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Parallax Volatility Advisers

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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$48.5B
AUM Growth
-$2.6B
Cap. Flow
-$5.73B
Cap. Flow %
-11.82%
Top 10 Hldgs %
49.47%
Holding
5,442
New
1,250
Increased
969
Reduced
1,107
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 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
CVLT icon
3651
PUT
Commault Systems
CVLT
$5.52B
– –
-2,000
Closed -$103K
CVX icon
3652
Chevron
CVX
$366B
– –
-2,663
Closed -$299K
CVY icon
3653
Invesco Zacks Multi-Asset Income ETF
CVY
$125M
$0 ﹤0.01%
1
– –
CW icon
3654
Curtiss-Wright
CW
$27.6B
– –
-38
Closed -$3.67K
CWB icon
3655
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.72B
$0 ﹤0.01%
1
– –
CWEN.A
3656
DELISTED
Clearway Energy Class A
CWEN.A
– –
-460
Closed -$7K
CWI icon
3657
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.84B
$0 ﹤0.01%
2
– –
CWST icon
3658
Casella Waste Systems
CWST
$5.82B
– –
-81,744
Closed -$1.01M
CWT icon
3659
California Water Service
CWT
$3.08B
– –
-303
Closed -$10K
CWT icon
3660
PUT
California Water Service
CWT
$3.08B
– –
-1,800
Closed -$61K
CXSE icon
3661
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$501M
$0 ﹤0.01%
2
– –
CYH icon
3662
Community Health Systems
CYH
$416M
– –
-450,000
Closed -$3.51M
CYH icon
3663
PUT
Community Health Systems
CYH
$416M
– –
-450,000
Closed -$2.52M
CZA icon
3664
Invesco Zacks Mid-Cap ETF
CZA
$192M
$0 ﹤0.01%
1
– –
DBC icon
3665
Invesco DB Commodity Index Tracking Fund
DBC
$1.64B
$0 ﹤0.01%
1
– –
DBA icon
3666
CALL
Invesco DB Agriculture Fund
DBA
$1.23B
– –
-300
Closed -$6K
DBB icon
3667
Invesco DB Base Metals Fund
DBB
$317M
$0 ﹤0.01%
1
– –
DBE icon
3668
Invesco DB Energy Fund
DBE
$82.8M
$0 ﹤0.01%
1
– –
DBEF icon
3669
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.31B
$0 ﹤0.01%
1
– –
DBEU icon
3670
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$782M
$0 ﹤0.01%
1
– –
DBJP icon
3671
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$692M
$0 ﹤0.01%
1
– –
DBO icon
3672
Invesco DB Oil Fund
DBO
$356M
$0 ﹤0.01%
1
– –
DBP icon
3673
Invesco DB Precious Metals Fund
DBP
$250M
$0 ﹤0.01%
1
– –
DDM icon
3674
ProShares Ultra Dow30
DDM
$552M
$0 ﹤0.01%
12
– –
DEEP icon
3675
Acquirers Small and Micro Deep Value ETF
DEEP
$28.5M
$0 ﹤0.01%
1
– –
145 146
147
148 149

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Empower Advisory Group
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Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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 $5.73B in Q1 2017, closing 751 positions and reducing 1,107 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.