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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
ZJPN
3626
DELISTED
SPDR Solactive Japan ETF
ZJPN
$0 ﹤0.01%
1
– –
ZCAN
3627
DELISTED
SPDR Solactive Canada ETF
ZCAN
$0 ﹤0.01%
1
– –
SMEZ
3628
DELISTED
SPDR EURO STOXX Small Cap ETF
SMEZ
$0 ﹤0.01%
1
– –
SYG
3629
DELISTED
SPDR MFS Systematic Growth Equity ETF of SSgA Active Trust
SYG
$0 ﹤0.01%
1
– –
ZGBR
3630
DELISTED
SPDR Solactive United Kingdom ETF
ZGBR
$0 ﹤0.01%
1
– –
ZDEU
3631
DELISTED
SPDR Solactive Germany ETF
ZDEU
$0 ﹤0.01%
1
– –
MOM
3632
DELISTED
AGFiQ U.S. Market Neutral Momentum Fund
MOM
$0 ﹤0.01%
1
– –
EIGI
3633
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-6,483
Closed -$54K
FIT
3634
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-45,969
Closed -$244K
WPX
3635
CALL
DELISTED
WPX Energy, Inc.
WPX
– –
-179,500
Closed -$1.73M
DNKN
3636
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-2,117
Closed -$112K
DNKN
3637
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-21,000
Closed -$1.16M
BSJK
3638
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
$0 ﹤0.01%
1
– –
FMK
3639
DELISTED
First Trust Mega Cap AlphaDEX Fund
FMK
$0 ﹤0.01%
1
– –
FVL
3640
DELISTED
First TrustValue Line 100 Exchange-Traded
FVL
$0 ﹤0.01%
1
– –
CHEP
3641
DELISTED
AGFiQ U.S. Market Neutral Value Fund
CHEP
$0 ﹤0.01%
1
– –
UBG
3642
DELISTED
E-TRACS UBS Bloomberg CMCI Gold ETN
UBG
$0 ﹤0.01%
1
– –
UCI
3643
DELISTED
E-TRACS UBS Bloomberg CMCI ETN
UCI
$0 ﹤0.01%
1
– –
TAPR
3644
DELISTED
iPath Inverse US Treasury Composite ETN
TAPR
– –
0
– –
MLPI
3645
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$0 ﹤0.01%
1
– –
FKO
3646
DELISTED
First Trust South Korea AlphaDEX Fund
FKO
$0 ﹤0.01%
1
– –
FHK
3647
DELISTED
First Trust Hong Kong AlphaDEX Fund
FHK
$0 ﹤0.01%
1
– –
DIVC
3648
DELISTED
C-Tracks Exchange Traded Notes Miller/Howard Strategic Dividend Reinvestor Due September 16, 2024
DIVC
$0 ﹤0.01%
1
– –
KNOW
3649
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
$0 ﹤0.01%
2
– –
ZMLP
3650
DELISTED
Direxion Zacks MLP High Income Index Shares
ZMLP
– –
0
– –
144 145
146
147 148

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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.