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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
SIVR icon
4526
abrdn Physical Silver Shares ETF
SIVR
$4.14B
$0 ﹤0.01%
1
– –
SIZE icon
4527
iShares MSCI USA Size Factor ETF
SIZE
$440M
$0 ﹤0.01%
1
– –
SJB icon
4528
ProShares Short High Yield
SJB
$47.7M
$0 ﹤0.01%
1
– –
SJNK icon
4529
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.76B
$0 ﹤0.01%
1
– –
SKYY icon
4530
First Trust Cloud Computing ETF
SKYY
$3.07B
$0 ﹤0.01%
1
– –
SLS icon
4531
CALL
SELLAS Life Sciences
SLS
$2.27B
– –
-3
Closed -$10K
SLS icon
4532
SELLAS Life Sciences
SLS
$2.27B
– –
-2
Closed -$6K
SLV icon
4533
iShares Silver Trust
SLV
$28.8B
$0 ﹤0.01%
1
– –
SLVO icon
4534
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$11.6M
– –
0
– –
SLVP icon
4535
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$834M
$0 ﹤0.01%
1
– –
SLX icon
4536
VanEck Steel ETF
SLX
$174M
$0 ﹤0.01%
1
– –
SLYG icon
4537
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.27B
$0 ﹤0.01%
4
– –
SLYV icon
4538
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$5.07B
$0 ﹤0.01%
2
– –
SMB icon
4539
VanEck Short Muni ETF
SMB
$311M
$0 ﹤0.01%
1
– –
SMDD icon
4540
ProShares UltraPro Short MidCap400
SMDD
$1.92M
– –
0
– –
SMIN icon
4541
iShares MSCI India Small-Cap ETF
SMIN
$775M
$0 ﹤0.01%
1
– –
SMLV icon
4542
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$262M
$0 ﹤0.01%
1
– –
SMMU icon
4543
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.15B
$0 ﹤0.01%
1
– –
SMN icon
4544
ProShares UltraShort Materials
SMN
$3.91M
– –
0
– –
SMOG icon
4545
VanEck Low Carbon Energy ETF
SMOG
$134M
$0 ﹤0.01%
1
– –
SNPS icon
4546
Synopsys
SNPS
$77B
– –
-37,654
Closed -$2.52M
SOCL icon
4547
Global X Social Media ETF
SOCL
$95.6M
$0 ﹤0.01%
1
– –
SON icon
4548
CALL
Sonoco
SON
$5.77B
– –
-2,000
Closed -$105K
SOXL icon
4549
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.8B
$0 ﹤0.01%
60
– –
SPAB icon
4550
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$0 ﹤0.01%
2
– –
180 181
182
183 184

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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
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 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.