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 | |
|---|---|---|---|---|---|---|
|
CYBR
1926
PUT
DELISTED
CyberArk
CYBR
| $209K | ﹤0.01% |
4,100
+4,000
| +4,000% | +$204K |
|
1927
CALL
Weibo
WB
$2.01B
| $209K | ﹤0.01% |
4,000
-750
| -16% | -$37.3K |
|
1928
PUT
Zumiez
ZUMZ
$345M
| $209K | ﹤0.01% |
11,400
+9,400
| +470% | +$184K |
|
|
AMJ
1929
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $209K | ﹤0.01% |
6,500
-431,500
| -99% | -$14.1M |
|
|
CAVM
1930
DELISTED
Cavium, Inc.
CAVM
| $209K | ﹤0.01% |
2,918
+985
| +51% | +$65.9K |
|
1931
CALL
Flex
FLEX
$43B
| $208K | ﹤0.01% |
16,322
-12,607
| -44% | -$151K |
|
1932
Jacobs Solutions
J
$16.4B
| $208K | ﹤0.01% |
+4,549
| New | +$215K |
|
1933
PUT
Manhattan Associates
MANH
$10.9B
| $208K | ﹤0.01% |
4,000
| – | – |
|
1934
CALL
Reliance Steel & Aluminium
RS
$20.9B
| $208K | ﹤0.01% |
2,600
-1,400
| -35% | -$115K |
|
1935
Bausch Health
BHC
$2.62B
| $207K | ﹤0.01% |
18,750
-180,677
| -91% | -$2.49M |
|
1936
PUT
Annaly Capital Management
NLY
$17.2B
| $207K | ﹤0.01% |
4,650
-5,750
| -55% | -$245K |
|
|
TECD
1937
CALL
DELISTED
Tech Data Corp
TECD
| $207K | ﹤0.01% |
+2,200
| New | +$195K |
|
1938
PUT
Bank of Hawaii
BOH
$3.16B
| $206K | ﹤0.01% |
2,500
+900
| +56% | +$76.5K |
|
1939
Ryder
R
$10.1B
| $206K | ﹤0.01% |
2,731
+1,360
| +99% | +$103K |
|
1940
PUT
Stratasys
SSYS
$706M
| $205K | ﹤0.01% |
+10,000
| New | +$198K |
|
1941
Winnebago Industries
WGO
$885M
| $205K | ﹤0.01% |
7,023
+5,750
| +452% | +$183K |
|
1942
PUT
Masco
MAS
$14.7B
| $204K | ﹤0.01% |
6,000
+100
| +2% | +$3.34K |
|
|
SIX
1943
DELISTED
Six Flags Entertainment Corp.
SIX
| $204K | ﹤0.01% |
+3,427
| New | +$205K |
|
|
GTY
1944
PUT
Getty Realty Corp
GTY
$2.1B
| $203K | ﹤0.01% |
8,000
+4,000
| +100% | +$103K |
|
1945
CALL
NovoCure
NVCR
$1.78B
| $203K | ﹤0.01% |
+25,000
| New | +$181K |
|
1946
PUT
Bankunited
BKU
$3.4B
| $202K | ﹤0.01% |
5,400
+3,400
| +170% | +$129K |
|
|
REN
1947
PUT
DELISTED
Resolute Energy Corporaton
REN
| $202K | ﹤0.01% |
+5,000
| New | +$215K |
|
|
SF
1948
CALL
Stifel
SF
$12.7B
| $201K | ﹤0.01% |
9,000
+4,500
| +100% | +$104K |
|
1949
Take-Two Interactive
TTWO
$45.8B
| $201K | ﹤0.01% |
3,394
+3,084
| +995% | +$172K |
|
|
MDC
1950
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
| $201K | ﹤0.01% |
8,440
+7,936
| +1,575% | +$179K |
|
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.