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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
USV
5276
DELISTED
E-TRACS UBS Bloomberg CMCI Silver ETN
USV
$0 ﹤0.01%
1
– –
DJCI
5277
DELISTED
ETRACS Linked to the Bloomberg Commodity Index Total Return due October 31, 2039
DJCI
$0 ﹤0.01%
1
– –
BDCS
5278
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS)Linked to the Wells Fargo Business Development Com
BDCS
$0 ﹤0.01%
1
– –
MLPG
5279
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Alerian Natural Gas MLP Index due J
MLPG
$0 ﹤0.01%
1
– –
AMU
5280
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$0 ﹤0.01%
1
– –
SDYL
5281
DELISTED
ETRACS Monthly Pay 2xLeveraged S&P Dividend ETN
SDYL
$0 ﹤0.01%
1
– –
MLPC
5282
DELISTED
C-Tracks ETNs based on Performance of the Miller/Howard MLP Fundamental Index
MLPC
$0 ﹤0.01%
1
– –
FAUS
5283
DELISTED
First Trust Australia AlphaDEX Fund
FAUS
$0 ﹤0.01%
1
– –
FCAN
5284
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$0 ﹤0.01%
1
– –
DZK
5285
DELISTED
Direxion Daily Developed Markets Bull 3x Shares
DZK
$0 ﹤0.01%
1
– –
JPNL
5286
DELISTED
Direxion Daily Japan Bull 3x Shares
JPNL
$0 ﹤0.01%
1
– –
IBMI
5287
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
$0 ﹤0.01%
1
– –
SOIL
5288
DELISTED
Global X Fertilizers/Potash ETF
SOIL
$0 ﹤0.01%
1
– –
DTUL
5289
DELISTED
iPath US Treasury 2-year Bull ETN
DTUL
$0 ﹤0.01%
1
– –
UGLD
5290
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
– –
0
– –
AXJL
5291
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
$0 ﹤0.01%
1
– –
HYND
5292
DELISTED
WisdomTree Trust WisdomTree WisdomTree Negative Duration High Yield Bond Fund
HYND
$0 ﹤0.01%
1
– –
DRR
5293
DELISTED
Market Vectors Double Short Euro ETN
DRR
$0 ﹤0.01%
1
– –
FTR
5294
DELISTED
Frontier Communications Corp.
FTR
– –
-2,438
Closed -$112K
HUSE
5295
DELISTED
Strategy Shares US Market Rotation Strategy ETF
HUSE
$0 ﹤0.01%
1
– –
CNY
5296
DELISTED
Market Vectors-Renminbi
CNY
$0 ﹤0.01%
1
– –
CEFL
5297
DELISTED
ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN
CEFL
$0 ﹤0.01%
1
– –
MORL
5298
DELISTED
ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN
MORL
$0 ﹤0.01%
1
– –
DTYS
5299
DELISTED
iPath US Treasury 10-year Bear ETN
DTYS
$0 ﹤0.01%
1
– –
FXCH
5300
DELISTED
Invesco CurrencyShares Chinese Renminbi Trust
FXCH
$0 ﹤0.01%
1
– –
210 211
212
213 214

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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.