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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 | |
|---|---|---|---|---|---|---|
576
CALL
Air Products & Chemicals
APD
$65.7B
| $5.07M | 0.01% |
+37,500
| New | +$5.29M |
|
577
CALL
Cboe Global Markets
CBOE
$32.5B
| $5.07M | 0.01% |
62,500
-72,000
| -54% | -$5.63M |
|
578
VF Corp
VFC
$5.63B
| $5.06M | 0.01% |
+97,803
| New | +$4.83M |
|
579
PUT
BHP
BHP
$215B
| $5.06M | 0.01% |
156,155
+93,827
| +151% | +$3.24M |
|
|
BNY
580
PUT
Bank of New York Mellon
BNY
$106B
| $5.05M | 0.01% |
107,000
+50,900
| +91% | +$2.38M |
|
581
PUT
Macy's
M
$6.53B
| $5.05M | 0.01% |
170,400
-145,300
| -46% | -$4.49M |
|
582
CALL
Marathon Petroleum
MPC
$92.4B
| $5.05M | 0.01% |
99,900
-188,800
| -65% | -$9.4M |
|
583
PUT
Tapestry
TPR
$30.8B
| $5.04M | 0.01% |
122,000
+51,800
| +74% | +$1.95M |
|
|
BBBY
584
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $5.04M | 0.01% |
127,700
+95,700
| +299% | +$3.84M |
|
585
CALL
Dollar General
DG
$28B
| $4.99M | 0.01% |
71,500
-82,000
| -53% | -$6.01M |
|
586
CALL
Simon Property Group
SPG
$74.4B
| $4.97M | 0.01% |
28,900
+24,500
| +557% | +$4.38M |
|
|
LSI
587
PUT
DELISTED
Life Storage, Inc.
LSI
| $4.93M | 0.01% |
90,000
-6,000
| -6% | -$336K |
|
588
PUT
Gilead Sciences
GILD
$162B
| $4.92M | 0.01% |
72,500
-300
| -0.4% | -$21.1K |
|
589
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
| $4.92M | 0.01% |
125,800
-90,000
| -42% | -$3.59M |
|
590
CALL
Capital One
COF
$128B
| $4.9M | 0.01% |
56,600
+4,600
| +9% | +$410K |
|
591
Amazon
AMZN
$2.92T
| $4.86M | 0.01% |
109,520
-1,663,300
| -94% | -$69.3M |
|
592
Hewlett Packard
HPE
$63.4B
| $4.86M | 0.01% |
+352,458
| New | +$4.74M |
|
593
PUT
Cleveland-Cliffs
CLF
$6.57B
| $4.85M | 0.01% |
591,100
-424,000
| -42% | -$4.03M |
|
|
ALXN
594
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $4.85M | 0.01% |
+40,000
| New | +$5.16M |
|
595
NVIDIA
NVDA
$4.86T
| $4.82M | 0.01% |
+1,768,880
| New | +$4.71M |
|
596
CALL
Quanta Services
PWR
$100B
| $4.81M | 0.01% |
129,600
+127,500
| +6,071% | +$4.66M |
|
597
CALL
Advance Auto Parts
AAP
$3.35B
| $4.8M | 0.01% |
32,400
-29,400
| -48% | -$4.72M |
|
|
HBI
598
CALL
DELISTED
Hanesbrands
HBI
| $4.79M | 0.01% |
230,500
+133,900
| +139% | +$2.84M |
|
599
Las Vegas Sands
LVS
$31.7B
| $4.76M | 0.01% |
83,490
-66,249
| -44% | -$3.6M |
|
600
Carnival Corporation Ltd
CCL
$38.1B
| $4.75M | 0.01% |
+80,659
| New | +$4.51M |
|
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.