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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
TAP icon
4601
CALL
Molson Coors Class B
TAP
$7.85B
– –
-90,000
Closed -$8.76M
TBF icon
4602
ProShares Short 20+ Year Treasury ETF
TBF
$104M
$0 ﹤0.01%
1
– –
TBX icon
4603
ProShares Short 7-10 Year Treasury
TBX
$20.8M
$0 ﹤0.01%
1
– –
TDIV icon
4604
First Trust NASDAQ Technology Dividend Index Fund
TDIV
$4.33B
$0 ﹤0.01%
1
– –
TDS icon
4605
Telephone and Data Systems
TDS
$4.05B
– –
-467
Closed -$13.4K
TDTF icon
4606
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
$0 ﹤0.01%
1
– –
TDTT icon
4607
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.53B
$0 ﹤0.01%
1
– –
TECK icon
4608
Teck Resources
TECK
$31.2B
– –
-42,884
Closed -$959K
TECL icon
4609
Direxion Daily Technology Bull 3x ETF
TECL
$5.9B
$0 ﹤0.01%
40
– –
TEVA icon
4610
Teva Pharmaceuticals
TEVA
$39.8B
– –
-13,612
Closed -$493K
TEVA icon
4611
PUT
Teva Pharmaceuticals
TEVA
$39.8B
– –
-117,000
Closed -$4.24M
TFC icon
4612
Truist Financial
TFC
$63.8B
– –
-7,261
Closed -$339K
TFI icon
4613
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.13B
$0 ﹤0.01%
1
– –
TFLO icon
4614
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
$0 ﹤0.01%
1
– –
THD icon
4615
iShares MSCI Thailand ETF
THD
$370M
$0 ﹤0.01%
1
– –
TILT icon
4616
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.24B
$0 ﹤0.01%
1
– –
TIP icon
4617
iShares TIPS Bond ETF
TIP
$14.5B
$0 ﹤0.01%
1
-3,045
-100% -$347K
TIPX icon
4618
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$1.99B
$0 ﹤0.01%
1
– –
TIPZ icon
4619
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.3M
$0 ﹤0.01%
1
– –
TJX icon
4620
TJX Companies
TJX
$173B
– –
-21,282
Closed -$820K
TK icon
4621
Teekay
TK
$989M
– –
-43,458
Closed -$421K
TKR icon
4622
CALL
Timken Company
TKR
$8.82B
– –
-2,000
Closed -$79K
TLH icon
4623
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
$0 ﹤0.01%
1
– –
TLTD icon
4624
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$674M
$0 ﹤0.01%
1
– –
TLT icon
4625
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
$0 ﹤0.01%
1
– –
183 184
185
186 187

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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
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
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.