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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
PXF icon
4401
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$3.04B
$0 ﹤0.01%
1
– –
PXH icon
4402
Invesco FTSE RAFI Emerging Markets ETF
PXH
$2.1B
$0 ﹤0.01%
1
– –
PXJ icon
4403
Invesco Oil & Gas Services ETF
PXJ
$122M
– –
0
– –
PXI icon
4404
Invesco Dorsey Wright Energy Momentum ETF
PXI
$56.9M
$0 ﹤0.01%
1
– –
PYZ icon
4405
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$74.5M
$0 ﹤0.01%
1
– –
PZA icon
4406
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.16B
$0 ﹤0.01%
1
– –
QABA icon
4407
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$101M
$0 ﹤0.01%
1
– –
QAI icon
4408
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$1.02B
$0 ﹤0.01%
1
– –
QAT icon
4409
iShares MSCI Qatar ETF
QAT
$59.8M
$0 ﹤0.01%
1
– –
QCLN icon
4410
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$563M
$0 ﹤0.01%
1
– –
QDEF icon
4411
Northern Trust Quality Dividend Defensive ETF
QDEF
$552M
$0 ﹤0.01%
1
– –
QDF icon
4412
Northern Trust Quality Dividend ETF
QDF
$2.21B
$0 ﹤0.01%
1
– –
QEFA icon
4413
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.06B
$0 ﹤0.01%
1
– –
QEMM icon
4414
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$61.9M
$0 ﹤0.01%
1
– –
QID icon
4415
ProShares UltraShort QQQ
QID
$237M
– –
0
– –
QLD icon
4416
ProShares Ultra QQQ
QLD
$14.1B
$0 ﹤0.01%
32
– –
QLTA icon
4417
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.19B
$0 ﹤0.01%
1
– –
QQEW icon
4418
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.82B
$0 ﹤0.01%
1
– –
QQQ icon
4419
Invesco QQQ Trust
QQQ
$489B
$0 ﹤0.01%
1
-2,618,127
-100% -$334M
QQQE icon
4420
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.43B
$0 ﹤0.01%
2
– –
QQXT icon
4421
First Trust NASDAQ 100 ex-Technology Sector Index Fund
QQXT
$148M
$0 ﹤0.01%
1
– –
QSR icon
4422
Restaurant Brands International
QSR
$26.9B
– –
-24,068
Closed -$1.26M
QTEC icon
4423
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.66B
$0 ﹤0.01%
1
– –
QUAL icon
4424
iShares MSCI USA Quality Factor ETF
QUAL
$46.9B
$0 ﹤0.01%
1
– –
QWLD
4425
State Street SPDR MSCI World StrategicFactors ETF
QWLD
$176M
$0 ﹤0.01%
1
– –
175 176
177
178 179

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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.