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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
RWK icon
4476
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.31B
$0 ﹤0.01%
1
– –
RWO icon
4477
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.23B
$0 ﹤0.01%
1
– –
RWL icon
4478
Invesco S&P 500 Revenue ETF
RWL
$9.92B
$0 ﹤0.01%
1
– –
RWR icon
4479
State Street SPDR Dow Jones REIT ETF
RWR
$1.82B
$0 ﹤0.01%
1
– –
RXI icon
4480
iShares Global Consumer Discretionary ETF
RXI
$248M
$0 ﹤0.01%
1
– –
RWX icon
4481
State Street SPDR Dow Jones International Real Estate ETF
RWX
$259M
$0 ﹤0.01%
1
– –
RXL icon
4482
ProShares Ultra Health Care
RXL
$95.7M
$0 ﹤0.01%
8
– –
RZG icon
4483
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$126M
$0 ﹤0.01%
3
– –
RZV icon
4484
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$296M
$0 ﹤0.01%
1
– –
SAA icon
4485
ProShares Ulta SmallCap600
SAA
$27.9M
$0 ﹤0.01%
10
– –
SAN icon
4486
CALL
Banco Santander
SAN
$213B
– –
-339,130
Closed -$1.68M
SAND
4487
DELISTED
Sandstorm Gold
SAND
– –
-30,107
Closed -$132K
SBAC icon
4488
CALL
SBA Communications
SBAC
$19.8B
– –
-4,900
Closed -$507K
SBB icon
4489
ProShares Short SmallCap600
SBB
$3.51M
$0 ﹤0.01%
1
– –
SBH icon
4490
CALL
Sally Beauty Holdings
SBH
$1.5B
– –
-300
Closed -$8K
SBS icon
4491
Sabesp
SBS
$18.2B
– –
-32,935
Closed -$64.9K
SCHA icon
4492
Schwab U.S Small- Cap ETF
SCHA
$22.6B
$0 ﹤0.01%
4
– –
SCHB icon
4493
Schwab US Broad Market ETF
SCHB
$44.3B
$0 ﹤0.01%
6
– –
SCHC icon
4494
Schwab International Small-Cap Equity ETF
SCHC
$5.74B
$0 ﹤0.01%
1
– –
SCHD icon
4495
Schwab US Dividend Equity ETF
SCHD
$110B
$0 ﹤0.01%
3
– –
SCHE icon
4496
Schwab Emerging Markets Equity ETF
SCHE
$13.1B
$0 ﹤0.01%
1
– –
SCHF icon
4497
Schwab International Equity ETF
SCHF
$69.5B
$0 ﹤0.01%
2
– –
SCHG icon
4498
Schwab US Large-Cap Growth ETF
SCHG
$62B
$0 ﹤0.01%
8
– –
SCHH icon
4499
Schwab US REIT ETF
SCHH
$11.1B
$0 ﹤0.01%
2
– –
SCHM icon
4500
Schwab US Mid-Cap ETF
SCHM
$14.8B
$0 ﹤0.01%
3
– –
178 179
180
181 182

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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.