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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
DBV
3776
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
$0 ﹤0.01%
1
– –
DGL
3777
DELISTED
Invesco DB Gold Fund
DGL
$0 ﹤0.01%
1
– –
LQ
3778
CALL
DELISTED
La Quinta Holdings Inc.
LQ
– –
-390,000
Closed -$5.76M
LQ
3779
DELISTED
La Quinta Holdings Inc.
LQ
$0 ﹤0.01%
+28
New +$435
AGA
3780
DELISTED
DB Agriculture Double Short ETN due April 1, 2038
AGA
$0 ﹤0.01%
1
– –
JJS
3781
DELISTED
iPath Bloomberg Softs Subindex Total Return ETN due June 24, 2038
JJS
$0 ﹤0.01%
1
– –
JJM
3782
DELISTED
iPath Bloomberg Industrial Metals Subindex Total Return ETN due October 22, 2037
JJM
$0 ﹤0.01%
1
– –
JJU
3783
DELISTED
iPath Bloomberg Aluminum Subindex Total Return ETN due June 24, 2038
JJU
$0 ﹤0.01%
1
– –
JJP
3784
DELISTED
iPath Bloomberg Precious Metals Subindex Total Return ETN due June 24, 2038
JJP
$0 ﹤0.01%
1
– –
COW
3785
DELISTED
iPath Bloomberg Livestock Subindex Total Return ETN due October 22, 2037
COW
$0 ﹤0.01%
1
– –
JJC
3786
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
$0 ﹤0.01%
1
-561
-100% -$18.6K
GRN
3787
DELISTED
iPath Global Carbon ETN
GRN
$0 ﹤0.01%
1
– –
AYT
3788
DELISTED
iPath GEMS Asia 8 ETN
AYT
$0 ﹤0.01%
1
– –
CTNN
3789
DELISTED
iPath Pure Beta Cotton ETN
CTNN
$0 ﹤0.01%
1
– –
NINI
3790
DELISTED
iPath Pure Beta Nickel ETN
NINI
$0 ﹤0.01%
1
– –
IBLN
3791
DELISTED
Direxion iBillionaire Index ETF
IBLN
$0 ﹤0.01%
1
– –
SPXH
3792
DELISTED
Janus Velocity Volatility Hedged Large Cap ETF
SPXH
$0 ﹤0.01%
1
– –
TRSK
3793
DELISTED
Janus Velocity Tail Risk Hedged Large Cap ETF
TRSK
$0 ﹤0.01%
1
– –
DXJC
3794
DELISTED
WisdomTree Japan Hedged Capital Goods Fund
DXJC
$0 ﹤0.01%
1
– –
DXJH
3795
DELISTED
WisdomTree Japan Hedged Health Care Fund
DXJH
$0 ﹤0.01%
1
– –
CNDA
3796
DELISTED
IQ Canada Small Cap ETF
CNDA
$0 ﹤0.01%
1
– –
IOIL
3797
DELISTED
IQ Global Oil Small Cap ETF
IOIL
$0 ﹤0.01%
1
– –
DXPS
3798
DELISTED
WisdomTree United Kingdom Hedged Equity Fund
DXPS
$0 ﹤0.01%
1
– –
NASH
3799
DELISTED
Nashville Area ETF
NASH
$0 ﹤0.01%
1
– –
YUME
3800
DELISTED
YuMe, Inc.
YUME
– –
-8,344
Closed -$39K
150 151
152
153 154

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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.