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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
OPPJ
3726
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$281M
$0 ﹤0.01%
2
– –
DZZ icon
3727
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.31M
$0 ﹤0.01%
1
– –
EBND icon
3728
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.27B
$0 ﹤0.01%
1
– –
ECH icon
3729
iShares MSCI Chile ETF
ECH
$1.05B
$0 ﹤0.01%
1
– –
ECNS icon
3730
iShares MSCI China Small-Cap ETF
ECNS
$66.1M
$0 ﹤0.01%
1
– –
ECON icon
3731
Columbia Emerging Markets Consumer ETF
ECON
$338M
$0 ﹤0.01%
1
– –
EDEN icon
3732
iShares MSCI Denmark ETF
EDEN
$201M
$0 ﹤0.01%
1
– –
EDIV icon
3733
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.23B
$0 ﹤0.01%
1
– –
EDOG icon
3734
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.6M
$0 ﹤0.01%
1
– –
EDU icon
3735
CALL
New Oriental
EDU
$9.06B
– –
-15,500
Closed -$652K
EDV icon
3736
Vanguard World Funds Extended Duration ETF
EDV
$3.29B
$0 ﹤0.01%
1
– –
EDZ icon
3737
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$17.7M
– –
0
– –
EELV icon
3738
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$0 ﹤0.01%
1
– –
EEM icon
3739
iShares MSCI Emerging Markets ETF
EEM
$29.5B
$0 ﹤0.01%
1
– –
EEMA icon
3740
iShares MSCI Emerging Markets Asia ETF
EEMA
$856M
$0 ﹤0.01%
1
– –
EEMV icon
3741
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.53B
$0 ﹤0.01%
1
– –
EEMS icon
3742
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$367M
$0 ﹤0.01%
1
– –
EES icon
3743
WisdomTree US SmallCap Earnings Fund
EES
$733M
$0 ﹤0.01%
3
– –
EET icon
3744
ProShares Ultra MSCI Emerging Markets
EET
$36.4M
$0 ﹤0.01%
1
– –
EEV icon
3745
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.41M
– –
0
– –
EFAD icon
3746
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$63.8M
$0 ﹤0.01%
1
– –
EFA icon
3747
iShares MSCI EAFE ETF
EFA
$79.4B
$0 ﹤0.01%
1
– –
EFAV icon
3748
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.42B
$0 ﹤0.01%
1
– –
EFNL icon
3749
iShares MSCI Finland ETF
EFNL
$247M
$0 ﹤0.01%
1
– –
EFG icon
3750
iShares MSCI EAFE Growth ETF
EFG
$17.1B
$0 ﹤0.01%
1
– –
148 149
150
151 152

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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HF
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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 $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.