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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
SCHO icon
3101
Schwab Short-Term US Treasury ETF
SCHO
$15.2B
$0 ﹤0.01%
2
– –
SCHP icon
3102
Schwab US TIPS ETF
SCHP
$16.1B
$0 ﹤0.01%
2
– –
SCHR
3103
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.4B
$0 ﹤0.01%
2
– –
SCHW
3104
CALL
Charles Schwab
SCHW
$184B
– –
-350,600
Closed -$15.1M
SCHV
3105
Schwab US Large-Cap Value ETF
SCHV
$15.7B
$0 ﹤0.01%
3
– –
SCHX icon
3106
Schwab US Large- Cap ETF
SCHX
$73.6B
$0 ﹤0.01%
6
– –
SCHZ icon
3107
Schwab US Aggregate Bond ETF
SCHZ
$10.7B
$0 ﹤0.01%
2
– –
SCJ icon
3108
iShares MSCI Japan Small-Cap ETF
SCJ
$262M
$0 ﹤0.01%
1
– –
SCZ icon
3109
iShares MSCI EAFE Small-Cap ETF
SCZ
$13B
$0 ﹤0.01%
1
– –
SDD icon
3110
ProShares UltraShort SmallCap600
SDD
$1.43M
– –
0
– –
SDIV icon
3111
Global X SuperDividend ETF
SDIV
$1.23B
– –
0
– –
SDOG icon
3112
ALPS Sector Dividend Dogs ETF
SDOG
$1.42B
$0 ﹤0.01%
1
– –
SDY icon
3113
State Street SPDR S&P Dividend ETF
SDY
$21.4B
$0 ﹤0.01%
1
– –
SEE
3114
CALL
DELISTED
Sealed Air
SEE
– –
-500
Closed -$22K
SEE
3115
DELISTED
Sealed Air
SEE
– –
-10,056
Closed -$450K
SEE
3116
PUT
DELISTED
Sealed Air
SEE
– –
-2,000
Closed -$90K
SEF icon
3117
ProShares Short Financials
SEF
$13.2M
– –
0
– –
SF
3118
PUT
Stifel
SF
$12.2B
– –
-4,500
Closed -$92K
SGDM icon
3119
Sprott Gold Miners ETF
SGDM
$733M
$0 ﹤0.01%
1
– –
SGOL icon
3120
abrdn Physical Gold Shares ETF
SGOL
$7.35B
$0 ﹤0.01%
10
-1,140
-99% -$14.1K
SHM icon
3121
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.51B
$0 ﹤0.01%
1
– –
SHV icon
3122
iShares 0-1 Year Treasury Bond ETF
SHV
$20.9B
$0 ﹤0.01%
1
– –
SHW icon
3123
Sherwin-Williams
SHW
$77.8B
– –
-468
Closed -$55K
SHW icon
3124
PUT
Sherwin-Williams
SHW
$77.8B
– –
-6,000
Closed -$702K
SHYD icon
3125
VanEck Short High Yield Muni ETF
SHYD
$453M
$0 ﹤0.01%
1
– –
123 124
125
126 127

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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.