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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
+4.86%
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
$51.1B
AUM Growth
-$2.88B
Cap. Flow
-$4.1B
Cap. Flow %
-8.02%
Top 10 Hldgs %
42.82%
Holding
4,986
New
948
Increased
907
Reduced
959
Closed
792

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$347M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$309M
3
BAC icon
Bank of America
BAC
+$58.5M
4
GM icon
General Motors
GM
+$50.6M
5
MDLZ icon
Mondelez International
MDLZ
+$46.5M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$118M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$109M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$101M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$95.6M
5
GS icon
Goldman Sachs
GS
+$94.8M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 1.01%
2 Financials 0.65%
3 Consumer Staples 0.6%
4 Technology 0.49%
5 Industrials 0.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RH icon
3926
PUT
RH
RH
$3.56B
– –
-67,900
Closed -$2.35M
RIG icon
3927
Transocean
RIG
$5.78B
– –
-199,348
Closed -$2.36M
RIGS icon
3928
ALPS Strategic Income Fund
RIGS
$60.9M
$0 ﹤0.01%
1
– –
RINF icon
3929
ProShares Inflation Expectations ETF
RINF
$18.3M
$0 ﹤0.01%
1
– –
RING icon
3930
iShares MSCI Global Gold Miners ETF
RING
$2.2B
$0 ﹤0.01%
1
– –
RJF icon
3931
Raymond James Financial
RJF
$34.3B
– –
-1,142
Closed -$50.5K
RLY icon
3932
State Street Multi-Asset Real Return ETF
RLY
$1.26B
$0 ﹤0.01%
1
– –
RMBS icon
3933
CALL
Rambus
RMBS
$10.9B
– –
-4,000
Closed -$50K
RMTI icon
3934
Rockwell Medical
RMTI
$29.9M
$0 ﹤0.01%
1
-58
-98% -$40.1K
ROBO icon
3935
ROBO Global Robotics & Automation Index ETF
ROBO
$2.1B
$0 ﹤0.01%
1
– –
ROCK icon
3936
Gibraltar Industries
ROCK
$1.43B
– –
-608
Closed -$23K
ROCK icon
3937
PUT
Gibraltar Industries
ROCK
$1.43B
– –
-2,000
Closed -$74K
ROM icon
3938
ProShares Ultra Technology
ROM
$1.28B
$0 ﹤0.01%
32
– –
ROP icon
3939
Roper Technologies
ROP
$38.8B
– –
-746
Closed -$134K
ROST icon
3940
Ross Stores
ROST
$80.5B
– –
-37,707
Closed -$2.47M
RPG icon
3941
Invesco S&P 500 Pure Growth ETF
RPG
$2.11B
$0 ﹤0.01%
5
– –
RPM icon
3942
CALL
RPM International
RPM
$14.7B
– –
-2,000
Closed -$107K
RPV icon
3943
Invesco S&P 500 Pure Value ETF
RPV
$1.68B
$0 ﹤0.01%
1
– –
RSP icon
3944
Invesco S&P 500 Equal Weight ETF
RSP
$99.5B
$0 ﹤0.01%
1
– –
RSPD icon
3945
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$331M
$0 ﹤0.01%
3
– –
RSPG icon
3946
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$557M
$0 ﹤0.01%
1
– –
RSPF icon
3947
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$312M
$0 ﹤0.01%
1
– –
RSPH icon
3948
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$776M
$0 ﹤0.01%
10
– –
RSPM icon
3949
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$191M
$0 ﹤0.01%
5
– –
RSPN icon
3950
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.15B
$0 ﹤0.01%
5
– –
156 157
158
159 160

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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 Q4 2016 Portfolio in Review

As of Q4 2016, Parallax Volatility Advisers held 4,986 positions worth $51.1B, down 5.3% from $54B the previous quarter. Its ten largest holdings account for 43% of the portfolio.

Parallax Volatility Advisers withdrew a net $4.1B in Q4 2016, closing 792 positions and reducing 959 holdings. Its most notable exit was Goldman Sachs, an estimated $94.8M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 1% of assets, up from 0.78% a quarter earlier, followed by Financials and Consumer Staples.

Against the trend, Parallax Volatility Advisers opened a new position in Bank of America worth $67.2M.

  • Parallax Volatility Advisers's largest Q4 2016 buy was Bank of America: 3,038,508 shares worth $67.2M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2016, an estimated $347M increase.
  • Parallax Volatility Advisers's biggest Q4 2016 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $118M.
  • Parallax Volatility Advisers fully exited Goldman Sachs in Q4 2016, selling an estimated $94.8M.
  • Parallax Volatility Advisers's ten largest holdings make up 43% of its $51.1B portfolio in Q4 2016.
  • Parallax Volatility Advisers opened 948 new positions and closed 792 in Q4 2016.
  • Parallax Volatility Advisers's portfolio value fell 5.3% quarter-over-quarter to $51.1B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2016, filed 14 Feb 2017.