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Parallax Volatility Advisers

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
Cap. Flow
-$5.66B
Cap. Flow %
-11.68%
Top 10 Hldgs %
49.47%
Holding
5,442
New
1,250
Increased
971
Reduced
1,105
Closed
751

Top Buys

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$62.5M
2
EBIX
Ebix Inc
EBIX
+$59M
3
B
Barrick Mining
B
+$39.5M
4
ACIW icon
ACI Worldwide
ACIW
+$33M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$30.7M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$369M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$334M
3
GM icon
General Motors
GM
+$152M
4
META icon
Meta Platforms (Facebook)
META
+$102M
5
C icon
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
CIE
1626
PUT
DELISTED
Cobalt International Energy, Inc
CIE
$380K ﹤0.01%
+47,500
New +$574K
PIR
1627
CALL
DELISTED
Pier 1 Imports, Inc.
PIR
$379K ﹤0.01%
2,650
-2,100
-44% -$308K
NAV
1628
CALL
DELISTED
Navistar International
NAV
$378K ﹤0.01%
15,400
+7,400
+93% +$203K
WLL
1629
DELISTED
Whiting Petroleum Corporation
WLL
$378K ﹤0.01%
133
-1,179
-90% -$3.82M
PNR icon
1630
PUT
Pentair
PNR
$10.4B
$377K ﹤0.01%
8,934
+2,978
+50% +$119K
RSG icon
1631
PUT
Republic Services
RSG
$64.8B
$377K ﹤0.01%
6,000
-65,700
-92% -$3.93M
FRC
1632
CALL
DELISTED
First Republic Bank
FRC
$376K ﹤0.01%
4,000
-4,000
-50% -$377K
REG icon
1633
Regency Centers
REG
$14.7B
$375K ﹤0.01%
+5,645
New +$387K
VRE
1634
DELISTED
Veris Residential
VRE
$374K ﹤0.01%
+13,877
New +$389K
PE
1635
CALL
DELISTED
PARSLEY ENERGY INC
PE
$374K ﹤0.01%
11,500
+7,200
+167% +$238K
EIGI
1636
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$373K ﹤0.01%
+47,474
New +$388K
CAVM
1637
PUT
DELISTED
Cavium, Inc.
CAVM
$373K ﹤0.01%
5,200
+400
+8% +$26.8K
TRCO
1638
CALL
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$373K ﹤0.01%
+10,000
New +$339K
ALK icon
1639
Alaska Air
ALK
$5.29B
$372K ﹤0.01%
+4,037
New +$382K
ASML icon
1640
CALL
ASML
ASML
$626B
$372K ﹤0.01%
2,800
-1,200
-30% -$148K
CVLT icon
1641
CALL
Commault Systems
CVLT
$4.88B
$372K ﹤0.01%
7,300
+6,200
+564% +$316K
DBI icon
1642
PUT
Designer Brands
DBI
$307M
$372K ﹤0.01%
18,000
+200
+1% +$4.15K
RHP icon
1643
PUT
Ryman Hospitality Properties
RHP
$8.43B
$372K ﹤0.01%
6,000
– –
CRUS icon
1644
PUT
Cirrus Logic
CRUS
$6.53B
$371K ﹤0.01%
6,100
+400
+7% +$22.8K
CLF icon
1645
CALL
Cleveland-Cliffs
CLF
$6.57B
$369K ﹤0.01%
45,000
-341,000
-88% -$3.24M
CMP icon
1646
Compass Minerals
CMP
$1.23B
$368K ﹤0.01%
5,417
+4,540
+518% +$346K
MELI icon
1647
Mercado Libre
MELI
$95.2B
$368K ﹤0.01%
1,741
-785
-31% -$154K
TVRD
1648
PUT
Tvardi Therapeutics
TVRD
$19.7M
$368K ﹤0.01%
+556
New +$297K
WBMD
1649
CALL
DELISTED
WebMD Health Corp.
WBMD
$368K ﹤0.01%
+7,000
New +$358K
AUPH icon
1650
Aurinia Pharmaceuticals
AUPH
$1.91B
$367K ﹤0.01%
50,045
-7,426
-13% -$34.3K
64 65
66
67 68

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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.