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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
SPBO icon
4551
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.1B
$0 ﹤0.01%
1
– –
SPDW icon
4552
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.2B
$0 ﹤0.01%
1
– –
SPEM icon
4553
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.6B
$0 ﹤0.01%
2
– –
SPEU icon
4554
State Street SPDR Portfolio Europe ETF
SPEU
$739M
$0 ﹤0.01%
1
– –
SPFF icon
4555
Global X SuperIncome Preferred ETF
SPFF
$142M
$0 ﹤0.01%
1
– –
SPG icon
4556
Simon Property Group
SPG
$73.5B
– –
-2,207
Closed -$394K
SPGM icon
4557
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.77B
$0 ﹤0.01%
2
– –
SPGP icon
4558
Invesco S&P 500 GARP ETF
SPGP
$2.3B
$0 ﹤0.01%
1
– –
SPHB icon
4559
Invesco S&P 500 High Beta ETF
SPHB
$1.03B
$0 ﹤0.01%
1
– –
SPHD icon
4560
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.39B
$0 ﹤0.01%
1
– –
SPHY icon
4561
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$0 ﹤0.01%
1
– –
SPIP icon
4562
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
$0 ﹤0.01%
2
– –
SPIB icon
4563
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
4564
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
$0 ﹤0.01%
2
– –
SPYM
4565
State Street SPDR Portfolio S&P 500 ETF
SPYM
$167B
$0 ﹤0.01%
4
– –
SPMB icon
4566
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.99B
$0 ﹤0.01%
1
– –
SPMD icon
4567
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.8B
$0 ﹤0.01%
3
– –
SPSB icon
4568
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.7B
$0 ﹤0.01%
1
– –
SPSM icon
4569
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.6B
$0 ﹤0.01%
3
– –
SPTI icon
4570
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$0 ﹤0.01%
2
– –
SPTL icon
4571
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$0 ﹤0.01%
2
– –
SPTM icon
4572
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$0 ﹤0.01%
6
– –
SPTS icon
4573
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.11B
$0 ﹤0.01%
1
– –
SPVM icon
4574
Invesco S&P 500 Value with Momentum ETF
SPVM
$132M
$0 ﹤0.01%
1
– –
SPXL icon
4575
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.4B
$0 ﹤0.01%
4
-46,916
-100% -$1.41M
181 182
183
184 185

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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.