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 | |
|---|---|---|---|---|---|---|
1376
Twilio
TWLO
$30B
| $620K | ﹤0.01% |
+21,475
| New | +$649K |
|
1377
PUT
OSI Systems
OSIS
$3.65B
| $614K | ﹤0.01% |
8,400
+2,400
| +40% | +$178K |
|
1378
CALL
Yelp
YELP
$1.45B
| $614K | ﹤0.01% |
18,700
-191,500
| -91% | -$7.1M |
|
1379
CALL
Universal Display
OLED
$3.68B
| $612K | ﹤0.01% |
7,100
-32,900
| -82% | -$2.37M |
|
1380
PUT
Illinois Tool Works
ITW
$82.6B
| $609K | ﹤0.01% |
4,600
-29,700
| -87% | -$3.84M |
|
1381
CALL
iShares US Home Construction ETF
ITB
$2.26B
| $608K | ﹤0.01% |
19,000
+18,600
| +4,650% | +$557K |
|
1382
PUT
Royal Caribbean
RCL
$85.1B
| $608K | ﹤0.01% |
6,200
-59,200
| -91% | -$5.54M |
|
1383
PUT
Reliance Steel & Aluminium
RS
$20.7B
| $608K | ﹤0.01% |
7,600
+1,600
| +27% | +$131K |
|
1384
PUT
Corpay
CPAY
$25B
| $606K | ﹤0.01% |
+4,000
| New | +$627K |
|
|
PPLI
1385
PUT
People Inc
PPLI
$3.09B
| $604K | ﹤0.01% |
45,882
+23,500
| +105% | +$306K |
|
1386
PUT
AerCap
AER
$23.7B
| $602K | ﹤0.01% |
13,100
-30,900
| -70% | -$1.38M |
|
1387
PUT
J.M. Smucker
SJM
$12.7B
| $602K | ﹤0.01% |
4,600
-8,500
| -65% | -$1.16M |
|
1388
PUT
Assured Guaranty
AGO
$3.66B
| $600K | ﹤0.01% |
16,200
-25,800
| -61% | -$1.02M |
|
1389
PUT
Alaska Air
ALK
$5.29B
| $599K | ﹤0.01% |
6,500
+4,500
| +225% | +$426K |
|
1390
CALL
Progressive
PGR
$123B
| $599K | ﹤0.01% |
+15,300
| New | +$584K |
|
1391
PUT
Extra Space Storage
EXR
$31.3B
| $596K | ﹤0.01% |
8,000
+4,000
| +100% | +$302K |
|
1392
iShares US Transportation ETF
IYT
$2.26B
| $596K | ﹤0.01% |
14,532
+14,528
| +363,200% | +$605K |
|
1393
PUT
Emerson Electric
EMR
$83.9B
| $592K | ﹤0.01% |
9,900
+3,900
| +65% | +$233K |
|
1394
TransUnion
TRU
$15.1B
| $592K | ﹤0.01% |
+15,425
| New | +$542K |
|
1395
PUT
HP
HPQ
$24.9B
| $591K | ﹤0.01% |
32,900
-163,500
| -83% | -$2.65M |
|
1396
PUT
iShares Russell 2000 Value ETF
IWN
$14.3B
| $591K | ﹤0.01% |
+5,000
| New | +$593K |
|
1397
CALL
OFG Bancorp
OFG
$2.23B
| $590K | ﹤0.01% |
50,000
| – | – |
|
1398
CALL
Eli Lilly
LLY
$1.02T
| $589K | ﹤0.01% |
+7,000
| New | +$561K |
|
1399
PUT
Televisa
TV
$1.48B
| $589K | ﹤0.01% |
22,700
-10,700
| -32% | -$253K |
|
1400
CALL
Bath & Body Works
BBWI
$4.06B
| $588K | ﹤0.01% |
15,463
-4,205
| -21% | -$190K |
|
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.