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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
BSCN
5251
DELISTED
Invesco BulletShares 2023 Corporate Bond ETF
BSCN
$0 ﹤0.01%
1
– –
BSCM
5252
DELISTED
Invesco BulletShares 2022 Corporate Bond ETF
BSCM
$0 ﹤0.01%
1
– –
BSCK
5253
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
$0 ﹤0.01%
1
– –
BSCH
5254
DELISTED
Guggenheim BulletShares 2017 Corporate Bond ETF
BSCH
$0 ﹤0.01%
1
– –
MNTX
5255
DELISTED
Manitex International, Inc.
MNTX
– –
-8,755
Closed -$69.3K
FM
5256
DELISTED
iShares Frontier and Select EM ETF
FM
$0 ﹤0.01%
1
– –
CHIM
5257
DELISTED
Global X MSCI China Materials ETF
CHIM
$0 ﹤0.01%
1
– –
CHIX
5258
DELISTED
Global X MSCI China Financials ETF
CHIX
$0 ﹤0.01%
1
– –
CHII
5259
DELISTED
Global X MSCI China Industrials ETF
CHII
$0 ﹤0.01%
1
– –
GRES
5260
DELISTED
IQ ARB Global Resources
GRES
$0 ﹤0.01%
1
– –
DXGE
5261
DELISTED
WisdomTree Germany Hedged Equity Fund
DXGE
$0 ﹤0.01%
1
– –
MINC
5262
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
$0 ﹤0.01%
1
– –
GSP
5263
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes due 2036 Linked to GSCI Total Return Index
GSP
$0 ﹤0.01%
1
– –
IBCE
5264
DELISTED
iShares iBonds Mar 2023 Term Corporate ex-Financials ETF
IBCE
$0 ﹤0.01%
4
– –
RODI
5265
DELISTED
iPath Return on Disability ETN
RODI
$0 ﹤0.01%
1
– –
EMSH
5266
DELISTED
ProShares Short Term USD Emerging Markets Bond ETF
EMSH
$0 ﹤0.01%
1
– –
RALS
5267
DELISTED
ProShares RAFI Long/Short
RALS
$0 ﹤0.01%
1
– –
DDG
5268
DELISTED
Proshares Short Oil & Gas
DDG
$0 ﹤0.01%
1
– –
BDSI
5269
CALL
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-44,700
Closed -$78K
MTL
5270
PUT
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
– –
-49,000
Closed -$281K
BBL
5271
CALL
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-2,000
Closed -$63K
XVZ
5272
DELISTED
iPath S&P 500 Dynamic VIX ETN
XVZ
$0 ﹤0.01%
1
– –
DFVL
5273
DELISTED
iPath US Treasury 5-year Bull ETN
DFVL
$0 ﹤0.01%
1
– –
SYV
5274
DELISTED
SPDR MFS Systematic Value Equity ETF of SSgA Active Trust
SYV
$0 ﹤0.01%
1
– –
SYE
5275
DELISTED
SPDR MFS Systematic Core Equity ETF of SSgA Active Trust
SYE
$0 ﹤0.01%
1
– –
209 210
211
212 213

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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.