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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 | |
|---|---|---|---|---|---|---|
1901
Progressive
PGR
$122B
| $222K | ﹤0.01% |
5,662
-11,796
| -68% | -$450K |
|
1902
CALL
AB InBev
BUD
$166B
| $220K | ﹤0.01% |
2,000
-152,700
| -99% | -$16.4M |
|
|
SF
1903
PUT
Stifel
SF
$12.7B
| $220K | ﹤0.01% |
9,900
+5,400
| +120% | +$124K |
|
1904
Ameren
AEE
$30.3B
| $219K | ﹤0.01% |
4,006
+960
| +32% | +$51.4K |
|
|
CPN
1905
DELISTED
Calpine Corporation
CPN
| $219K | ﹤0.01% |
+19,815
| New | +$227K |
|
1906
CALL
AGNC Investment
AGNC
$12.4B
| $218K | ﹤0.01% |
11,000
-23,400
| -68% | -$451K |
|
1907
PUT
Diamondback Energy
FANG
$55.9B
| $218K | ﹤0.01% |
2,100
-400
| -16% | -$41.3K |
|
1908
CALL
Hexcel
HXL
$7.73B
| $218K | ﹤0.01% |
4,000
+2,000
| +100% | +$105K |
|
1909
Prologis
PLD
$135B
| $218K | ﹤0.01% |
+4,202
| New | +$214K |
|
|
WES
1910
PUT
DELISTED
Western Gas Partners Lp
WES
| $218K | ﹤0.01% |
3,600
+1,200
| +50% | +$74.2K |
|
|
PPLI
1911
People Inc
PPLI
$3.13B
| $217K | ﹤0.01% |
+16,445
| New | +$214K |
|
1912
Grand Canyon Education
LOPE
$3.93B
| $217K | ﹤0.01% |
+3,026
| New | +$188K |
|
1913
CALL
Sherwin-Williams
SHW
$86B
| $217K | ﹤0.01% |
2,100
-16,500
| -89% | -$1.66M |
|
1914
CALL
Methanex
MEOH
$4.2B
| $216K | ﹤0.01% |
4,600
-97,400
| -95% | -$4.67M |
|
|
CBI
1915
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $216K | ﹤0.01% |
7,000
-5,000
| -42% | -$161K |
|
1916
Brunswick
BC
$5.16B
| $214K | ﹤0.01% |
+3,496
| New | +$207K |
|
1917
CALL
DTE Energy
DTE
$29.5B
| $214K | ﹤0.01% |
2,468
+1,058
| +75% | +$89.6K |
|
|
1918
PUT
DTE Energy
DTE
$29.5B
| $214K | ﹤0.01% |
2,468
-5,992
| -71% | -$507K |
|
1919
CALL
Rambus
RMBS
$10B
| $214K | ﹤0.01% |
+16,300
| New | +$214K |
|
|
BCPC
1920
CALL
Balchem Corp
BCPC
$5.58B
| $214K | ﹤0.01% |
2,600
+600
| +30% | +$50.5K |
|
1921
PUT
MKS Inc
MKSI
$20.9B
| $213K | ﹤0.01% |
+3,100
| New | +$204K |
|
1922
CALL
LPL Financial
LPLA
$28.8B
| $212K | ﹤0.01% |
5,300
+1,000
| +23% | +$39.3K |
|
1923
PUT
Post Holdings
POST
$4.09B
| $210K | ﹤0.01% |
3,667
-27,810
| -88% | -$1.53M |
|
1924
Advanced Energy
AEIS
$11.9B
| $209K | ﹤0.01% |
3,045
-425
| -12% | -$26.3K |
|
1925
CALL
A.O. Smith
AOS
$8.25B
| $209K | ﹤0.01% |
4,100
-37,100
| -90% | -$1.84M |
|
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.