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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
+$6.63B
Cap. Flow %
10.93%
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 Technology 0.76%
2 Financials 0.69%
3 Consumer Discretionary 0.4%
4 Industrials 0.31%
5 Materials 0.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QDEF icon
3001
FlexShares Quality Dividend Defensive Index Fund
QDEF
$558M
$0 ﹤0.01%
1
– –
QDF icon
3002
FlexShares Quality Dividend Index Fund
QDF
$2.28B
$0 ﹤0.01%
1
– –
QEFA icon
3003
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.07B
$0 ﹤0.01%
1
– –
QEMM icon
3004
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$55.9M
$0 ﹤0.01%
1
– –
QID icon
3005
ProShares UltraShort QQQ
QID
$247M
– –
0
– –
QLD icon
3006
ProShares Ultra QQQ
QLD
$14.1B
$0 ﹤0.01%
32
– –
QLTA icon
3007
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.23B
$0 ﹤0.01%
1
– –
QQEW icon
3008
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.83B
$0 ﹤0.01%
1
– –
QQQE icon
3009
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.38B
$0 ﹤0.01%
2
– –
QQXT icon
3010
First Trust NASDAQ 100 ex-Technology Sector Index Fund
QQXT
$158M
$0 ﹤0.01%
1
– –
QRVO icon
3011
CALL
Qorvo
QRVO
$8.38B
– –
-10,100
Closed -$640K
QSR icon
3012
PUT
Restaurant Brands International
QSR
$25.6B
– –
-76,500
Closed -$4.79M
QTEC icon
3013
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.88B
$0 ﹤0.01%
1
– –
QUAD icon
3014
PUT
Quad
QUAD
$544M
– –
-100,000
Closed -$2.29M
QUAL icon
3015
iShares MSCI USA Quality Factor ETF
QUAL
$47.7B
$0 ﹤0.01%
1
– –
QWLD
3016
State Street SPDR MSCI World StrategicFactors ETF
QWLD
$178M
$0 ﹤0.01%
1
– –
QYLD icon
3017
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.24B
$0 ﹤0.01%
1
– –
R icon
3018
Ryder
R
$10.3B
– –
-14
Closed -$1K
RAMP icon
3019
CALL
LiveRamp
RAMP
$2.3B
– –
-2,000
Closed -$52K
RBLD icon
3020
First Trust Alerian US NextGen Infrastructure ETF
RBLD
$57.8M
$0 ﹤0.01%
1
– –
RCL icon
3021
PUT
Royal Caribbean
RCL
$87.1B
– –
-15,300
Closed -$1.67M
RDIV icon
3022
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$1.4B
$0 ﹤0.01%
1
– –
RDN icon
3023
CALL
Radian Group
RDN
$5.27B
– –
-12,500
Closed -$204K
RDNT icon
3024
RadNet
RDNT
$5.44B
– –
-21,122
Closed -$164K
RDOG icon
3025
ALPS REIT Dividend Dogs ETF
RDOG
$11.4M
$0 ﹤0.01%
1
– –
119 120
121
122 123

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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KBC Group
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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 deployed $6.63B of net new capital in Q3 2017, opening 717 new positions and adding to 510 existing holdings. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M.

By sector, the portfolio is most concentrated in Technology at 0.76% of assets, down from 0.85% a quarter earlier, followed by Financials and Consumer Discretionary.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $188M trimmed.

  • 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.