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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
JJN
4026
DELISTED
iPath Bloomberg Nickel Subindex Total Return ETN due October 22, 2037
JJN
$0 ﹤0.01%
1
– –
PTM
4027
DELISTED
E-TRACS UBS Long Platinum ETN
PTM
$0 ﹤0.01%
1
– –
BAL
4028
DELISTED
iPath Bloomberg Cotton Subindex Total Return ETN due June 24, 2038
BAL
$0 ﹤0.01%
1
– –
CN
4029
DELISTED
Xtrackers MSCI All China Equity ETF
CN
$0 ﹤0.01%
1
– –
JJE
4030
DELISTED
iPath Bloomberg Energy Subindex Total Return ETN due October 22, 2037
JJE
$0 ﹤0.01%
1
– –
IPW
4031
DELISTED
SPDR S&P International Energy Sector
IPW
– –
-1
Closed –
IPS
4032
DELISTED
SPDR S&P International Consumer Staples Sector
IPS
– –
-1
Closed –
RESI
4033
CALL
DELISTED
Front Yard Residential Corporation Common Stock
RESI
– –
-200,000
Closed -$2.59M
CAFE
4034
DELISTED
iPath Pure Beta Coffee ETN
CAFE
$0 ﹤0.01%
1
– –
RBL
4035
DELISTED
SPDR S&P Russia ETF
RBL
– –
-1
Closed –
ALD
4036
DELISTED
WisdomTree Asia Local Debt Fund
ALD
$0 ﹤0.01%
1
– –
BRAZ
4037
DELISTED
Global X Brazil Mid Cap ETF
BRAZ
$0 ﹤0.01%
1
– –
ETRM
4038
DELISTED
EnteroMedics Inc.
ETRM
– –
-1,333
Closed -$7K
BWV
4039
DELISTED
iPath ETN linked to CBOE S&P 500 Buy Write Index
BWV
$0 ﹤0.01%
1
– –
KRU
4040
DELISTED
ProShares Ultra S&P Regional Banking of Proshares Trust
KRU
– –
-2
Closed –
SWFT
4041
DELISTED
Swift Transportation Company
SWFT
– –
-229
Closed -$6K
SWFT
4042
PUT
DELISTED
Swift Transportation Company
SWFT
– –
-2,000
Closed -$53K
PWP
4043
DELISTED
POWERSHARES DYNAMIC MID CAP VALUE PORTFOLIO
PWP
$0 ﹤0.01%
1
– –
AND
4044
DELISTED
Global X FTSE Andean 40 ETF
AND
$0 ﹤0.01%
1
– –
EMCG
4045
DELISTED
WisdomTree Emerging Markets Consumer Growth Fund
EMCG
$0 ﹤0.01%
1
– –
LMLP
4046
DELISTED
ETRACS Monthly Pay 2xLeveraged Wells Fargo MLP Ex-Energy ETN
LMLP
$0 ﹤0.01%
1
– –
PFA
4047
DELISTED
POWERSHARES GLB EXCH TRD FD DYNAMIC DEVEL INTL OPPORT PORT
PFA
$0 ﹤0.01%
1
– –
STH
4048
DELISTED
SABRIENT STEALTH PRT CLAYMORE EXCH TRD FD
STH
$0 ﹤0.01%
1
– –
TPS
4049
DELISTED
ProShares UltraShort Tips
TPS
– –
-1
Closed –
SNDS
4050
DELISTED
SUSTAINABLE NORTH AMERICAN OIL SANDS ETF
SNDS
$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.