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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
XME icon
4801
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
$0 ﹤0.01%
1
– –
XMLV icon
4802
Invesco S&P MidCap Low Volatility ETF
XMLV
$751M
$0 ﹤0.01%
1
– –
XMPT icon
4803
VanEck CEF Muni Income ETF
XMPT
$218M
$0 ﹤0.01%
1
– –
XNTK icon
4804
State Street SPDR NYSE Technology ETF
XNTK
$2.11B
$0 ﹤0.01%
2
– –
XOM icon
4805
ExxonMobil
XOM
$643B
– –
-148,254
Closed -$12.4M
XOP icon
4806
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.68B
– –
-146,953
Closed -$22.9M
XPH icon
4807
State Street SPDR S&P Pharmaceuticals ETF
XPH
$491M
$0 ﹤0.01%
2
– –
XPO icon
4808
PUT
XPO
XPO
$23.1B
– –
-86,742
Closed -$1.29M
XPP icon
4809
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$9.08M
$0 ﹤0.01%
1
– –
XRX icon
4810
Xerox
XRX
$411M
– –
-18,825
Closed -$543K
XSD icon
4811
State Street SPDR S&P Semiconductor ETF
XSD
$2.76B
$0 ﹤0.01%
2
– –
XRT icon
4812
State Street SPDR S&P Retail ETF
XRT
$329M
$0 ﹤0.01%
2
– –
XSLV icon
4813
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
$0 ﹤0.01%
1
– –
XSW icon
4814
State Street SPDR S&P Software & Services ETF
XSW
$465M
$0 ﹤0.01%
2
– –
XTL icon
4815
State Street SPDR S&P Telecom ETF
XTL
$583M
$0 ﹤0.01%
1
– –
XTN icon
4816
State Street SPDR S&P Transportation ETF
XTN
$393M
$0 ﹤0.01%
2
– –
XYLD icon
4817
Global X S&P 500 Covered Call ETF
XYLD
$3.26B
$0 ﹤0.01%
1
– –
YCS icon
4818
ProShares UltraShort Yen
YCS
$29M
$0 ﹤0.01%
4
– –
YINN icon
4819
Direxion Daily FTSE China Bull 3X ETF
YINN
$763M
– –
0
– –
YPF icon
4820
YPF
YPF
$200B
– –
-1,185
Closed -$25.5K
YUM icon
4821
PUT
Yum! Brands
YUM
$40.6B
– –
-52,000
Closed -$3.29M
YUMC icon
4822
CALL
Yum China
YUMC
$16.6B
– –
-18,000
Closed -$470K
YXI icon
4823
ProShares Short FTSE China 50 of PROSHARES TRUST
YXI
$4.56M
$0 ﹤0.01%
1
– –
Z icon
4824
CALL
Zillow
Z
$8.04B
– –
-27,300
Closed -$996K
Z icon
4825
PUT
Zillow
Z
$8.04B
– –
-305,500
Closed -$11.1M
191 192
193
194 195

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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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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.