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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 | |
|---|---|---|---|---|---|---|
2101
PUT
Thor Industries
THO
$4.03B
| $144K | ﹤0.01% |
+1,500
| New | +$156K |
|
|
OA
2102
DELISTED
Orbital ATK, Inc.
OA
| $144K | ﹤0.01% |
1,474
-4,030
| -73% | -$373K |
|
|
FARO
2103
PUT
DELISTED
Faro Technologies
FARO
| $143K | ﹤0.01% |
4,000
| – | – |
|
2104
Old Dominion Freight Line
ODFL
$44B
| $143K | ﹤0.01% |
5,016
+2,427
| +94% | +$71.8K |
|
|
CVSA
2105
CALL
Covista Inc
CVSA
$4.34B
| $142K | ﹤0.01% |
+4,000
| New | +$132K |
|
2106
CALL
The Greenbrier Companies
GBX
$1.54B
| $142K | ﹤0.01% |
3,300
-2,900
| -47% | -$128K |
|
2107
PUT
Iron Mountain
IRM
$36.9B
| $142K | ﹤0.01% |
4,000
-4,000
| -50% | -$142K |
|
2108
PUT
ATN International
ATNI
$379M
| $141K | ﹤0.01% |
+2,000
| New | +$152K |
|
|
RDUS
2109
DELISTED
Radius Health, Inc.
RDUS
| $141K | ﹤0.01% |
+3,636
| New | +$153K |
|
2110
American Water Works
AWK
$26.1B
| $140K | ﹤0.01% |
+1,794
| New | +$133K |
|
2111
CALL
Penske Automotive Group
PAG
$14.3B
| $140K | ﹤0.01% |
+3,000
| New | +$153K |
|
2112
CALL
Xerox
XRX
$387M
| $140K | ﹤0.01% |
4,750
-23,523
| -83% | -$679K |
|
|
BKS
2113
PUT
DELISTED
Barnes & Noble
BKS
| $140K | ﹤0.01% |
15,000
-1,000
| -6% | -$9.98K |
|
2114
PUT
Pediatrix Medical
MD
$2.16B
| $139K | ﹤0.01% |
+2,000
| New | +$139K |
|
2115
PUT
Signet Jewelers
SIG
$3.69B
| $139K | ﹤0.01% |
2,000
-4,200
| -68% | -$314K |
|
2116
iShares Semiconductor ETF
SOXX
$45.5B
| $139K | ﹤0.01% |
3,036
+2,304
| +315% | +$100K |
|
2117
CALL
VeriSign
VRSN
$27B
| $139K | ﹤0.01% |
1,600
-30,100
| -95% | -$2.5M |
|
|
WCC
2118
PUT
WESCO International
WCC
$17.6B
| $139K | ﹤0.01% |
+2,000
| New | +$140K |
|
2119
CALL
Monolithic Power Systems
MPWR
$66B
| $138K | ﹤0.01% |
+1,500
| New | +$133K |
|
2120
PUT
Paycom
PAYC
$7.86B
| $138K | ﹤0.01% |
+2,400
| New | +$124K |
|
2121
PUT
Pricesmart
PSMT
$6.08B
| $138K | ﹤0.01% |
+1,500
| New | +$132K |
|
2122
PUT
AllianceBernstein
AB
$3.46B
| $137K | ﹤0.01% |
6,000
| – | – |
|
2123
Extra Space Storage
EXR
$31.6B
| $137K | ﹤0.01% |
+1,836
| New | +$139K |
|
2124
CALL
Norwegian Cruise Line
NCLH
$9.07B
| $137K | ﹤0.01% |
2,700
-2,300
| -46% | -$112K |
|
2125
CALL
Cal-Maine
CALM
$4.08B
| $136K | ﹤0.01% |
+3,700
| New | +$148K |
|
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.