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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 | |
|---|---|---|---|---|---|---|
2001
PUT
Enovis
ENOV
$1.81B
| $181K | ﹤0.01% |
2,673
+1,220
| +84% | +$81.3K |
|
2002
CALL
Lamar Advertising Co
LAMR
$16B
| $180K | ﹤0.01% |
2,400
-4,100
| -63% | -$308K |
|
2003
CALL
Fossil Group
FOSL
$348M
| $178K | ﹤0.01% |
10,200
+5,200
| +104% | +$110K |
|
2004
CALL
STMicroelectronics
STM
$46.5B
| $178K | ﹤0.01% |
11,500
+11,400
| +11,400% | +$159K |
|
2005
Norwegian Cruise Line
NCLH
$9.07B
| $177K | ﹤0.01% |
+3,489
| New | +$169K |
|
2006
PUT
Public Service Enterprise Group
PEG
$38.2B
| $177K | ﹤0.01% |
4,000
-1,100
| -22% | -$48.6K |
|
2007
CALL
Rogers Communications
RCI
$18.4B
| $176K | ﹤0.01% |
4,000
+2,000
| +100% | +$83.8K |
|
|
BMS
2008
PUT
DELISTED
Bemis
BMS
| $176K | ﹤0.01% |
+3,600
| New | +$177K |
|
|
OPLN
2009
CALL
Openlane
OPLN
$4.36B
| $175K | ﹤0.01% |
10,568
| – | – |
|
2010
CALL
Autodesk
ADSK
$49.6B
| $174K | ﹤0.01% |
2,000
+400
| +25% | +$33.5K |
|
2011
PUT
Ryder
R
$10.1B
| $174K | ﹤0.01% |
2,300
+300
| +15% | +$22.7K |
|
2012
CALL
Paycom
PAYC
$7.86B
| $173K | ﹤0.01% |
+3,000
| New | +$156K |
|
2013
CALL
Avis
CAR
$4.91B
| $172K | ﹤0.01% |
5,800
-55,400
| -91% | -$1.92M |
|
2014
CALL
Canadian Imperial Bank of Commerce
CM
$109B
| $172K | ﹤0.01% |
+4,000
| New | +$174K |
|
|
2015
PUT
Canadian Imperial Bank of Commerce
CM
$109B
| $172K | ﹤0.01% |
4,000
-12,000
| -75% | -$522K |
|
2016
PUT
Thomson Reuters
TRI
$44.4B
| $172K | ﹤0.01% |
3,447
-603
| -15% | -$30.8K |
|
2017
PUT
Old Dominion Freight Line
ODFL
$44B
| $171K | ﹤0.01% |
6,000
-6,000
| -50% | -$177K |
|
2018
RadNet
RDNT
$5.25B
| $171K | ﹤0.01% |
28,974
+20,775
| +253% | +$123K |
|
|
P
2019
DELISTED
Pandora Media Inc
P
| $171K | ﹤0.01% |
14,446
-94,222
| -87% | -$1.18M |
|
2020
CALL
Compass Minerals
CMP
$1.21B
| $170K | ﹤0.01% |
+2,500
| New | +$190K |
|
2021
CALL
Hecla Mining
HL
$9.68B
| $170K | ﹤0.01% |
32,000
-399,300
| -93% | -$2.31M |
|
2022
CALL
Steven Madden
SHOO
$3.48B
| $169K | ﹤0.01% |
6,600
+6,000
| +1,000% | +$146K |
|
2023
CALL
Baytex Energy
BTE
$3.12B
| $168K | ﹤0.01% |
49,300
+44,000
| +830% | +$171K |
|
2024
CALL
PENN Entertainment
PENN
$2.67B
| $167K | ﹤0.01% |
+9,100
| New | +$133K |
|
2025
CALL
Pinnacle West Capital
PNW
$12.2B
| $167K | ﹤0.01% |
2,000
-2,000
| -50% | -$160K |
|
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.