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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
GM icon
2526
General Motors
GM
$73.5B
– –
-891,852
Closed -$32.6M
GME icon
2527
CALL
GameStop
GME
$8.92B
– –
-56,000
Closed -$303K
GME icon
2528
GameStop
GME
$8.92B
– –
-448
Closed -$2.32K
GMF icon
2529
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$434M
$0 ﹤0.01%
1
– –
GNMA icon
2530
iShares GNMA Bond ETF
GNMA
$440M
$0 ﹤0.01%
1
– –
GNR icon
2531
State Street SPDR S&P Global Natural Resources ETF
GNR
$5.33B
$0 ﹤0.01%
1
– –
GOVT icon
2532
iShares US Treasury Bond ETF
GOVT
$41.5B
$0 ﹤0.01%
1
– –
GOVI icon
2533
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.22B
$0 ﹤0.01%
1
– –
GPC icon
2534
PUT
Genuine Parts
GPC
$18.6B
– –
-7,600
Closed -$705K
GQRE icon
2535
Northern Trust Global Quality Real Estate ETF
GQRE
$413M
$0 ﹤0.01%
1
– –
GREK
2536
Global X MSCI Greece ETF
GREK
$348M
– –
0
– –
GRID
2537
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
GRID
$12B
$0 ﹤0.01%
1
– –
GRMN
2538
CALL
Garmin
GRMN
$52.5B
– –
-33,600
Closed -$1.72M
GSG icon
2539
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.04B
$0 ﹤0.01%
1
– –
GUNR icon
2540
Northern Trust Morningstar Global Upstream Natural Resources ETF
GUNR
$7.47B
$0 ﹤0.01%
1
– –
GURU icon
2541
Global X Guru Index ETF
GURU
$62.3M
$0 ﹤0.01%
1
– –
GVAL icon
2542
Cambria Global Value ETF
GVAL
$598M
$0 ﹤0.01%
1
– –
GVI icon
2543
iShares Intermediate Government/Credit Bond ETF
GVI
$3.77B
$0 ﹤0.01%
1
– –
GWX icon
2544
State Street SPDR S&P International Small Cap ETF
GWX
$941M
$0 ﹤0.01%
1
– –
GXC icon
2545
State Street SPDR S&P China ETF
GXC
$462M
$0 ﹤0.01%
1
– –
COLO
2546
Global X MSCI Colombia ETF
COLO
$234M
– –
0
– –
GYLD icon
2547
Arrow Dow Jones Global Yield ETF
GYLD
$38.8M
$0 ﹤0.01%
1
– –
H icon
2548
CALL
Hyatt Hotels
H
$14.9B
– –
-6,000
Closed -$337K
HAIN icon
2549
Hain Celestial
HAIN
$57.9M
– –
-5,222
Closed -$216K
HAP icon
2550
VanEck Natural Resources ETF
HAP
$330M
$0 ﹤0.01%
1
– –
100 101
102
103 104

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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.