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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$48.5B
AUM Growth
-$2.6B
Cap. Flow
-$5.66B
Cap. Flow %
-11.68%
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 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
FTHI icon
3901
First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF
FTHI
$2.44B
$0 ﹤0.01%
1
– –
FTI icon
3902
TechnipFMC
FTI
$27.2B
– –
-6,759
Closed -$167K
FTLS icon
3903
First Trust Long/Short Equity ETF
FTLS
$2.49B
$0 ﹤0.01%
1
– –
FTNT icon
3904
Fortinet
FTNT
$120B
– –
-3,900
Closed -$27.6K
FTQI icon
3905
First Trust Exchange-Traded Fund VI First Trust Hedged BuyWrite Income ETF
FTQI
$928M
$0 ﹤0.01%
1
– –
FTRI icon
3906
First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF
FTRI
$128M
$0 ﹤0.01%
1
– –
FTSL icon
3907
First Trust Senior Loan Fund ETF
FTSL
$2.32B
$0 ﹤0.01%
1
– –
FTV icon
3908
CALL
Fortive
FTV
$18.5B
– –
-805,648
Closed -$27.2M
FUTY icon
3909
Fidelity MSCI Utilities Index ETF
FUTY
$2.29B
$0 ﹤0.01%
1
– –
FV icon
3910
First Trust Dorsey Wright Focus 5 ETF
FV
$3.73B
$0 ﹤0.01%
1
– –
FVD icon
3911
First Trust Value Line Dividend Fund
FVD
$8.37B
$0 ﹤0.01%
1
– –
FXA icon
3912
Invesco CurrencyShares Australian Dollar Trust
FXA
$97.8M
$0 ﹤0.01%
1
– –
FXB icon
3913
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.7M
$0 ﹤0.01%
1
– –
FXC icon
3914
Invesco CurrencyShares Canadian Dollar Trust
FXC
$69.7M
$0 ﹤0.01%
1
– –
FXD icon
3915
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$276M
$0 ﹤0.01%
1
– –
FXF icon
3916
Invesco CurrencyShares Swiss Franc Trust
FXF
$398M
$0 ﹤0.01%
1
– –
FXG icon
3917
First Trust Consumer Staples AlphaDEX Fund
FXG
$228M
$0 ﹤0.01%
1
– –
FXH icon
3918
First Trust Health Care AlphaDEX Fund
FXH
$1.06B
$0 ﹤0.01%
1
– –
FXL icon
3919
First Trust Technology AlphaDEX Fund
FXL
$2.71B
$0 ﹤0.01%
1
– –
FXN icon
3920
First Trust Energy AlphaDEX Fund
FXN
$363M
$0 ﹤0.01%
1
– –
FXO icon
3921
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$0 ﹤0.01%
1
– –
FXP icon
3922
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$5.8M
– –
0
– –
FXR icon
3923
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$765M
$0 ﹤0.01%
1
– –
FXU icon
3924
First Trust Utilities AlphaDEX Fund
FXU
$821M
$0 ﹤0.01%
1
– –
FXZ icon
3925
First Trust Materials AlphaDEX Fund
FXZ
$392M
$0 ﹤0.01%
1
– –
155 156
157
158 159

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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)
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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 $5.66B 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 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.