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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
SMDD icon
3151
ProShares UltraPro Short MidCap400
SMDD
$1.92M
– –
0
– –
SMG icon
3152
ScottsMiracle-Gro
SMG
$3.31B
– –
-1,501
Closed -$134K
SMG icon
3153
PUT
ScottsMiracle-Gro
SMG
$3.31B
– –
-2,000
Closed -$179K
SMIN icon
3154
iShares MSCI India Small-Cap ETF
SMIN
$766M
$0 ﹤0.01%
1
– –
SMLV icon
3155
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$253M
$0 ﹤0.01%
1
– –
SMMU icon
3156
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.18B
$0 ﹤0.01%
1
– –
SMN icon
3157
ProShares UltraShort Materials
SMN
$4.01M
– –
0
– –
SMOG icon
3158
VanEck Low Carbon Energy ETF
SMOG
$134M
$0 ﹤0.01%
1
– –
SMTC icon
3159
Semtech
SMTC
$15.3B
– –
-3,533
Closed -$126K
SNA icon
3160
Snap-on
SNA
$19.5B
– –
-645
Closed -$102K
SNA icon
3161
PUT
Snap-on
SNA
$19.5B
– –
-1,100
Closed -$174K
SNV
3162
CALL
DELISTED
Synovus
SNV
– –
-2,000
Closed -$88K
SNV
3163
DELISTED
Synovus
SNV
– –
-746
Closed -$33K
SNV
3164
PUT
DELISTED
Synovus
SNV
– –
-3,100
Closed -$137K
SO icon
3165
PUT
Southern Company
SO
$102B
– –
-900
Closed -$43K
SOCL icon
3166
Global X Social Media ETF
SOCL
$89.5M
$0 ﹤0.01%
1
– –
SOHU
3167
Sohu.com
SOHU
$351M
– –
-1,606
Closed -$83.9K
SON icon
3168
Sonoco
SON
$4.78B
– –
-620
Closed -$32K
SON icon
3169
PUT
Sonoco
SON
$4.78B
– –
-2,000
Closed -$103K
SOXL icon
3170
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$21.6B
$0 ﹤0.01%
60
– –
SOXX icon
3171
iShares Semiconductor ETF
SOXX
$43.8B
$0 ﹤0.01%
3
-24
-89% -$1.19K
SPAB icon
3172
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$10.2B
$0 ﹤0.01%
2
– –
SPBO icon
3173
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.15B
$0 ﹤0.01%
1
– –
SPDW icon
3174
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$42.1B
$0 ﹤0.01%
1
– –
SPEM icon
3175
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.9B
$0 ﹤0.01%
2
– –
125 126
127
128 129

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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.