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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
IAU icon
4026
iShares Gold Trust
IAU
$65.7B
$0 ﹤0.01%
1
– –
IBB icon
4027
iShares Biotechnology ETF
IBB
$9.47B
$0 ﹤0.01%
3
– –
IBB icon
4028
PUT
iShares Biotechnology ETF
IBB
$9.47B
– –
-52,500
Closed -$4.64M
IBKR icon
4029
CALL
Interactive Brokers
IBKR
$39.9B
– –
-12,000
Closed -$110K
IBKR icon
4030
PUT
Interactive Brokers
IBKR
$39.9B
– –
-32,000
Closed -$292K
IBND icon
4031
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$462M
$0 ﹤0.01%
1
– –
ICF icon
4032
iShares Select U.S. REIT ETF
ICF
$2.09B
$0 ﹤0.01%
2
– –
ICLN icon
4033
iShares Global Clean Energy ETF
ICLN
$2.37B
$0 ﹤0.01%
1
– –
ICSH icon
4034
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.12B
$0 ﹤0.01%
1
– –
IDGT icon
4035
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$521M
$0 ﹤0.01%
1
– –
IDLV icon
4036
Invesco S&P International Developed Low Volatility ETF
IDLV
$344M
$0 ﹤0.01%
1
– –
IDOG icon
4037
ALPS International Sector Dividend Dogs ETF
IDOG
$553M
$0 ﹤0.01%
1
– –
IDU icon
4038
iShares US Utilities ETF
IDU
$1.39B
$0 ﹤0.01%
2
– –
IDV icon
4039
iShares International Select Dividend ETF
IDV
$8.46B
$0 ﹤0.01%
1
– –
IDX icon
4040
VanEck Indonesia Index ETF
IDX
$36.5M
$0 ﹤0.01%
1
– –
IEF icon
4041
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$0 ﹤0.01%
1
-198,098
-100% -$20.8M
IEFA icon
4042
iShares Core MSCI EAFE ETF
IEFA
$194B
$0 ﹤0.01%
1
– –
IEI icon
4043
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
$0 ﹤0.01%
1
-4
-80% -$491
IEI icon
4044
PUT
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
– –
-150,300
Closed -$18.4M
IEO icon
4045
iShares US Oil & Gas Exploration & Production ETF
IEO
$546M
$0 ﹤0.01%
1
– –
IEMG icon
4046
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
$0 ﹤0.01%
1
– –
IEP icon
4047
Icahn Enterprises
IEP
$4.99B
– –
-1,890
Closed -$113K
IEUR icon
4048
iShares Core MSCI Europe ETF
IEUR
$9.09B
$0 ﹤0.01%
1
– –
IEUS icon
4049
iShares MSCI Europe Small-Cap ETF
IEUS
$183M
$0 ﹤0.01%
1
– –
IEV icon
4050
iShares Europe ETF
IEV
$1.69B
$0 ﹤0.01%
1
– –
160 161
162
163 164

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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 $5.66B 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.