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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
CCMP
3651
DELISTED
CMC Materials, Inc. Common Stock
CCMP
– –
-5,168
Closed -$382K
TYBS
3652
DELISTED
Direxion Daily 20+ Year Treasury Bear 1X Shares
TYBS
$0 ﹤0.01%
1
– –
WUBA
3653
CALL
DELISTED
58.com Inc
WUBA
– –
-11,500
Closed -$507K
GCE
3654
DELISTED
Claymore/Robb CEF GS Connect ETN
GCE
$0 ﹤0.01%
1
– –
LOGM
3655
DELISTED
LogMein, Inc.
LOGM
– –
-503
Closed -$53K
VQT
3656
DELISTED
iPath S&P VEQTOR ETN
VQT
$0 ﹤0.01%
1
– –
EUMV
3657
DELISTED
iShares Edge MSCI Min Vol Europe ETF
EUMV
$0 ﹤0.01%
1
– –
JPMV
3658
DELISTED
iShares Edge MSCI Min Vol Japan ETF
JPMV
$0 ﹤0.01%
1
– –
IFEU
3659
DELISTED
iShares Europe Developed Real Estate ETF
IFEU
$0 ﹤0.01%
1
– –
DTUS
3660
DELISTED
iPath US Treasury 2-year Bear ETN
DTUS
$0 ﹤0.01%
1
– –
STPP
3661
DELISTED
iPath US Treasury Steepener ETN
STPP
$0 ﹤0.01%
1
– –
FLAT
3662
DELISTED
iPath US Treasury Flattener ETN
FLAT
$0 ﹤0.01%
1
– –
DTYL
3663
DELISTED
iPath US Treasury 10-year Bull ETN
DTYL
$0 ﹤0.01%
1
– –
CROP
3664
DELISTED
IQ Global Agribusiness Small Cap ETF
CROP
$0 ﹤0.01%
1
– –
LM
3665
DELISTED
Legg Mason, Inc.
LM
– –
-369
Closed -$14K
DSLV
3666
DELISTED
VelocitySharesTM 3x Inverse Silver ETN linked to the S&P GSCI Silver Inverse Index ER
DSLV
$0 ﹤0.01%
1
– –
DGLD
3667
DELISTED
VelocitySharesTM 3x Inverse Gold ETN linked to the S&P GSCI Gold Index ER
DGLD
$0 ﹤0.01%
1
– –
ZIV
3668
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
$0 ﹤0.01%
1
– –
CHK
3669
PUT
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,125
Closed -$1.12M
JPGE
3670
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
$0 ﹤0.01%
1
– –
GULF
3671
DELISTED
WisdomTree Middle East Dividend Fund
GULF
$0 ﹤0.01%
1
– –
DTO
3672
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
$0 ﹤0.01%
1
– –
I
3673
DELISTED
INTELSAT S. A.
I
– –
-20,001
Closed -$61K
ARCH
3674
CALL
DELISTED
Arch Resources, Inc.
ARCH
– –
-25,000
Closed -$1.71M
AGN
3675
CALL
DELISTED
Allergan plc
AGN
– –
-308,000
Closed -$74.9M
145 146
147
148 149

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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.