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 | |
|---|---|---|---|---|---|---|
926
CALL
Intuit
INTU
$86.5B
| $1.71M | ﹤0.01% |
14,700
-4,000
| -21% | -$479K |
|
927
CALL
Rockwell Automation
ROK
$53.4B
| $1.7M | ﹤0.01% |
10,900
-13,100
| -55% | -$1.96M |
|
928
PUT
Twilio
TWLO
$30B
| $1.7M | ﹤0.01% |
+58,800
| New | +$1.78M |
|
929
CALL
Acuity Brands
AYI
$9.83B
| $1.69M | ﹤0.01% |
8,300
-38,600
| -82% | -$8.15M |
|
930
PUT
Park Aerospace
PKE
$737M
| $1.69M | ﹤0.01% |
94,500
+88,500
| +1,475% | +$1.65M |
|
931
PUT
Ventas
VTR
$48B
| $1.68M | ﹤0.01% |
25,900
+12,600
| +95% | +$785K |
|
|
SNV
932
CALL
DELISTED
Synovus
SNV
| $1.68M | ﹤0.01% |
41,000
-78,000
| -66% | -$3.25M |
|
933
CALL
DigitalBridge
DBRG
$2.93B
| $1.68M | ﹤0.01% |
+32,538
| New | +$1.83M |
|
934
CALL
Fluor
FLR
$7.01B
| $1.68M | ﹤0.01% |
31,900
-12,300
| -28% | -$671K |
|
935
Workday
WDAY
$39.6B
| $1.67M | ﹤0.01% |
20,011
+12,724
| +175% | +$1.06M |
|
936
PUT
Citizens Financial Group
CFG
$30.3B
| $1.66M | ﹤0.01% |
48,000
+38,000
| +380% | +$1.39M |
|
937
PUT
Travelers Companies
TRV
$78.1B
| $1.65M | ﹤0.01% |
13,700
+5,700
| +71% | +$685K |
|
938
CALL
Kraft Heinz
KHC
$30.7B
| $1.64M | ﹤0.01% |
18,000
+11,800
| +190% | +$1.06M |
|
|
HA
939
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $1.63M | ﹤0.01% |
35,000
-27,000
| -44% | -$1.38M |
|
940
Criteo S.A. Ordinary Shares
CRTO
$1.1B
| $1.62M | ﹤0.01% |
+32,469
| New | +$1.52M |
|
941
CALL
TechnipFMC
FTI
$28.1B
| $1.62M | ﹤0.01% |
+67,066
| New | +$1.65M |
|
|
MDCO
942
DELISTED
Medicines Co
MDCO
| $1.62M | ﹤0.01% |
+33,100
| New | +$1.51M |
|
|
PVG
943
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $1.62M | ﹤0.01% |
151,000
+150,700
| +50,233% | +$1.59M |
|
944
PUT
Range Resources
RRC
$9.38B
| $1.62M | ﹤0.01% |
55,600
-5,600
| -9% | -$173K |
|
945
CALL
Booking.com
BKNG
$149B
| $1.6M | ﹤0.01% |
22,500
+7,500
| +50% | +$495K |
|
946
CALL
Snap-on
SNA
$21.2B
| $1.6M | ﹤0.01% |
9,500
-3,100
| -25% | -$533K |
|
947
PUT
Boston Properties
BXP
$11.2B
| $1.59M | ﹤0.01% |
12,000
| – | – |
|
948
JPMorgan Chase
JPM
$935B
| $1.58M | ﹤0.01% |
18,041
-387,422
| -96% | -$34.2M |
|
|
BNY
949
Bank of New York Mellon
BNY
$106B
| $1.57M | ﹤0.01% |
+33,320
| New | +$1.56M |
|
950
Eaton
ETN
$161B
| $1.57M | ﹤0.01% |
+21,113
| New | +$1.5M |
|
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.