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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
BOM
3951
DELISTED
DB Base Metals Double Short Exchange Traded Notes due June 1, 2038
BOM
$0 ﹤0.01%
1
– –
FWDD
3952
DELISTED
Madrona Domestic ETF
FWDD
$0 ﹤0.01%
1
– –
FWDI
3953
DELISTED
Madrona International ETF
FWDI
$0 ﹤0.01%
1
– –
DXJF
3954
DELISTED
WisdomTree Japan Hedged Financials Fund
DXJF
$0 ﹤0.01%
1
– –
PSAU
3955
DELISTED
Invesco Global Gold and Precious Metals ETF
PSAU
$0 ﹤0.01%
1
– –
PAGG
3956
DELISTED
Invesco Global Agriculture ETF
PAGG
$0 ﹤0.01%
1
– –
DDP
3957
DELISTED
DB Commodity Short ETN due April 1, 2038
DDP
$0 ﹤0.01%
1
– –
SHPG
3958
CALL
DELISTED
Shire pic
SHPG
– –
-8,500
Closed -$1.41M
SHPG
3959
DELISTED
Shire pic
SHPG
– –
-6,588
Closed -$1.09M
FIEU
3960
DELISTED
FI Enhanced Europe 50 ETN
FIEU
$0 ﹤0.01%
1
– –
QINC
3961
DELISTED
First Trust RBA Quality Income ETF
QINC
$0 ﹤0.01%
1
– –
IBMG
3962
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
$0 ﹤0.01%
1
– –
YDIV
3963
DELISTED
First Trust International Multi-Asset Diversified Income Index Fund
YDIV
$0 ﹤0.01%
1
– –
UBC
3964
DELISTED
E-TRACS UBS Bloomberg CMCI Livestock ETN
UBC
$0 ﹤0.01%
1
– –
SPLX
3965
DELISTED
ETRACS Monthly Reset 2xLeveraged S&P 500 total Return ETN
SPLX
$0 ﹤0.01%
1
– –
FEEU
3966
DELISTED
Barclays ETN+ FI Enhanced Europe 50 ETN
FEEU
$0 ﹤0.01%
1
– –
FTW
3967
DELISTED
First Trust Taiwan AlphaDEX Fund
FTW
$0 ﹤0.01%
1
– –
INP
3968
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
$0 ﹤0.01%
1
– –
XXV
3969
DELISTED
IPATH INVERSE S&P 500 VIX SHORT-TERM FUTURES ETN
XXV
$0 ﹤0.01%
1
– –
LSTK
3970
DELISTED
iPath Pure Beta Livestock ETN
LSTK
$0 ﹤0.01%
1
– –
CHOC
3971
DELISTED
iPath Pure Beta Cocoa ETN
CHOC
$0 ﹤0.01%
1
– –
SFLA
3972
DELISTED
iPath Long Extended S&P 500 TR Index ETN
SFLA
$0 ﹤0.01%
1
– –
DCNG
3973
DELISTED
iPath Seasonal Natural Gas ETN
DCNG
$0 ﹤0.01%
1
– –
SBV
3974
DELISTED
iPath Pure Beta S&P GSCI-Weighted ETN
SBV
$0 ﹤0.01%
1
– –
IVOP
3975
DELISTED
iPath Inverse S&P 500 VIX Short-Term Futures
IVOP
$0 ﹤0.01%
1
– –
157 158
159
160 161

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Carson Wealth (CWM LLC)
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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.