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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
RVNU icon
3076
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$140M
$0 ﹤0.01%
1
– –
RWJ icon
3077
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.03B
$0 ﹤0.01%
3
– –
RWK icon
3078
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.31B
$0 ﹤0.01%
1
– –
RWO icon
3079
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.23B
$0 ﹤0.01%
1
– –
RWL icon
3080
Invesco S&P 500 Revenue ETF
RWL
$9.92B
$0 ﹤0.01%
1
– –
RWR icon
3081
State Street SPDR Dow Jones REIT ETF
RWR
$1.82B
$0 ﹤0.01%
1
– –
RXI icon
3082
iShares Global Consumer Discretionary ETF
RXI
$248M
$0 ﹤0.01%
1
– –
RWX icon
3083
State Street SPDR Dow Jones International Real Estate ETF
RWX
$259M
$0 ﹤0.01%
1
– –
RXL icon
3084
ProShares Ultra Health Care
RXL
$95.7M
$0 ﹤0.01%
8
– –
RZG icon
3085
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$126M
$0 ﹤0.01%
3
– –
RZV icon
3086
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$296M
$0 ﹤0.01%
1
– –
SAA icon
3087
ProShares Ulta SmallCap600
SAA
$27.9M
$0 ﹤0.01%
10
– –
SAFT icon
3088
PUT
Safety Insurance
SAFT
$1.52B
– –
-2,000
Closed -$137K
SAGE
3089
DELISTED
Sage Therapeutics
SAGE
– –
-2,996
Closed -$235K
SBB icon
3090
ProShares Short SmallCap600
SBB
$3.51M
$0 ﹤0.01%
1
– –
SCCO icon
3091
PUT
Southern Copper
SCCO
$177B
– –
-2,183
Closed -$69K
SCHA icon
3092
Schwab U.S Small- Cap ETF
SCHA
$22.6B
$0 ﹤0.01%
4
– –
SCHB icon
3093
Schwab US Broad Market ETF
SCHB
$44.3B
$0 ﹤0.01%
6
– –
SCHC icon
3094
Schwab International Small-Cap Equity ETF
SCHC
$5.74B
$0 ﹤0.01%
1
– –
SCHD icon
3095
Schwab US Dividend Equity ETF
SCHD
$110B
$0 ﹤0.01%
3
– –
SCHE icon
3096
Schwab Emerging Markets Equity ETF
SCHE
$13.1B
$0 ﹤0.01%
1
– –
SCHF icon
3097
Schwab International Equity ETF
SCHF
$69.5B
$0 ﹤0.01%
2
– –
SCHG icon
3098
Schwab US Large-Cap Growth ETF
SCHG
$62B
$0 ﹤0.01%
8
– –
SCHH icon
3099
Schwab US REIT ETF
SCHH
$11.1B
$0 ﹤0.01%
2
– –
SCHM icon
3100
Schwab US Mid-Cap ETF
SCHM
$14.8B
$0 ﹤0.01%
3
– –
122 123
124
125 126

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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.