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 | |
|---|---|---|---|---|---|---|
|
PF
1751
DELISTED
Pinnacle Foods, Inc.
PF
| $307K | ﹤0.01% |
5,306
-7,314
| -58% | -$406K |
|
1752
Weyerhaeuser
WY
$18B
| $305K | ﹤0.01% |
8,964
-54,513
| -86% | -$1.77M |
|
1753
CALL
First Majestic Silver
AG
$7.51B
| $304K | ﹤0.01% |
37,400
-43,100
| -54% | -$384K |
|
|
BBL
1754
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
| $304K | ﹤0.01% |
+9,771
| New | +$330K |
|
1755
PUT
Allegion
ALLE
$13.6B
| $302K | ﹤0.01% |
+4,000
| New | +$282K |
|
|
NLSN
1756
PUT
DELISTED
Nielsen Holdings plc
NLSN
| $302K | ﹤0.01% |
7,300
+3,000
| +70% | +$128K |
|
1757
PUT
Hilton Worldwide
HLT
$70.7B
| $301K | ﹤0.01% |
5,140
+4,260
| +484% | +$247K |
|
|
WWE
1758
DELISTED
World Wrestling Entertainment
WWE
| $301K | ﹤0.01% |
+13,549
| New | +$278K |
|
1759
CALL
Bank of Montreal
BMO
$125B
| $300K | ﹤0.01% |
4,000
-6,000
| -60% | -$453K |
|
1760
Marriott International
MAR
$91.9B
| $300K | ﹤0.01% |
3,186
-89,240
| -97% | -$7.75M |
|
1761
PUT
Southern Company
SO
$108B
| $299K | ﹤0.01% |
6,000
-59,600
| -91% | -$2.95M |
|
1762
CALL
Shutterstock
SSTK
$221M
| $299K | ﹤0.01% |
7,200
+3,000
| +71% | +$143K |
|
|
SFLY
1763
CALL
DELISTED
Shutterfly, Inc.
SFLY
| $299K | ﹤0.01% |
6,200
-52,600
| -89% | -$2.53M |
|
|
UN
1764
PUT
DELISTED
Unilever NV New York Registry Shares
UN
| $298K | ﹤0.01% |
6,000
-6,500
| -52% | -$291K |
|
|
1765
Bank of Montreal
BMO
$125B
| $297K | ﹤0.01% |
+3,977
| New | +$300K |
|
1766
RH
RH
$3.21B
| $297K | ﹤0.01% |
+6,411
| New | +$198K |
|
|
CBI
1767
DELISTED
Chicago Bridge & Iron Nv
CBI
| $297K | ﹤0.01% |
9,659
+8,294
| +608% | +$268K |
|
1768
Weibo
WB
$2.01B
| $296K | ﹤0.01% |
5,676
-1,661
| -23% | -$82.6K |
|
|
EPE
1769
DELISTED
EP Energy Corporation
EPE
| $296K | ﹤0.01% |
+62,222
| New | +$319K |
|
1770
CALL
Criteo S.A. Ordinary Shares
CRTO
$1.08B
| $295K | ﹤0.01% |
+5,900
| New | +$276K |
|
1771
CALL
Toll Brothers
TOL
$13.9B
| $295K | ﹤0.01% |
8,200
+2,600
| +46% | +$86.7K |
|
1772
PUT
AMC Global Media
AMCX
$484M
| $294K | ﹤0.01% |
5,000
+3,900
| +355% | +$224K |
|
1773
PUT
Altisource Portfolio Solutions
ASPS
$65.4M
| $294K | ﹤0.01% |
1,000
+250
| +33% | +$55.4K |
|
1774
PUT
Huntsman Corp
HUN
$1.75B
| $294K | ﹤0.01% |
12,000
-500
| -4% | -$10.8K |
|
|
PPLI
1775
CALL
People Inc
PPLI
$3.18B
| $294K | ﹤0.01% |
22,382
+2,798
| +14% | +$36.4K |
|
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.