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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
BZF
5401
DELISTED
WisdomTree Brazilian Real Strategy Fund
BZF
$0 ﹤0.01%
1
– –
JJA
5402
DELISTED
iPath Bloomberg Agriculture Subindex Total Return ETN due October 22, 2037
JJA
$0 ﹤0.01%
1
– –
ALFA
5403
DELISTED
AlphaClone Alternative Alpha ETF
ALFA
$0 ﹤0.01%
1
– –
OLO
5404
DELISTED
DB Crude Oil Long Exchange Traded Notes due June 1, 2038
OLO
$0 ﹤0.01%
1
– –
JJN
5405
DELISTED
iPath Bloomberg Nickel Subindex Total Return ETN due October 22, 2037
JJN
$0 ﹤0.01%
1
– –
FNSR
5406
DELISTED
Finisar Corp
FNSR
– –
-13,084
Closed -$401K
PTM
5407
DELISTED
E-TRACS UBS Long Platinum ETN
PTM
$0 ﹤0.01%
1
– –
BAL
5408
DELISTED
iPath Bloomberg Cotton Subindex Total Return ETN due June 24, 2038
BAL
$0 ﹤0.01%
1
– –
CN
5409
DELISTED
Xtrackers MSCI All China Equity ETF
CN
$0 ﹤0.01%
1
– –
JJE
5410
DELISTED
iPath Bloomberg Energy Subindex Total Return ETN due October 22, 2037
JJE
$0 ﹤0.01%
1
– –
IPW
5411
DELISTED
SPDR S&P International Energy Sector
IPW
$0 ﹤0.01%
1
– –
IPS
5412
DELISTED
SPDR S&P International Consumer Staples Sector
IPS
$0 ﹤0.01%
1
– –
CAFE
5413
DELISTED
iPath Pure Beta Coffee ETN
CAFE
$0 ﹤0.01%
1
– –
RBL
5414
DELISTED
SPDR S&P Russia ETF
RBL
$0 ﹤0.01%
1
– –
ALD
5415
DELISTED
WisdomTree Asia Local Debt Fund
ALD
$0 ﹤0.01%
1
– –
BRAZ
5416
DELISTED
Global X Brazil Mid Cap ETF
BRAZ
$0 ﹤0.01%
1
– –
BWV
5417
DELISTED
iPath ETN linked to CBOE S&P 500 Buy Write Index
BWV
$0 ﹤0.01%
1
– –
KRU
5418
DELISTED
ProShares Ultra S&P Regional Banking of Proshares Trust
KRU
$0 ﹤0.01%
2
– –
SWFT
5419
CALL
DELISTED
Swift Transportation Company
SWFT
– –
-18,800
Closed -$459K
PWP
5420
DELISTED
POWERSHARES DYNAMIC MID CAP VALUE PORTFOLIO
PWP
$0 ﹤0.01%
1
– –
AND
5421
DELISTED
Global X FTSE Andean 40 ETF
AND
$0 ﹤0.01%
1
– –
EMCG
5422
DELISTED
WisdomTree Emerging Markets Consumer Growth Fund
EMCG
$0 ﹤0.01%
1
– –
LMLP
5423
DELISTED
ETRACS Monthly Pay 2xLeveraged Wells Fargo MLP Ex-Energy ETN
LMLP
$0 ﹤0.01%
1
– –
PFA
5424
DELISTED
POWERSHARES GLB EXCH TRD FD DYNAMIC DEVEL INTL OPPORT PORT
PFA
$0 ﹤0.01%
1
– –
STH
5425
DELISTED
SABRIENT STEALTH PRT CLAYMORE EXCH TRD FD
STH
$0 ﹤0.01%
1
– –
214 215 216
217
218

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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.