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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
DGLD
5001
DELISTED
VelocitySharesTM 3x Inverse Gold ETN linked to the S&P GSCI Gold Index ER
DGLD
$0 ﹤0.01%
1
– –
ZIV
5002
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
$0 ﹤0.01%
1
– –
GNC
5003
DELISTED
GNC Holdings, Inc.
GNC
– –
-394
Closed -$3.39K
CHK
5004
PUT
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,528
Closed -$2.15M
JPGE
5005
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
$0 ﹤0.01%
1
– –
SDRL
5006
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-224
Closed -$205K
EQM
5007
CALL
DELISTED
EQM Midstream Partners, LP
EQM
– –
-48,500
Closed -$3.72M
LTM
5008
CALL
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-31,200
Closed -$255K
CSFL
5009
CALL
DELISTED
CenterState Bank Corporation Common Stock
CSFL
– –
-46,900
Closed -$1.18M
AKRX
5010
CALL
DELISTED
Akorn Inc
AKRX
– –
-47,400
Closed -$1.03M
GULF
5011
DELISTED
WisdomTree Middle East Dividend Fund
GULF
$0 ﹤0.01%
1
– –
DTO
5012
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
$0 ﹤0.01%
1
– –
URR
5013
DELISTED
Market Vectors Double Long Euro ETN
URR
$0 ﹤0.01%
1
– –
MLNX
5014
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-6,500
Closed -$266K
MLNX
5015
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-12,720
Closed -$604K
HECO
5016
DELISTED
Strategy Shares EcoLogical Strategy ETF
HECO
$0 ﹤0.01%
1
– –
KOL
5017
DELISTED
VanEck Vectors Coal ETF
KOL
– –
0
– –
FLAG
5018
DELISTED
FLAG-Forensic Accounting Long-Short ETF
FLAG
$0 ﹤0.01%
1
– –
BDCL
5019
DELISTED
2Leveraged Long ETRACS Linked to the Wells Fargo Business Dev
BDCL
$0 ﹤0.01%
1
– –
DVYL
5020
DELISTED
ETRACS Monthly Pay 2xLeveraged Dow Jones Select Dividend Index ETN
DVYL
$0 ﹤0.01%
1
– –
IBDC
5021
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
$0 ﹤0.01%
4
– –
FINU
5022
DELISTED
ProShares UltraPro Financial Select Sector
FINU
$0 ﹤0.01%
2
– –
DPK
5023
DELISTED
Direxion Daily Developed Markets Bear 3x Shares
DPK
$0 ﹤0.01%
1
– –
DVHL
5024
DELISTED
ETRACS Monthly Pay 2xLeveraged Diversified High Income ETN
DVHL
$0 ﹤0.01%
1
– –
DLBS
5025
DELISTED
iPath US Treasury Long Bond Bear ETN
DLBS
$0 ﹤0.01%
1
– –
199 200
201
202 203

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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.