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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 | |
|---|---|---|---|---|---|---|
551
CALL
Franklin Resources
BEN
$17.6B
| $5.43M | 0.01% |
+128,800
| New | +$5.34M |
|
|
552
Meta Platforms (Facebook)
META
$1.42T
| $5.41M | 0.01% |
38,092
-763,697
| -95% | -$102M |
|
553
PUT
Agnico Eagle Mines
AEM
$73.6B
| $5.41M | 0.01% |
127,500
+3,900
| +3% | +$175K |
|
554
CALL
Five Below
FIVE
$12B
| $5.38M | 0.01% |
124,300
-51,700
| -29% | -$2.05M |
|
555
CALL
Electronic Arts
EA
$53B
| $5.38M | 0.01% |
60,100
-103,300
| -63% | -$8.8M |
|
|
JWN
556
CALL
DELISTED
Nordstrom
JWN
| $5.38M | 0.01% |
115,500
+88,300
| +325% | +$3.94M |
|
557
CALL
Abbott
ABT
$183B
| $5.37M | 0.01% |
121,000
-100,000
| -45% | -$4.32M |
|
558
PUT
Dollar General
DG
$28B
| $5.34M | 0.01% |
76,600
-132,000
| -63% | -$9.67M |
|
559
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $5.33M | 0.01% |
+200,000
| New | +$5.15M |
|
|
GAP
560
The Gap Inc
GAP
$7.23B
| $5.33M | 0.01% |
219,329
+2,809
| +1% | +$67.1K |
|
561
Netflix
NFLX
$299B
| $5.32M | 0.01% |
+359,770
| New | +$5.05M |
|
562
CALL
Corpay
CPAY
$25B
| $5.3M | 0.01% |
35,000
+34,000
| +3,400% | +$5.33M |
|
|
IRBT
563
PUT
DELISTED
iRobot
IRBT
| $5.29M | 0.01% |
+80,000
| New | +$4.73M |
|
564
PUT
Truist Financial
TFC
$63.3B
| $5.27M | 0.01% |
117,900
+63,600
| +117% | +$2.97M |
|
|
KSU
565
DELISTED
Kansas City Southern
KSU
| $5.27M | 0.01% |
61,419
+14,248
| +30% | +$1.22M |
|
566
PUT
CSX Corp
CSX
$93.4B
| $5.24M | 0.01% |
337,800
+319,800
| +1,777% | +$4.87M |
|
567
Baidu
BIDU
$37.7B
| $5.22M | 0.01% |
30,272
-141,709
| -82% | -$24.9M |
|
|
VSM
568
DELISTED
Versum Materials, Inc.
VSM
| $5.22M | 0.01% |
170,644
+151,840
| +807% | +$4.43M |
|
569
PUT
Stanley Black & Decker
SWK
$14.3B
| $5.21M | 0.01% |
39,200
+26,800
| +216% | +$3.36M |
|
570
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
| $5.21M | 0.01% |
133,020
+133,019
| +13,301,900% | +$5.31M |
|
|
FNSR
571
CALL
DELISTED
Finisar Corp
FNSR
| $5.17M | 0.01% |
189,000
+176,500
| +1,412% | +$5.41M |
|
572
CALL
Vipshop
VIPS
$7.37B
| $5.14M | 0.01% |
385,300
+7,800
| +2% | +$96.6K |
|
573
HP
HPQ
$24.9B
| $5.14M | 0.01% |
287,327
-1,562
| -0.5% | -$25.3K |
|
574
PUT
Pfizer
PFE
$143B
| $5.13M | 0.01% |
158,100
-709,658
| -82% | -$22.4M |
|
575
PUT
Yelp
YELP
$1.45B
| $5.09M | 0.01% |
155,500
-47,300
| -23% | -$1.75M |
|
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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.