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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
CMDT
3751
DELISTED
iShares Commodity Optimized Trust
CMDT
$0 ﹤0.01%
1
– –
PHH
3752
DELISTED
PHH Corporation
PHH
– –
-81
Closed -$1K
ANDV
3753
DELISTED
Andeavor
ANDV
– –
-147
Closed -$14.5K
DNO
3754
DELISTED
United States Short Oil Fund
DNO
$0 ﹤0.01%
1
– –
GST
3755
CALL
DELISTED
Gastar Exploration Inc.
GST
– –
-80,000
Closed -$74K
USAG
3756
DELISTED
United States Agriculture Index Fund
USAG
$0 ﹤0.01%
1
– –
SHLM
3757
DELISTED
Schulman (A.) Inc
SHLM
– –
-1,505
Closed -$44.9K
PAY
3758
PUT
DELISTED
Verifone Systems Inc
PAY
– –
-10,000
Closed -$181K
CPLA
3759
DELISTED
Capella Education Company
CPLA
– –
-2,079
Closed -$178K
FMI
3760
PUT
DELISTED
Foundation Medicine, Inc.
FMI
– –
-170,000
Closed -$6.76M
MLPS
3761
DELISTED
UBS AG 1xMonthly Short Exchange Traded Access Securities (E-TRACS) Linked to the Alerian MLP In
MLPS
$0 ﹤0.01%
1
– –
UBN
3762
DELISTED
E-TRACS UBS Bloomberg CMCI Energy ETN
UBN
$0 ﹤0.01%
1
– –
FIGY
3763
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN
FIGY
$0 ﹤0.01%
1
– –
ADRE
3764
DELISTED
Invesco BLDRS Emerging Markets 50 ADR Index Fund
ADRE
$0 ﹤0.01%
1
– –
EWEM
3765
DELISTED
Invesco MSCI Emerging Markets Equal Country Weight ETF
EWEM
$0 ﹤0.01%
1
– –
EEB
3766
DELISTED
Invesco BRIC ETF
EEB
$0 ﹤0.01%
1
– –
LVL
3767
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
$0 ﹤0.01%
1
– –
NFO
3768
DELISTED
Invesco Insider Sentiment ETF
NFO
$0 ﹤0.01%
1
– –
TAO
3769
DELISTED
Invesco China Real Estate ETF
TAO
$0 ﹤0.01%
1
– –
YAO
3770
DELISTED
Invesco China All-Cap ETF
YAO
$0 ﹤0.01%
1
– –
PXR
3771
DELISTED
Invesco Emerging Markets Infrastructure ETF
PXR
$0 ﹤0.01%
1
– –
SEA
3772
DELISTED
Invesco Shipping ETF
SEA
$0 ﹤0.01%
1
– –
DBBR
3773
DELISTED
Xtrackers MSCI Brazil Hedged Equity ETF
DBBR
$0 ﹤0.01%
1
– –
DBMX
3774
DELISTED
Xtrackers MSCI Mexico Hedged Equity ETF
DBMX
$0 ﹤0.01%
1
– –
DSUM
3775
DELISTED
Invesco Chinese Yuan Dim Sum Bond ETF
DSUM
$0 ﹤0.01%
1
– –
149 150
151
152 153

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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.