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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$48.5B
AUM Growth
-$2.6B
Cap. Flow
-$1.66B
Cap. Flow %
-3.41%
Top 10 Hldgs %
49.47%
Holding
5,442
New
1,250
Increased
971
Reduced
1,105
Closed
751

Top Buys

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$62.5M
2
EBIX
Ebix Inc
EBIX
+$59M
3
B
Barrick Mining
B
+$39.5M
4
ACIW icon
ACI Worldwide
ACIW
+$33M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$30.7M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$369M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$334M
3
GM icon
General Motors
GM
+$152M
4
META icon
Meta Platforms (Facebook)
META
+$102M
5
C icon
Citigroup
C
+$84M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.58%
2 Consumer Staples 0.62%
3 Consumer Discretionary 0.57%
4 Technology 0.55%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PEJ icon
4326
Invesco Leisure and Entertainment ETF
PEJ
$343M
$0 ﹤0.01%
1
– –
PENN icon
4327
PENN Entertainment
PENN
$2.3B
– –
-26,734
Closed -$392K
PEX icon
4328
ProShares Global Listed Private Equity ETF
PEX
$11.4M
$0 ﹤0.01%
1
– –
PEY icon
4329
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.12B
$0 ﹤0.01%
1
– –
PEZ icon
4330
Invesco Dorsey Wright Consumer Cyclicals Momentum ETF
PEZ
$21.8M
$0 ﹤0.01%
1
– –
PFF icon
4331
iShares Preferred and Income Securities ETF
PFF
$12.8B
$0 ﹤0.01%
1
– –
PFI icon
4332
Invesco Dorsey Wright Financial Momentum ETF
PFI
$58M
$0 ﹤0.01%
1
– –
PFM icon
4333
Invesco Dividend Achievers ETF
PFM
$790M
$0 ﹤0.01%
1
– –
PGEN icon
4334
Precigen
PGEN
$2.43B
– –
-7,630
Closed -$184K
PGF icon
4335
Invesco Financial Preferred ETF
PGF
$646M
$0 ﹤0.01%
1
– –
PGJ icon
4336
Invesco Golden Dragon China ETF
PGJ
$84.7M
$0 ﹤0.01%
1
– –
PGX icon
4337
Invesco Preferred ETF
PGX
$3.69B
$0 ﹤0.01%
1
– –
PH icon
4338
CALL
Parker-Hannifin
PH
$120B
– –
-8,000
Closed -$1.12M
PH icon
4339
PUT
Parker-Hannifin
PH
$120B
– –
-33,800
Closed -$4.73M
IFLN
4340
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$300M
$0 ﹤0.01%
1
– –
PHDG icon
4341
Invesco S&P 500 Downside Hedged ETF
PHDG
$61.4M
$0 ﹤0.01%
1
– –
PHO icon
4342
Invesco Water Resources ETF
PHO
$1.95B
$0 ﹤0.01%
1
– –
PICB icon
4343
Invesco International Corporate Bond ETF
PICB
$354M
$0 ﹤0.01%
1
– –
PICK icon
4344
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.65B
$0 ﹤0.01%
1
– –
PID icon
4345
Invesco International Dividend Achievers ETF
PID
$890M
$0 ﹤0.01%
1
– –
PIE icon
4346
Invesco Dorsey Wright Emerging Markets Momentum ETF
PIE
$256M
$0 ﹤0.01%
1
– –
PII icon
4347
CALL
Polaris
PII
$3.37B
– –
-9,300
Closed -$766K
IMVP
4348
Invesco India ETF
IMVP
$103M
$0 ﹤0.01%
1
– –
PIO icon
4349
Invesco Global Water ETF
PIO
$265M
$0 ﹤0.01%
1
– –
PIZ icon
4350
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$699M
$0 ﹤0.01%
1
– –
172 173
174
175 176

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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 $1.66B 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 Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Consumer Staples 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.