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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 | |
|---|---|---|---|---|---|---|
1976
Range Resources
RRC
$9.43B
| $191K | ﹤0.01% |
+6,563
| New | +$203K |
|
1977
CALL
National Grid
NGG
$80.3B
| $190K | ﹤0.01% |
+3,110
| New | +$180K |
|
|
THS
1978
DELISTED
Treehouse Foods
THS
| $189K | ﹤0.01% |
+2,232
| New | +$179K |
|
1979
CALL
Graco
GGG
$13B
| $188K | ﹤0.01% |
6,000
| – | – |
|
1980
G-III Apparel Group
GIII
$1.54B
| $188K | ﹤0.01% |
+8,607
| New | +$220K |
|
1981
NNN REIT
NNN
$9.03B
| $188K | ﹤0.01% |
+4,306
| New | +$191K |
|
1982
PUT
Whirlpool
WHR
$2.54B
| $188K | ﹤0.01% |
1,100
-11,500
| -91% | -$2.04M |
|
|
SHLX
1983
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $188K | ﹤0.01% |
+5,841
| New | +$186K |
|
1984
Cleveland-Cliffs
CLF
$6.4B
| $187K | ﹤0.01% |
22,808
-275,218
| -92% | -$2.61M |
|
|
TGNA
1985
PUT
DELISTED
TEGNA Inc
TGNA
| $187K | ﹤0.01% |
11,406
+5,156
| +82% | +$79.3K |
|
|
PDCO
1986
DELISTED
Patterson Companies, Inc.
PDCO
| $187K | ﹤0.01% |
4,133
-7,154
| -63% | -$310K |
|
1987
CALL
Generac Holdings
GNRC
$11.9B
| $186K | ﹤0.01% |
+5,000
| New | +$198K |
|
1988
PUT
Lamar Advertising Co
LAMR
$16B
| $186K | ﹤0.01% |
2,500
-9,900
| -80% | -$743K |
|
|
BID
1989
CALL
DELISTED
Sotheby's
BID
| $186K | ﹤0.01% |
4,100
+2,100
| +105% | +$89.8K |
|
|
INVX
1990
CALL
Innovex International
INVX
$1.98B
| $185K | ﹤0.01% |
+3,400
| New | +$203K |
|
|
CHUY
1991
PUT
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $185K | ﹤0.01% |
6,200
+1,000
| +19% | +$29.3K |
|
1992
CALL
Alaska Air
ALK
$5.6B
| $184K | ﹤0.01% |
2,000
-27,800
| -93% | -$2.63M |
|
1993
PUT
EPR Properties
EPR
$4.69B
| $184K | ﹤0.01% |
2,500
-1,500
| -38% | -$111K |
|
1994
Keurig Dr Pepper
KDP
$42.1B
| $184K | ﹤0.01% |
1,882
-737
| -28% | -$68.8K |
|
1995
PUT
Knowles
KN
$3.2B
| $184K | ﹤0.01% |
+9,700
| New | +$177K |
|
|
WIRE
1996
PUT
DELISTED
Encore Wire Corp
WIRE
| $184K | ﹤0.01% |
+4,000
| New | +$179K |
|
1997
PUT
Jack in the Box
JACK
$324M
| $183K | ﹤0.01% |
1,800
-400
| -18% | -$41.4K |
|
1998
PUT
VeriSign
VRSN
$27B
| $183K | ﹤0.01% |
2,100
-2,000
| -49% | -$166K |
|
1999
Progress Software
PRGS
$1.7B
| $182K | ﹤0.01% |
+6,263
| New | +$182K |
|
2000
CALL
Allegion
ALLE
$13.7B
| $181K | ﹤0.01% |
2,400
-900
| -27% | -$63.6K |
|
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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.