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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
SCHO icon
4501
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$0 ﹤0.01%
2
– –
SCHP icon
4502
Schwab US TIPS ETF
SCHP
$16.3B
$0 ﹤0.01%
2
– –
SCHR
4503
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$0 ﹤0.01%
2
– –
SCHV
4504
Schwab US Large-Cap Value ETF
SCHV
$16.1B
$0 ﹤0.01%
3
– –
SCHX icon
4505
Schwab US Large- Cap ETF
SCHX
$74.2B
$0 ﹤0.01%
6
– –
SCHZ icon
4506
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$0 ﹤0.01%
2
– –
SCJ icon
4507
iShares MSCI Japan Small-Cap ETF
SCJ
$257M
$0 ﹤0.01%
1
– –
SCZ icon
4508
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.5B
$0 ﹤0.01%
1
– –
SDD icon
4509
ProShares UltraShort SmallCap600
SDD
$1.28M
– –
0
– –
SDIV icon
4510
Global X SuperDividend ETF
SDIV
$1.22B
– –
0
– –
SDOG icon
4511
ALPS Sector Dividend Dogs ETF
SDOG
$1.43B
$0 ﹤0.01%
1
– –
SDS icon
4512
ProShares UltraShort S&P500
SDS
$391M
– –
-166
Closed -$232K
SDY icon
4513
State Street SPDR S&P Dividend ETF
SDY
$23.8B
$0 ﹤0.01%
1
– –
SEE
4514
DELISTED
Sealed Air
SEE
– –
-54,805
Closed -$2.58M
SEF icon
4515
ProShares Short Financials
SEF
$12.9M
– –
0
– –
SFM icon
4516
CALL
Sprouts Farmers Market
SFM
$8.03B
– –
-16,000
Closed -$303K
SGDM icon
4517
Sprott Gold Miners ETF
SGDM
$570M
$0 ﹤0.01%
1
– –
SGOL icon
4518
abrdn Physical Gold Shares ETF
SGOL
$6.96B
$0 ﹤0.01%
10
– –
SH icon
4519
ProShares Short S&P500
SH
$898M
– –
0
– –
SHM icon
4520
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
$0 ﹤0.01%
1
– –
SHV icon
4521
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$0 ﹤0.01%
1
– –
SHYD icon
4522
VanEck Short High Yield Muni ETF
SHYD
$452M
$0 ﹤0.01%
1
– –
SHY icon
4523
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
$0 ﹤0.01%
1
– –
SIJ icon
4524
ProShares UltraShort Industrials
SIJ
$5.47M
– –
0
– –
SILJ icon
4525
Amplify Junior Silver Miners ETF
SILJ
$3.45B
$0 ﹤0.01%
1
– –
179 180
181
182 183

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Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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KBC Group
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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.