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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 | |
|---|---|---|---|---|---|---|
1876
L3Harris
LHX
$51.7B
| $235K | ﹤0.01% |
2,109
+2,102
| +30,029% | +$225K |
|
1877
PUT
Sanmina
SANM
$10.4B
| $235K | ﹤0.01% |
5,800
+3,800
| +190% | +$147K |
|
|
SYKE
1878
CALL
DELISTED
SYKES Enterprises Inc
SYKE
| $235K | ﹤0.01% |
+8,000
| New | +$228K |
|
|
VAL
1879
CALL
DELISTED
Valspar
VAL
| $233K | ﹤0.01% |
+2,100
| New | +$231K |
|
1880
CALL
Dave & Buster's
PLAY
$403M
| $232K | ﹤0.01% |
+3,800
| New | +$217K |
|
1881
Sensata Technologies
ST
$6.81B
| $232K | ﹤0.01% |
5,307
+4,262
| +408% | +$179K |
|
|
USG
1882
PUT
DELISTED
Usg
USG
| $232K | ﹤0.01% |
+7,300
| New | +$232K |
|
|
TERP
1883
DELISTED
TerraForm Power, Inc
TERP
| $232K | ﹤0.01% |
18,770
-20,730
| -52% | -$250K |
|
|
FISV
1884
PUT
Fiserv Inc
FISV
$29B
| $231K | ﹤0.01% |
4,000
-4,000
| -50% | -$225K |
|
1885
Pultegroup
PHM
$24.6B
| $231K | ﹤0.01% |
9,800
+309
| +3% | +$6.66K |
|
|
LVLT
1886
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $229K | ﹤0.01% |
4,000
-31,500
| -89% | -$1.82M |
|
1887
Avery Dennison
AVY
$13.2B
| $228K | ﹤0.01% |
2,826
+1,353
| +92% | +$105K |
|
1888
PUT
FerroAtlántica
GSM
$607M
| $227K | ﹤0.01% |
+22,000
| New | +$232K |
|
1889
CALL
Abercrombie & Fitch
ANF
$4.84B
| $226K | ﹤0.01% |
18,800
+14,700
| +359% | +$175K |
|
|
XLNX
1890
CALL
DELISTED
Xilinx Inc
XLNX
| $226K | ﹤0.01% |
3,900
-521,500
| -99% | -$30.7M |
|
1891
Immersion
IMMR
$248M
| $225K | ﹤0.01% |
25,966
+2,334
| +10% | +$23.2K |
|
1892
CALL
Radian Group
RDN
$5.22B
| $225K | ﹤0.01% |
12,500
+10,500
| +525% | +$194K |
|
|
TEN
1893
PUT
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $225K | ﹤0.01% |
+3,600
| New | +$236K |
|
1894
PUT
Nexstar Media Group
NXST
$5.88B
| $224K | ﹤0.01% |
3,200
+1,200
| +60% | +$80.4K |
|
1895
PUT
PENN Entertainment
PENN
$2.67B
| $224K | ﹤0.01% |
+12,200
| New | +$179K |
|
|
PPL
1896
PUT
PPL Corp
PPL
$26.5B
| $224K | ﹤0.01% |
6,000
-50,600
| -89% | -$1.81M |
|
1897
PUT
SL Green Realty
SLG
$3.85B
| $224K | ﹤0.01% |
2,169
-1,963
| -48% | -$207K |
|
1898
PUT
Jones Lang LaSalle
JLL
$16.8B
| $223K | ﹤0.01% |
2,000
| – | – |
|
|
1899
CALL
L3Harris
LHX
$51.7B
| $223K | ﹤0.01% |
+2,000
| New | +$214K |
|
1900
CALL
First Solar
FSLR
$25B
| $222K | ﹤0.01% |
8,200
-233,200
| -97% | -$7.65M |
|
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.