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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
SCHO icon
3101
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$0 ﹤0.01%
2
– –
SCHP icon
3102
Schwab US TIPS ETF
SCHP
$16.3B
$0 ﹤0.01%
2
– –
SCHR
3103
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$0 ﹤0.01%
2
– –
SCHW
3104
CALL
Charles Schwab
SCHW
$185B
– –
-350,600
Closed -$15.1M
SCHV
3105
Schwab US Large-Cap Value ETF
SCHV
$16.1B
$0 ﹤0.01%
3
– –
SCHX icon
3106
Schwab US Large- Cap ETF
SCHX
$74.2B
$0 ﹤0.01%
6
– –
SCHZ icon
3107
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$0 ﹤0.01%
2
– –
SCJ icon
3108
iShares MSCI Japan Small-Cap ETF
SCJ
$257M
$0 ﹤0.01%
1
– –
SCZ icon
3109
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.5B
$0 ﹤0.01%
1
– –
SDD icon
3110
ProShares UltraShort SmallCap600
SDD
$1.28M
– –
0
– –
SDIV icon
3111
Global X SuperDividend ETF
SDIV
$1.22B
– –
0
– –
SDOG icon
3112
ALPS Sector Dividend Dogs ETF
SDOG
$1.43B
$0 ﹤0.01%
1
– –
SDY icon
3113
State Street SPDR S&P Dividend ETF
SDY
$23.8B
$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
$12.9M
– –
0
– –
SF
3118
PUT
Stifel
SF
$12.7B
– –
-4,500
Closed -$92K
SGDM icon
3119
Sprott Gold Miners ETF
SGDM
$570M
$0 ﹤0.01%
1
– –
SGOL icon
3120
abrdn Physical Gold Shares ETF
SGOL
$6.96B
$0 ﹤0.01%
10
-1,140
-99% -$14.1K
SHM icon
3121
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
$0 ﹤0.01%
1
– –
SHV icon
3122
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$0 ﹤0.01%
1
– –
SHW icon
3123
Sherwin-Williams
SHW
$87.8B
– –
-468
Closed -$55K
SHW icon
3124
PUT
Sherwin-Williams
SHW
$87.8B
– –
-6,000
Closed -$702K
SHYD icon
3125
VanEck Short High Yield Muni ETF
SHYD
$452M
$0 ﹤0.01%
1
– –
123 124
125
126 127

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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.