgan Stanley
MS
$330B
| $144M | 0.3% |
3,363,900
-4,217,200
| -56% | -$187M |
|
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.