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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 | |
|---|---|---|---|---|---|---|
|
RHT
1701
DELISTED
Red Hat Inc
RHT
| $335K | ﹤0.01% |
3,877
-62,482
| -94% | -$4.97M |
|
1702
PUT
Pinnacle West Capital
PNW
$12.2B
| $334K | ﹤0.01% |
4,000
| – | – |
|
1703
CALL
Texas Capital Bancshares
TCBI
$4.3B
| $334K | ﹤0.01% |
+4,000
| New | +$335K |
|
1704
PUT
Winnebago Industries
WGO
$856M
| $334K | ﹤0.01% |
11,400
+7,400
| +185% | +$236K |
|
|
CBI
1705
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $334K | ﹤0.01% |
10,800
+900
| +9% | +$29K |
|
|
HBI
1706
PUT
DELISTED
Hanesbrands
HBI
| $333K | ﹤0.01% |
16,000
+2,000
| +14% | +$42.4K |
|
1707
CALL
Post Holdings
POST
$4.14B
| $333K | ﹤0.01% |
5,806
+5,042
| +660% | +$278K |
|
|
SIEN
1708
DELISTED
Sientra, Inc.
SIEN
| $333K | ﹤0.01% |
3,959
-585
| -13% | -$51.6K |
|
|
ORC
1709
Orchid Island Capital
ORC
$1.3B
| $332K | ﹤0.01% |
+6,650
| New | +$361K |
|
|
CSOD
1710
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $332K | ﹤0.01% |
8,500
-78,800
| -90% | -$3.25M |
|
1711
PUT
Gogo Inc
GOGO
$565M
| $330K | ﹤0.01% |
30,000
| – | – |
|
|
AVP
1712
CALL
DELISTED
Avon Products, Inc.
AVP
| $330K | ﹤0.01% |
75,000
-643,800
| -90% | -$3.21M |
|
|
CAVM
1713
CALL
DELISTED
Cavium, Inc.
CAVM
| $330K | ﹤0.01% |
4,600
+2,600
| +130% | +$174K |
|
1714
SBA Communications
SBAC
$19.2B
| $329K | ﹤0.01% |
2,737
-4,201
| -61% | -$464K |
|
|
1715
CALL
Winnebago Industries
WGO
$856M
| $329K | ﹤0.01% |
+11,200
| New | +$357K |
|
1716
CALL
Gerdau
GGB
$9.74B
| $328K | ﹤0.01% |
+119,700
| New | +$372K |
|
1717
Coherent
COHR
$51.4B
| $327K | ﹤0.01% |
9,072
+7,272
| +404% | +$257K |
|
1718
Intuit
INTU
$86.5B
| $327K | ﹤0.01% |
+2,822
| New | +$338K |
|
1719
CALL
Republic Services
RSG
$64.8B
| $327K | ﹤0.01% |
5,200
-2,900
| -36% | -$174K |
|
1720
PUT
ScottsMiracle-Gro
SMG
$3.82B
| $327K | ﹤0.01% |
+3,500
| New | +$324K |
|
|
CIE
1721
DELISTED
Cobalt International Energy, Inc
CIE
| $326K | ﹤0.01% |
+40,729
| New | +$492K |
|
1722
Magna International
MGA
$18.7B
| $325K | ﹤0.01% |
7,523
-12,028
| -62% | -$526K |
|
1723
CALL
Sanmina
SANM
$9.95B
| $325K | ﹤0.01% |
8,000
+6,000
| +300% | +$232K |
|
1724
PUT
Trane Technologies
TT
$100B
| $325K | ﹤0.01% |
4,000
-2,000
| -33% | -$159K |
|
1725
Lincoln National
LNC
$8.73B
| $324K | ﹤0.01% |
+4,951
| New | +$339K |
|
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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.