We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
MRO
901
PUT
DELISTED
Marathon Oil Corporation
MRO
| $1.82M | ﹤0.01% |
114,900
-166,400
| -59% | -$2.73M |
|
902
iShares MSCI Mexico ETF
EWW
$1.92B
| $1.81M | ﹤0.01% |
35,465
-596,882
| -94% | -$27.7M |
|
903
AMC Entertainment Holdings
AMC
$2.52B
| $1.81M | ﹤0.01% |
+5,742
| New | +$1.83M |
|
904
Barclays
BCS
$92.7B
| $1.8M | ﹤0.01% |
168,716
-42,760
| -20% | -$460K |
|
905
CALL
TSMC
TSM
$2.1T
| $1.8M | ﹤0.01% |
+54,900
| New | +$1.71M |
|
|
DB.RT
906
PUT
DELISTED
Deutsche Bank Aktiengesellschaft
DB.RT
| $1.8M | ﹤0.01% |
+761,000
| New | +$1.73M |
|
907
PUT
CME Group
CME
$96.3B
| $1.79M | ﹤0.01% |
15,100
-16,600
| -52% | -$2M |
|
908
CALL
Crown Castle
CCI
$33.3B
| $1.78M | ﹤0.01% |
18,900
-4,200
| -18% | -$376K |
|
909
Dollar General
DG
$28B
| $1.77M | ﹤0.01% |
25,445
-10,901
| -30% | -$798K |
|
|
HCR
910
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $1.77M | ﹤0.01% |
+102,265
| New | +$1.89M |
|
|
GRMN
911
CALL
Garmin
GRMN
$56.7B
| $1.77M | ﹤0.01% |
34,600
+17,000
| +97% | +$856K |
|
912
CALL
Stanley Black & Decker
SWK
$14.3B
| $1.77M | ﹤0.01% |
13,300
+3,300
| +33% | +$414K |
|
913
CALL
PPG Industries
PPG
$24.6B
| $1.77M | ﹤0.01% |
16,800
+13,600
| +425% | +$1.38M |
|
914
Ferrari
RACE
$69.2B
| $1.76M | ﹤0.01% |
23,739
+11,190
| +89% | +$727K |
|
915
PUT
Transocean
RIG
$5.89B
| $1.76M | ﹤0.01% |
141,800
-515,800
| -78% | -$7.09M |
|
916
Darden Restaurants
DRI
$23.3B
| $1.76M | ﹤0.01% |
20,995
+4,627
| +28% | +$347K |
|
917
PUT
Genuine Parts
GPC
$17.1B
| $1.75M | ﹤0.01% |
19,000
+14,600
| +332% | +$1.4M |
|
|
SPLS
918
CALL
DELISTED
Staples Inc
SPLS
| $1.75M | ﹤0.01% |
+200,000
| New | +$1.8M |
|
919
CALL
MGM Resorts International
MGM
$11.4B
| $1.75M | ﹤0.01% |
63,800
-276,500
| -81% | -$7.67M |
|
920
CALL
Herbalife
HLF
$1.29B
| $1.74M | ﹤0.01% |
60,000
-266,400
| -82% | -$7.41M |
|
921
PUT
AstraZeneca
AZN
$263B
| $1.73M | ﹤0.01% |
+27,800
| New | +$1.62M |
|
|
ARCH
922
CALL
DELISTED
Arch Resources, Inc.
ARCH
| $1.72M | ﹤0.01% |
+25,000
| New | +$1.77M |
|
923
PUT
Mercado Libre
MELI
$95.2B
| $1.71M | ﹤0.01% |
8,100
-4,200
| -34% | -$822K |
|
|
MON
924
PUT
DELISTED
Monsanto Co
MON
| $1.71M | ﹤0.01% |
15,100
-125,000
| -89% | -$13.8M |
|
925
CALL
Canadian National Railway
CNI
$76.9B
| $1.71M | ﹤0.01% |
23,100
-2,100
| -8% | -$149K |
|
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.