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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
PWJ
4001
DELISTED
POWERSHARES DYNAMIC MID CAP GRTH PORTFOLIO
PWJ
$0 ﹤0.01%
1
– –
PWY
4002
DELISTED
POWERSHARES DYNAMIC SMALL CAP VALUE PORTFOLIO
PWY
$0 ﹤0.01%
1
– –
ULQ
4003
DELISTED
CLAYMORE US CAPITAL MARKETS MICRO-TERM FIXED INCOME ETF
ULQ
$0 ﹤0.01%
1
– –
XLYS
4004
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER DISCRETIONARY PORT
XLYS
$0 ﹤0.01%
1
– –
XLVS
4005
DELISTED
POWERSHARES S&P SMALLCAP HEALTH CARE PORTFOLIO
XLVS
$0 ﹤0.01%
1
– –
XLPS
4006
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER STAPLES PORT
XLPS
$0 ﹤0.01%
1
– –
XLKS
4007
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
$0 ﹤0.01%
1
– –
XLIS
4008
DELISTED
POWERSHARES S&P SMALLCAP INDUSTRIALS PORTFOLIO
XLIS
$0 ﹤0.01%
1
– –
XLBS
4009
DELISTED
POWERSHARES S&P SMALLCAP MATERIALS PORT
XLBS
$0 ﹤0.01%
1
– –
SLY
4010
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
$0 ﹤0.01%
2
– –
HAWK
4011
CALL
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-5,000
Closed -$218K
HAWK
4012
PUT
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-5,000
Closed -$218K
GAF
4013
DELISTED
SPDR S&P Emerging Middle East & Africa ETF
GAF
– –
-1
Closed –
STMP
4014
DELISTED
Stamps.com, Inc.
STMP
– –
-737
Closed -$135K
WOOF
4015
CALL
DELISTED
VCA Inc.
WOOF
– –
-200
Closed -$18K
CPI
4016
DELISTED
CPI Inflation Hedged ETF
CPI
$0 ﹤0.01%
1
– –
PGM
4017
DELISTED
iPath Bloomberg Platinum Subindex Total Return ETN due June 24, 2038
PGM
$0 ﹤0.01%
1
– –
GSC
4018
DELISTED
GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to postpone
GSC
$0 ﹤0.01%
1
– –
NORW
4019
DELISTED
Global X MSCI Norway ETF
NORW
$0 ﹤0.01%
1
– –
WES
4020
DELISTED
Western Gas Partners Lp
WES
– –
-2,159
Closed -$121K
WES
4021
PUT
DELISTED
Western Gas Partners Lp
WES
– –
-3,600
Closed -$201K
BZF
4022
DELISTED
WisdomTree Brazilian Real Strategy Fund
BZF
$0 ﹤0.01%
1
– –
JJA
4023
DELISTED
iPath Bloomberg Agriculture Subindex Total Return ETN due October 22, 2037
JJA
$0 ﹤0.01%
1
– –
ALFA
4024
DELISTED
AlphaClone Alternative Alpha ETF
ALFA
$0 ﹤0.01%
1
– –
OLO
4025
DELISTED
DB Crude Oil Long Exchange Traded Notes due June 1, 2038
OLO
$0 ﹤0.01%
1
– –
159 160
161
162 163

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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.