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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
-$159M
Cap. Flow %
-0.26%
Top 10 Hldgs %
56.96%
Holding
4,056
New
717
Increased
510
Reduced
605
Closed
861

Top Buys

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$218M
2
AAPL icon
Apple
AAPL
+$136M
3
NRG icon
NRG Energy
NRG
+$92.7M
4
C icon
Citigroup
C
+$91.6M
5
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$70.6M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$188M
2
MDLZ icon
Mondelez International
MDLZ
+$133M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$73.5M
4
INTC icon
Intel
INTC
+$67.7M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$41.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.71%
2 Technology 0.76%
3 Financials 0.69%
4 Consumer Discretionary 0.53%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FYC icon
2501
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.4B
$0 ﹤0.01%
1
– –
FYLD icon
2502
Cambria Foreign Shareholder Yield ETF
FYLD
$731M
$0 ﹤0.01%
1
– –
FYT icon
2503
First Trust Small Cap Value AlphaDEX Fund
FYT
$194M
$0 ﹤0.01%
1
– –
FYX icon
2504
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.39B
$0 ﹤0.01%
1
– –
GAL icon
2505
State Street Global Allocation ETF
GAL
$320M
$0 ﹤0.01%
1
– –
AGGM
2506
iShares 1-10 Year U.S. Aggregate Bond ETF
AGGM
$106M
$0 ﹤0.01%
1
– –
GBX icon
2507
CALL
The Greenbrier Companies
GBX
$1.32B
– –
-1,300
Closed -$60K
GBX icon
2508
The Greenbrier Companies
GBX
$1.32B
– –
-2,077
Closed -$92.1K
GCC icon
2509
WisdomTree Enhanced Commodity Strategy Fund
GCC
$329M
$0 ﹤0.01%
1
– –
GCO icon
2510
CALL
Genesco
GCO
$381M
– –
-175,000
Closed -$5.93M
GD icon
2511
PUT
General Dynamics
GD
$95.4B
– –
-26,700
Closed -$5.29M
GDDY icon
2512
CALL
GoDaddy
GDDY
$11.9B
– –
-117,500
Closed -$4.98M
GGB icon
2513
CALL
Gerdau
GGB
$9.83B
– –
-81,900
Closed -$198K
GGAL icon
2514
PUT
Galicia Financial Group
GGAL
$7.15B
– –
-2,000
Closed -$85K
GGG icon
2515
Graco
GGG
$12.4B
– –
-5,754
Closed -$210K
GGME icon
2516
Invesco Next Gen Media and Gaming ETF
GGME
$45.5M
$0 ﹤0.01%
1
– –
GHYG icon
2517
iShares US & Intl High Yield Corp Bond ETF
GHYG
$197M
$0 ﹤0.01%
1
– –
GII icon
2518
State Street SPDR S&P Global Infrastructure ETF
GII
$943M
$0 ﹤0.01%
1
– –
GL icon
2519
Globe Life
GL
$13.1B
– –
-18
Closed -$1K
GLD icon
2520
SPDR Gold Trust
GLD
$149B
$0 ﹤0.01%
1
-204,313
-100% -$24.8M
GLDI icon
2521
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$32.8M
– –
0
– –
GLIN icon
2522
VanEck India Growth Leaders ETF
GLIN
$91.9M
$0 ﹤0.01%
1
– –
GLL icon
2523
ProShares UltraShort Gold
GLL
$87.6M
– –
0
– –
GLTR icon
2524
abrdn Physical Precious Metals Basket Shares ETF
GLTR
$2.76B
$0 ﹤0.01%
1
– –
GLW icon
2525
CALL
Corning
GLW
$145B
– –
-65,400
Closed -$1.97M
99 100
101
102 103

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Parallax Volatility Advisers's Q3 2017 Portfolio in Review

As of Q3 2017, Parallax Volatility Advisers held 4,056 positions worth $60.6B, up 18% from $51.6B the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Parallax Volatility Advisers's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

  • Parallax Volatility Advisers's largest Q3 2017 buy was NRG Energy: 3,920,385 shares worth $100M.
  • Parallax Volatility Advisers added most to iShares MSCI EAFE ETF in Q3 2017, an estimated $218M increase.
  • Parallax Volatility Advisers's biggest Q3 2017 reduction was iShares Russell 2000 ETF, cutting an estimated $188M.
  • Parallax Volatility Advisers fully exited Intel in Q3 2017, selling an estimated $67.7M.
  • Parallax Volatility Advisers's ten largest holdings make up 57% of its $60.6B portfolio in Q3 2017.
  • Parallax Volatility Advisers opened 717 new positions and closed 861 in Q3 2017.
  • Parallax Volatility Advisers's portfolio value rose 18% quarter-over-quarter to $60.6B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2017, filed 14 Nov 2017.