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 | |
|---|---|---|---|---|---|---|
2176
PUT
Advanced Micro Devices
AMD
$790B
| $122K | ﹤0.01% |
8,400
-78,000
| -90% | -$990K |
|
2177
CALL
Brunswick
BC
$5.16B
| $122K | ﹤0.01% |
2,000
-5,100
| -72% | -$301K |
|
|
CUK
2178
PUT
DELISTED
Carnival PLC
CUK
| $122K | ﹤0.01% |
2,100
+100
| +5% | +$5.48K |
|
|
DHC
2179
CALL
Diversified Healthcare Trust
DHC
$2.13B
| $122K | ﹤0.01% |
6,000
+4,000
| +200% | +$78.4K |
|
2180
Texas Roadhouse
TXRH
$13.8B
| $122K | ﹤0.01% |
2,748
-728
| -21% | -$32.8K |
|
|
NPKI
2181
CALL
NPK International
NPKI
$1.12B
| $122K | ﹤0.01% |
+15,000
| New | +$115K |
|
|
INFO
2182
CALL
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $122K | ﹤0.01% |
2,900
-67,100
| -96% | -$2.65M |
|
2183
American Eagle Outfitters
AEO
$2.99B
| $121K | ﹤0.01% |
+8,644
| New | +$128K |
|
2184
PUT
Sunoco
SUN
$14.6B
| $121K | ﹤0.01% |
5,000
+3,200
| +178% | +$84.8K |
|
|
FRGI
2185
CALL
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $121K | ﹤0.01% |
5,000
+1,200
| +32% | +$30.4K |
|
|
WPX
2186
PUT
DELISTED
WPX Energy, Inc.
WPX
| $121K | ﹤0.01% |
9,000
-91,000
| -91% | -$1.21M |
|
2187
CALL
Huntington Ingalls Industries
HII
$12.8B
| $120K | ﹤0.01% |
600
-400
| -40% | -$81.3K |
|
|
CRZO
2188
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $120K | ﹤0.01% |
4,200
-13,100
| -76% | -$430K |
|
2189
PUT
Invesco DB Agriculture Fund
DBA
$1.24B
| $119K | ﹤0.01% |
6,000
-69,000
| -92% | -$1.41M |
|
2190
Fabrinet
FN
$16.3B
| $119K | ﹤0.01% |
2,835
-71,232
| -96% | -$2.96M |
|
2191
Olin
OLN
$2.12B
| $119K | ﹤0.01% |
3,609
+269
| +8% | +$8.07K |
|
2192
CALL
Silgan Holdings
SLGN
$4.37B
| $119K | ﹤0.01% |
+4,000
| New | +$117K |
|
2193
PUT
Take-Two Interactive
TTWO
$45.8B
| $119K | ﹤0.01% |
+2,000
| New | +$112K |
|
|
TSG
2194
PUT
DELISTED
The Stars Group Inc.
TSG
| $119K | ﹤0.01% |
+7,000
| New | +$103K |
|
2195
Macerich
MAC
$7.34B
| $118K | ﹤0.01% |
+1,839
| New | +$124K |
|
|
WW
2196
DELISTED
WW International
WW
| $118K | ﹤0.01% |
7,561
-213
| -3% | -$2.93K |
|
|
CNXM
2197
PUT
DELISTED
CNX Midstream Partners LP
CNXM
| $118K | ﹤0.01% |
+5,000
| New | +$116K |
|
2198
CALL
Scotiabank
BNS
$108B
| $117K | ﹤0.01% |
2,000
-5,100
| -72% | -$303K |
|
|
2199
PUT
Scotiabank
BNS
$108B
| $117K | ﹤0.01% |
2,000
-24,300
| -92% | -$1.44M |
|
|
SVC
2200
Service Properties Trust
SVC
$1.02B
| $117K | ﹤0.01% |
741
-175
| -19% | -$27.4K |
|
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.