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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
DTUL
3926
DELISTED
iPath US Treasury 2-year Bull ETN
DTUL
$0 ﹤0.01%
1
– –
UGLD
3927
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
– –
0
– –
AXJL
3928
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
$0 ﹤0.01%
1
– –
HYND
3929
DELISTED
WisdomTree Trust WisdomTree WisdomTree Negative Duration High Yield Bond Fund
HYND
$0 ﹤0.01%
1
– –
DRR
3930
DELISTED
Market Vectors Double Short Euro ETN
DRR
$0 ﹤0.01%
1
– –
HUSE
3931
DELISTED
Strategy Shares US Market Rotation Strategy ETF
HUSE
$0 ﹤0.01%
1
– –
CY
3932
PUT
DELISTED
Cypress Semiconductor
CY
– –
-50,000
Closed -$683K
CNY
3933
DELISTED
Market Vectors-Renminbi
CNY
$0 ﹤0.01%
1
– –
CEFL
3934
DELISTED
ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN
CEFL
$0 ﹤0.01%
1
– –
MORL
3935
DELISTED
ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN
MORL
$0 ﹤0.01%
1
– –
DTYS
3936
DELISTED
iPath US Treasury 10-year Bear ETN
DTYS
$0 ﹤0.01%
1
– –
FXCH
3937
DELISTED
Invesco CurrencyShares Chinese Renminbi Trust
FXCH
$0 ﹤0.01%
1
– –
FXS
3938
DELISTED
Invesco CurrencyShares Swedish Krona Trust
FXS
$0 ﹤0.01%
1
– –
FXSG
3939
DELISTED
Invesco CurrencyShares Singapore Dollar Trust
FXSG
$0 ﹤0.01%
1
– –
TYNS
3940
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
$0 ﹤0.01%
1
– –
TSS
3941
CALL
DELISTED
Total System Services, Inc.
TSS
– –
-6,000
Closed -$350K
TSS
3942
PUT
DELISTED
Total System Services, Inc.
TSS
– –
-4,000
Closed -$233K
AXJV
3943
DELISTED
iShares Edge MSCI Min Vol Asia ex Japan ETF
AXJV
$0 ﹤0.01%
1
– –
SCIN
3944
DELISTED
Columbia India Small Cap ETF
SCIN
$0 ﹤0.01%
1
– –
FONE
3945
DELISTED
First Trust NASDAQ Smartphone Index Fund
FONE
$0 ﹤0.01%
1
– –
DAG
3946
DELISTED
DB Agriculture Double Long ETN due April 1, 2038
DAG
$0 ﹤0.01%
1
– –
DYY
3947
DELISTED
DB Commodity Double Long ETN due April 1, 2038
DYY
$0 ﹤0.01%
1
– –
DOD
3948
DELISTED
ELEMENTS "Dogs of the Dow" Total Return Index Note
DOD
$0 ﹤0.01%
1
– –
AGF
3949
DELISTED
DB Agriculture Long ETN due April 1, 2038
AGF
$0 ﹤0.01%
1
– –
FIEG
3950
DELISTED
FI Enhanced Global High Yield Exchange Traded Notes
FIEG
$0 ﹤0.01%
1
– –
156 157
158
159 160

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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.