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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
URR
3676
DELISTED
Market Vectors Double Long Euro ETN
URR
$0 ﹤0.01%
1
– –
MLNX
3677
DELISTED
Mellanox Technologies, Ltd.
MLNX
– –
-23,342
Closed -$1.06M
HECO
3678
DELISTED
Strategy Shares EcoLogical Strategy ETF
HECO
$0 ﹤0.01%
1
– –
CYOU
3679
CALL
DELISTED
Changyou.com Limited American Depositary Share
CYOU
– –
-70,100
Closed -$2.72M
FLAG
3680
DELISTED
FLAG-Forensic Accounting Long-Short ETF
FLAG
$0 ﹤0.01%
1
– –
BDCL
3681
DELISTED
2Leveraged Long ETRACS Linked to the Wells Fargo Business Dev
BDCL
$0 ﹤0.01%
1
– –
DVYL
3682
DELISTED
ETRACS Monthly Pay 2xLeveraged Dow Jones Select Dividend Index ETN
DVYL
$0 ﹤0.01%
1
– –
IBDC
3683
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
$0 ﹤0.01%
4
– –
AYR
3684
CALL
DELISTED
Aircastle Ltd
AYR
– –
-2,000
Closed -$44K
FINU
3685
DELISTED
ProShares UltraPro Financial Select Sector
FINU
$0 ﹤0.01%
2
– –
DPK
3686
DELISTED
Direxion Daily Developed Markets Bear 3x Shares
DPK
$0 ﹤0.01%
1
– –
DVHL
3687
DELISTED
ETRACS Monthly Pay 2xLeveraged Diversified High Income ETN
DVHL
$0 ﹤0.01%
1
– –
DLBS
3688
DELISTED
iPath US Treasury Long Bond Bear ETN
DLBS
$0 ﹤0.01%
1
– –
ZAYO
3689
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-64,425
Closed -$2.14M
FRN
3690
DELISTED
Invesco Frontier Markets ETF
FRN
$0 ﹤0.01%
1
– –
PMR
3691
DELISTED
Invesco Dynamic Retail ETF
PMR
$0 ﹤0.01%
1
– –
RWW
3692
DELISTED
Invesco S&P Financials Revenue ETF
RWW
$0 ﹤0.01%
1
– –
ADRA
3693
DELISTED
Invesco BLDRS Asia 50 ADR Index Fund
ADRA
$0 ﹤0.01%
1
– –
ADRD
3694
DELISTED
Invesco BLDRS Developed Markets 100 ADR Index Fund
ADRD
$0 ﹤0.01%
1
– –
ADRU
3695
DELISTED
Invesco BLDRS Europe Select ADR Index Fund
ADRU
$0 ﹤0.01%
1
– –
WAIR
3696
CALL
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
– –
-75,000
Closed -$814K
MDCO
3697
CALL
DELISTED
Medicines Co
MDCO
– –
-5,000
Closed -$190K
CARB
3698
CALL
DELISTED
Carbonite Inc
CARB
– –
-70,000
Closed -$1.53M
CARB
3699
PUT
DELISTED
Carbonite Inc
CARB
– –
-15,000
Closed -$327K
CRZO
3700
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-2,300
Closed -$40K
146 147
148
149 150

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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.