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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
QINC
5326
DELISTED
First Trust RBA Quality Income ETF
QINC
$0 ﹤0.01%
1
– –
IBMG
5327
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
$0 ﹤0.01%
1
– –
YDIV
5328
DELISTED
First Trust International Multi-Asset Diversified Income Index Fund
YDIV
$0 ﹤0.01%
1
– –
UBC
5329
DELISTED
E-TRACS UBS Bloomberg CMCI Livestock ETN
UBC
$0 ﹤0.01%
1
– –
SPLX
5330
DELISTED
ETRACS Monthly Reset 2xLeveraged S&P 500 total Return ETN
SPLX
$0 ﹤0.01%
1
– –
FEEU
5331
DELISTED
Barclays ETN+ FI Enhanced Europe 50 ETN
FEEU
$0 ﹤0.01%
1
– –
FTW
5332
DELISTED
First Trust Taiwan AlphaDEX Fund
FTW
$0 ﹤0.01%
1
– –
INP
5333
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
$0 ﹤0.01%
1
– –
XXV
5334
DELISTED
IPATH INVERSE S&P 500 VIX SHORT-TERM FUTURES ETN
XXV
$0 ﹤0.01%
1
– –
LSTK
5335
DELISTED
iPath Pure Beta Livestock ETN
LSTK
$0 ﹤0.01%
1
– –
CHOC
5336
DELISTED
iPath Pure Beta Cocoa ETN
CHOC
$0 ﹤0.01%
1
– –
SFLA
5337
DELISTED
iPath Long Extended S&P 500 TR Index ETN
SFLA
$0 ﹤0.01%
1
– –
DCNG
5338
DELISTED
iPath Seasonal Natural Gas ETN
DCNG
$0 ﹤0.01%
1
– –
SBV
5339
DELISTED
iPath Pure Beta S&P GSCI-Weighted ETN
SBV
$0 ﹤0.01%
1
– –
IVOP
5340
DELISTED
iPath Inverse S&P 500 VIX Short-Term Futures
IVOP
$0 ﹤0.01%
1
– –
RTLA
5341
DELISTED
iPath Long Extended Russell 2000 TR Index ETN
RTLA
$0 ﹤0.01%
1
– –
DXJR
5342
DELISTED
WisdomTree Japan Hedged Real Estate Fund
DXJR
$0 ﹤0.01%
1
– –
KROO
5343
DELISTED
IQ Australia Small Cap ETF
KROO
$0 ﹤0.01%
1
– –
XIV
5344
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$0 ﹤0.01%
1
– –
DLBL
5345
DELISTED
iPath US Treasury Long Bond Bull ETN
DLBL
$0 ﹤0.01%
1
– –
MLPJ
5346
DELISTED
Global X Junior MLP ETF
MLPJ
$0 ﹤0.01%
1
– –
DGI
5347
CALL
DELISTED
DigitalGlobe Inc.
DGI
– –
-100
Closed -$3K
SPLS
5348
DELISTED
Staples Inc
SPLS
– –
-90,004
Closed -$811K
SPLS
5349
PUT
DELISTED
Staples Inc
SPLS
– –
-200,000
Closed -$1.81M
TBZ
5350
DELISTED
ProShares UltraShort 3-7 Year Treasury
TBZ
$0 ﹤0.01%
1
– –
212 213
214
215 216

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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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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.