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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 | |
|---|---|---|---|---|---|---|
|
STI
851
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $2.08M | ﹤0.01% |
37,600
-14,800
| -28% | -$848K |
|
852
CALL
B&G Foods
BGS
$287M
| $2.08M | ﹤0.01% |
51,600
+43,600
| +545% | +$1.9M |
|
853
CALL
Invesco
IVZ
$13.1B
| $2.07M | ﹤0.01% |
67,500
+28,100
| +71% | +$878K |
|
|
RSX
854
PUT
DELISTED
VanEck Russia ETF
RSX
| $2.07M | ﹤0.01% |
100,000
-1,960,000
| -95% | -$41.3M |
|
855
PUT
Strategy Inc
MSTR
$34.1B
| $2.07M | ﹤0.01% |
+110,000
| New | +$2.13M |
|
|
HES
856
PUT
DELISTED
Hess
HES
| $2.06M | ﹤0.01% |
42,800
-75,500
| -64% | -$4M |
|
857
PUT
Intercontinental Exchange
ICE
$85.6B
| $2.06M | ﹤0.01% |
+34,400
| New | +$2.01M |
|
858
PUT
Ross Stores
ROST
$80.5B
| $2.06M | ﹤0.01% |
31,200
-10,900
| -26% | -$728K |
|
859
PUT
TJX Companies
TJX
$174B
| $2.06M | ﹤0.01% |
+52,000
| New | +$2M |
|
|
CTRA
860
CALL
DELISTED
Coterra Energy
CTRA
| $2.02M | ﹤0.01% |
84,700
-59,800
| -41% | -$1.36M |
|
861
CALL
Crane NXT
CXT
$2.99B
| $2.02M | ﹤0.01% |
+77,733
| New | +$1.99M |
|
862
CALL
FMC
FMC
$1.34B
| $2.02M | ﹤0.01% |
33,437
+28,825
| +625% | +$1.49M |
|
863
CALL
Omnicom Group
OMC
$21.6B
| $2.02M | ﹤0.01% |
23,400
+8,000
| +52% | +$683K |
|
864
PUT
Eaton
ETN
$161B
| $2.02M | ﹤0.01% |
27,200
+15,400
| +131% | +$1.09M |
|
865
CALL
Labcorp
LH
$25B
| $2M | ﹤0.01% |
16,180
+4,540
| +39% | +$538K |
|
866
CALL
DaVita
DVA
$15.4B
| $1.99M | ﹤0.01% |
29,300
+13,300
| +83% | +$881K |
|
867
PUT
Canadian National Railway
CNI
$76.9B
| $1.99M | ﹤0.01% |
26,900
-25,200
| -48% | -$1.79M |
|
868
CALL
MasTec
MTZ
$21.1B
| $1.99M | ﹤0.01% |
49,600
+49,000
| +8,167% | +$1.87M |
|
869
PUT
State Street
STT
$50.6B
| $1.97M | ﹤0.01% |
24,700
-2,700
| -10% | -$214K |
|
870
CALL
Johnson Controls International
JCI
$88.8B
| $1.96M | ﹤0.01% |
46,515
+37,800
| +434% | +$1.6M |
|
871
PUT
Melco Resorts & Entertainment
MLCO
$2.22B
| $1.96M | ﹤0.01% |
105,500
+73,500
| +230% | +$1.26M |
|
872
PUT
Salesforce
CRM
$151B
| $1.95M | ﹤0.01% |
23,700
-1,174,000
| -98% | -$93.8M |
|
873
CALL
Phillips 66
PSX
$84.9B
| $1.94M | ﹤0.01% |
24,500
-10,900
| -31% | -$878K |
|
874
PUT
D.R. Horton
DHI
$40B
| $1.93M | ﹤0.01% |
57,900
-265,900
| -82% | -$8.25M |
|
875
PUT
Public Storage
PSA
$60.5B
| $1.93M | ﹤0.01% |
8,800
+5,000
| +132% | +$1.11M |
|
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.