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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
XLG icon
3451
Invesco S&P 500 Top 50 ETF
XLG
$10.8B
$0 ﹤0.01%
10
– –
XLK icon
3452
State Street Technology Select Sector SPDR ETF
XLK
$117B
$0 ﹤0.01%
2
– –
XLP icon
3453
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
– –
-120,000
Closed -$6.59M
XLP icon
3454
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
– –
-120,000
Closed -$6.59M
XLRE icon
3455
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.64B
$0 ﹤0.01%
1
– –
XLY icon
3456
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
– –
-189,400
Closed -$8.49M
XMLV icon
3457
Invesco S&P MidCap Low Volatility ETF
XMLV
$750M
$0 ﹤0.01%
1
– –
XMPT icon
3458
VanEck CEF Muni Income ETF
XMPT
$218M
$0 ﹤0.01%
1
– –
XNTK icon
3459
State Street SPDR NYSE Technology ETF
XNTK
$2.11B
$0 ﹤0.01%
2
– –
XOP icon
3460
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.66B
– –
0
– –
XPH icon
3461
State Street SPDR S&P Pharmaceuticals ETF
XPH
$489M
$0 ﹤0.01%
2
– –
XPP icon
3462
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$9.08M
$0 ﹤0.01%
1
– –
XRX icon
3463
CALL
Xerox
XRX
$419M
– –
-250,000
Closed -$7.18M
XRX icon
3464
Xerox
XRX
$419M
$0 ﹤0.01%
+14
New +$441
XSD icon
3465
State Street SPDR S&P Semiconductor ETF
XSD
$2.77B
$0 ﹤0.01%
2
– –
XRT icon
3466
State Street SPDR S&P Retail ETF
XRT
$329M
$0 ﹤0.01%
2
-21,705
-100% -$871K
XSLV icon
3467
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
$0 ﹤0.01%
1
– –
XSW icon
3468
State Street SPDR S&P Software & Services ETF
XSW
$465M
$0 ﹤0.01%
2
– –
XTL icon
3469
State Street SPDR S&P Telecom ETF
XTL
$581M
$0 ﹤0.01%
1
– –
XTN icon
3470
State Street SPDR S&P Transportation ETF
XTN
$392M
$0 ﹤0.01%
2
– –
XYLD icon
3471
Global X S&P 500 Covered Call ETF
XYLD
$3.26B
$0 ﹤0.01%
+1
New +$49
XYL icon
3472
CALL
Xylem
XYL
$27.8B
– –
-2,000
Closed -$111K
YCS icon
3473
ProShares UltraShort Yen
YCS
$28.9M
$0 ﹤0.01%
4
– –
YINN icon
3474
Direxion Daily FTSE China Bull 3X ETF
YINN
$762M
– –
0
– –
YPF icon
3475
YPF
YPF
$201B
– –
-2,517
Closed -$51.9K
137 138
139
140 141

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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.