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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 | |
|---|---|---|---|---|---|---|
1201
Fortuna Silver Mines
FSM
$2.55B
| $915K | ﹤0.01% |
175,934
+175,913
| +837,681% | +$1.04M |
|
|
HTZ
1202
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $912K | ﹤0.01% |
59,852
-112,798
| -65% | -$2.05M |
|
|
AKS
1203
PUT
DELISTED
AK Steel Holding Corp
AKS
| $912K | ﹤0.01% |
126,900
-2,553,300
| -95% | -$21.9M |
|
1204
CALL
Emerson Electric
EMR
$83.9B
| $904K | ﹤0.01% |
15,100
-250,000
| -94% | -$14.9M |
|
1205
CALL
Vornado Realty Trust
VNO
$7.41B
| $903K | ﹤0.01% |
11,133
+495
| +5% | +$42.3K |
|
1206
Boot Barn
BOOT
$4.51B
| $902K | ﹤0.01% |
+91,220
| New | +$987K |
|
1207
CALL
Dycom Industries
DY
$12B
| $901K | ﹤0.01% |
9,700
-61,200
| -86% | -$5.19M |
|
1208
Nike
NKE
$61.9B
| $899K | ﹤0.01% |
16,127
-287,503
| -95% | -$15.9M |
|
1209
PUT
Invesco
IVZ
$13.1B
| $896K | ﹤0.01% |
29,200
+25,200
| +630% | +$788K |
|
1210
CALL
Textron
TXT
$14.7B
| $895K | ﹤0.01% |
18,800
+12,300
| +189% | +$593K |
|
1211
CALL
Lumen
LUMN
$6.57B
| $893K | ﹤0.01% |
37,900
+31,700
| +511% | +$773K |
|
|
AXON
1212
CALL
Axon Enterprise
AXON
$42.5B
| $884K | ﹤0.01% |
38,800
+34,900
| +895% | +$857K |
|
1213
CALL
Vail Resorts
MTN
$5.32B
| $883K | ﹤0.01% |
4,600
+300
| +7% | +$53.2K |
|
1214
CALL
Capri Holdings
CPRI
$1.83B
| $880K | ﹤0.01% |
23,100
-34,500
| -60% | -$1.36M |
|
|
GRMN
1215
PUT
Garmin
GRMN
$56.7B
| $879K | ﹤0.01% |
17,200
+15,700
| +1,047% | +$790K |
|
1216
CALL
Shake Shack
SHAK
$2.53B
| $873K | ﹤0.01% |
26,100
+26,000
| +26,000% | +$899K |
|
1217
Zillow
ZG
$7.94B
| $867K | ﹤0.01% |
25,640
-19,538
| -43% | -$696K |
|
1218
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$438M
| $865K | ﹤0.01% |
10,000
-154,200
| -94% | -$13.1M |
|
|
1219
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$438M
| $865K | ﹤0.01% |
10,000
-100,000
| -91% | -$8.49M |
|
1220
CALL
O'Reilly Automotive
ORLY
$72.9B
| $864K | ﹤0.01% |
48,000
+25,500
| +113% | +$461K |
|
1221
PUT
Keurig Dr Pepper
KDP
$42.3B
| $862K | ﹤0.01% |
8,800
-400
| -4% | -$37.3K |
|
1222
PUT
Franklin Resources
BEN
$17.6B
| $860K | ﹤0.01% |
20,400
+12,400
| +155% | +$515K |
|
1223
PUT
Norwegian Cruise Line
NCLH
$8.51B
| $858K | ﹤0.01% |
16,900
+11,600
| +219% | +$563K |
|
|
WAIR
1224
CALL
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
| $855K | ﹤0.01% |
+75,000
| New | +$990K |
|
|
SKX
1225
CALL
DELISTED
Skechers
SKX
| $854K | ﹤0.01% |
31,100
+1,200
| +4% | +$31.1K |
|
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.