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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
QDYN
3551
DELISTED
FlexShares Quality Dividend Dynamic Index Fund
QDYN
$0 ﹤0.01%
1
– –
BCM
3552
DELISTED
iPath Pure Beta Broad Commodity ETN
BCM
$0 ﹤0.01%
1
– –
NIB
3553
DELISTED
iPath Bloomberg Cocoa Subindex Total Return ETN due June 24, 2038
NIB
$0 ﹤0.01%
1
– –
OIL
3554
DELISTED
iPath Pure Beta Crude Oil ETN
OIL
$0 ﹤0.01%
1
– –
LD
3555
DELISTED
iPath Bloomberg Lead Subindex Total Return ETN due June 24, 2038
LD
$0 ﹤0.01%
1
– –
BBBY
3556
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-2,000
Closed -$61K
FRC
3557
DELISTED
First Republic Bank
FRC
– –
-6
Closed -$1K
IBDD
3558
DELISTED
iShares iBonds Mar 2023 Term Corporate ETF
IBDD
$0 ﹤0.01%
4
– –
DBS
3559
DELISTED
Invesco DB Silver Fund
DBS
$0 ﹤0.01%
1
– –
GRU
3560
DELISTED
ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Grains Total Return
GRU
$0 ﹤0.01%
1
– –
PRTY
3561
DELISTED
Party City Holdco Inc.
PRTY
– –
-8,143
Closed -$127K
FNI
3562
DELISTED
First Trust Chindia ETF
FNI
$0 ﹤0.01%
1
– –
RSX
3563
DELISTED
VanEck Russia ETF
RSX
$0 ﹤0.01%
1
-48,459
-100% -$1M
CLVS
3564
PUT
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-27,000
Closed -$2.53M
WIL
3565
DELISTED
iPath Women in Leadership ETN
WIL
$0 ﹤0.01%
1
– –
BSJM
3566
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
$0 ﹤0.01%
1
– –
IMLP
3567
DELISTED
iPath S&P MLP ETN
IMLP
$0 ﹤0.01%
1
– –
CLR
3568
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-282,700
Closed -$9.14M
DWPP
3569
DELISTED
First Trust Dorsey Wright People's Portfolio ETF
DWPP
$0 ﹤0.01%
+1
New +$26
RJA
3570
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$0 ﹤0.01%
1
– –
RJN
3571
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total Return
RJN
$0 ﹤0.01%
1
– –
RJI
3572
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$0 ﹤0.01%
1
– –
RJZ
3573
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total Return
RJZ
$0 ﹤0.01%
1
– –
SHLX
3574
CALL
DELISTED
Shell Midstream Partners, L.P.
SHLX
– –
-6,000
Closed -$182K
TMX
3575
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-3,549
Closed -$105K
141 142
143
144 145

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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.