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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 | |
|---|---|---|---|---|---|---|
1801
Affiliated Managers Group
AMG
$10.1B
| $280K | ﹤0.01% |
1,710
+1,520
| +800% | +$241K |
|
1802
CALL
Thor Industries
THO
$4.02B
| $279K | ﹤0.01% |
+2,900
| New | +$301K |
|
1803
CALL
Nasdaq
NDAQ
$52.9B
| $278K | ﹤0.01% |
12,000
+6,000
| +100% | +$139K |
|
|
GRA
1804
PUT
DELISTED
W.R. Grace & Co.
GRA
| $278K | ﹤0.01% |
+4,000
| New | +$281K |
|
1805
CALL
Canadian Natural Resources
CNQ
$96.8B
| $276K | ﹤0.01% |
17,153
-216,860
| -93% | -$3.28M |
|
1806
D.R. Horton
DHI
$40.9B
| $276K | ﹤0.01% |
8,282
-109,288
| -93% | -$3.39M |
|
1807
iShares MSCI Brazil ETF
EWZ
$9.23B
| $276K | ﹤0.01% |
7,379
-101,273
| -93% | -$3.78M |
|
1808
CALL
Monster Beverage
MNST
$91B
| $276K | ﹤0.01% |
12,000
-19,400
| -62% | -$433K |
|
1809
DaVita
DVA
$15.2B
| $275K | ﹤0.01% |
4,043
-109,443
| -96% | -$7.25M |
|
1810
CALL
Sabesp
SBS
$18.9B
| $275K | ﹤0.01% |
136,132
| – | – |
|
1811
PUT
Veracyte
VCYT
$3.63B
| $275K | ﹤0.01% |
30,000
| – | – |
|
1812
Lear
LEA
$6.38B
| $273K | ﹤0.01% |
1,929
+449
| +30% | +$63.7K |
|
|
OAK
1813
PUT
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $273K | ﹤0.01% |
6,000
+2,000
| +50% | +$87.2K |
|
1814
Analog Devices
ADI
$177B
| $272K | ﹤0.01% |
3,325
-9,091
| -73% | -$714K |
|
|
BIG
1815
PUT
DELISTED
Big Lots, Inc.
BIG
| $272K | ﹤0.01% |
+5,600
| New | +$282K |
|
|
IDTI
1816
DELISTED
Integrated Device Technology I
IDTI
| $271K | ﹤0.01% |
+11,434
| New | +$281K |
|
1817
PUT
Pan American Silver
PAAS
$18.3B
| $270K | ﹤0.01% |
15,400
+7,800
| +103% | +$142K |
|
|
MBLY
1818
CALL
DELISTED
Mobileye N.V.
MBLY
| $270K | ﹤0.01% |
4,400
-62,800
| -93% | -$3.02M |
|
1819
Suncor Energy
SU
$77.7B
| $269K | ﹤0.01% |
+8,741
| New | +$275K |
|
1820
Sibanye-Stillwater
SBSW
$6.29B
| $268K | ﹤0.01% |
32,221
-29,271
| -48% | -$232K |
|
1821
PUT
WEC Energy
WEC
$35.5B
| $267K | ﹤0.01% |
4,400
+2,400
| +120% | +$141K |
|
1822
eBay
EBAY
$47.9B
| $265K | ﹤0.01% |
7,892
+4,791
| +154% | +$156K |
|
1823
PUT
Emcor
EME
$36.1B
| $265K | ﹤0.01% |
4,200
+4,000
| +2,000% | +$265K |
|
1824
PUT
International Flavors & Fragrances
IFF
$20.5B
| $265K | ﹤0.01% |
2,000
+1,400
| +233% | +$172K |
|
1825
CALL
Omega Healthcare
OHI
$14.7B
| $264K | ﹤0.01% |
8,000
-4,000
| -33% | -$128K |
|
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.