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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
DDG
3901
DELISTED
Proshares Short Oil & Gas
DDG
$0 ﹤0.01%
1
– –
PSXP
3902
CALL
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
– –
-1,000
Closed -$49K
BBL
3903
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-13,824
Closed -$425K
BBL
3904
PUT
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-22,000
Closed -$677K
XVZ
3905
DELISTED
iPath S&P 500 Dynamic VIX ETN
XVZ
$0 ﹤0.01%
1
– –
DFVL
3906
DELISTED
iPath US Treasury 5-year Bull ETN
DFVL
$0 ﹤0.01%
1
– –
SYV
3907
DELISTED
SPDR MFS Systematic Value Equity ETF of SSgA Active Trust
SYV
$0 ﹤0.01%
1
– –
SYE
3908
DELISTED
SPDR MFS Systematic Core Equity ETF of SSgA Active Trust
SYE
$0 ﹤0.01%
1
– –
CHL
3909
DELISTED
China Mobile Limited
CHL
– –
-23,141
Closed -$1.23M
CHL
3910
PUT
DELISTED
China Mobile Limited
CHL
– –
-135,500
Closed -$7.19M
USV
3911
DELISTED
E-TRACS UBS Bloomberg CMCI Silver ETN
USV
$0 ﹤0.01%
1
– –
DJCI
3912
DELISTED
ETRACS Linked to the Bloomberg Commodity Index Total Return due October 31, 2039
DJCI
$0 ﹤0.01%
1
– –
UN
3913
DELISTED
Unilever NV New York Registry Shares
UN
– –
-113
Closed -$6.59K
UN
3914
PUT
DELISTED
Unilever NV New York Registry Shares
UN
– –
-6,000
Closed -$332K
BDCS
3915
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS)Linked to the Wells Fargo Business Development Com
BDCS
$0 ﹤0.01%
1
– –
MLPG
3916
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Alerian Natural Gas MLP Index due J
MLPG
$0 ﹤0.01%
1
– –
AMU
3917
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$0 ﹤0.01%
1
– –
SDYL
3918
DELISTED
ETRACS Monthly Pay 2xLeveraged S&P Dividend ETN
SDYL
$0 ﹤0.01%
1
– –
MLPC
3919
DELISTED
C-Tracks ETNs based on Performance of the Miller/Howard MLP Fundamental Index
MLPC
$0 ﹤0.01%
1
– –
FAUS
3920
DELISTED
First Trust Australia AlphaDEX Fund
FAUS
$0 ﹤0.01%
1
– –
FCAN
3921
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$0 ﹤0.01%
1
– –
DZK
3922
DELISTED
Direxion Daily Developed Markets Bull 3x Shares
DZK
$0 ﹤0.01%
1
– –
JPNL
3923
DELISTED
Direxion Daily Japan Bull 3x Shares
JPNL
$0 ﹤0.01%
1
– –
IBMI
3924
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
$0 ﹤0.01%
1
– –
SOIL
3925
DELISTED
Global X Fertilizers/Potash ETF
SOIL
$0 ﹤0.01%
1
– –
155 156
157
158 159

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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.