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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 | |
|---|---|---|---|---|---|---|
526
MGM Resorts International
MGM
$11.4B
| $5.78M | 0.01% |
210,838
-248,675
| -54% | -$6.9M |
|
527
CALL
Agnico Eagle Mines
AEM
$73.6B
| $5.77M | 0.01% |
135,900
-177,400
| -57% | -$7.98M |
|
528
CALL
Ulta Beauty
ULTA
$22B
| $5.76M | 0.01% |
20,200
+100
| +0.5% | +$27.4K |
|
529
PUT
Banc of California
BANC
$3.03B
| $5.75M | 0.01% |
+277,700
| New | +$5.17M |
|
|
TTM
530
PUT
DELISTED
Tata Motors Limited
TTM
| $5.69M | 0.01% |
159,600
-2,800
| -2% | -$102K |
|
531
PUT
Electronic Arts
EA
$53B
| $5.65M | 0.01% |
63,100
+46,500
| +280% | +$3.96M |
|
532
CALL
Goodyear
GT
$2B
| $5.65M | 0.01% |
156,900
+139,500
| +802% | +$4.74M |
|
|
TTM
533
CALL
DELISTED
Tata Motors Limited
TTM
| $5.65M | 0.01% |
158,400
-34,600
| -18% | -$1.26M |
|
534
CALL
Advanced Micro Devices
AMD
$776B
| $5.62M | 0.01% |
386,200
-39,100
| -9% | -$496K |
|
535
PUT
SBA Communications
SBAC
$19.2B
| $5.6M | 0.01% |
46,500
+29,700
| +177% | +$3.28M |
|
536
PUT
Archer Daniels Midland
ADM
$38.2B
| $5.58M | 0.01% |
121,300
-47,800
| -28% | -$2.14M |
|
|
MTOR
537
PUT
DELISTED
MERITOR, Inc.
MTOR
| $5.58M | 0.01% |
326,000
+76,000
| +30% | +$1.18M |
|
|
MTOR
538
CALL
DELISTED
MERITOR, Inc.
MTOR
| $5.57M | 0.01% |
325,000
+75,000
| +30% | +$1.16M |
|
|
CHL
539
PUT
DELISTED
China Mobile Limited
CHL
| $5.57M | 0.01% |
100,800
-11,000
| -10% | -$614K |
|
|
BWLD
540
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $5.56M | 0.01% |
36,400
+34,100
| +1,483% | +$5.21M |
|
|
KW
541
PUT
DELISTED
Kennedy-Wilson Holdings
KW
| $5.55M | 0.01% |
+250,000
| New | +$5.26M |
|
542
CALL
Tower Semiconductor
TSEM
$24.8B
| $5.53M | 0.01% |
240,000
+115,000
| +92% | +$2.52M |
|
543
CALL
NRG Energy
NRG
$28.3B
| $5.51M | 0.01% |
294,900
-63,700
| -18% | -$1.06M |
|
544
CALL
Viavi Solutions
VIAV
$9.12B
| $5.48M | 0.01% |
+511,200
| New | +$4.97M |
|
545
PUT
Carnival Corporation Ltd
CCL
$38.1B
| $5.48M | 0.01% |
93,000
+31,700
| +52% | +$1.77M |
|
546
PUT
Biogen
BIIB
$30B
| $5.47M | 0.01% |
20,000
-55,000
| -73% | -$15.6M |
|
|
GG
547
CALL
DELISTED
Goldcorp Inc
GG
| $5.46M | 0.01% |
374,800
+70,200
| +23% | +$1.1M |
|
|
TIF
548
CALL
DELISTED
Tiffany & Co.
TIF
| $5.45M | 0.01% |
57,200
-130,400
| -70% | -$11.1M |
|
549
HSBC
HSBC
$365B
| $5.45M | 0.01% |
147,791
+143,094
| +3,046% | +$5.38M |
|
550
PUT
Darden Restaurants
DRI
$23.3B
| $5.44M | 0.01% |
65,000
+57,400
| +755% | +$4.3M |
|
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.