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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
-$159M
Cap. Flow %
-0.26%
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 Miscellaneous 96.71%
2 Technology 0.76%
3 Financials 0.69%
4 Consumer Discretionary 0.53%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VNO icon
3376
Vornado Realty Trust
VNO
$6.48B
– –
-2,306
Closed -$175K
VNO icon
3377
PUT
Vornado Realty Trust
VNO
$6.48B
– –
-2,474
Closed -$188K
VNQ icon
3378
Vanguard Real Estate ETF
VNQ
$37.5B
$0 ﹤0.01%
1
– –
VNQI icon
3379
Vanguard Global ex-US Real Estate ETF
VNQI
$3.44B
$0 ﹤0.01%
1
– –
VO icon
3380
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$0 ﹤0.01%
4
– –
VOE icon
3381
Vanguard Morningstar Mid-Cap Value ETF
VOE
$24B
$0 ﹤0.01%
1
– –
VONE icon
3382
Vanguard Russell 1000 ETF
VONE
$8.61B
$0 ﹤0.01%
1
– –
VONG icon
3383
Vanguard Russell 1000 Growth ETF
VONG
$45.8B
$0 ﹤0.01%
4
– –
VONV icon
3384
Vanguard Russell 1000 Value ETF
VONV
$21.9B
$0 ﹤0.01%
2
– –
VOO icon
3385
Vanguard S&P 500 ETF
VOO
$1.04T
$0 ﹤0.01%
1
– –
VOOG icon
3386
Vanguard S&P 500 Growth ETF
VOOG
$27B
$0 ﹤0.01%
6
– –
VOOV icon
3387
Vanguard S&P 500 Value ETF
VOOV
$6.71B
$0 ﹤0.01%
1
– –
VOT icon
3388
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.2B
$0 ﹤0.01%
1
– –
VOX icon
3389
Vanguard Communication Services ETF
VOX
$5.72B
$0 ﹤0.01%
1
– –
VOYA icon
3390
CALL
Voya Financial
VOYA
$9.25B
– –
-104,000
Closed -$3.84M
VOYA icon
3391
PUT
Voya Financial
VOYA
$9.25B
– –
-100,000
Closed -$3.69M
VPL icon
3392
Vanguard FTSE Pacific ETF
VPL
$8.75B
$0 ﹤0.01%
1
– –
VPU
3393
Vanguard Utilities ETF
VPU
$8.31B
$0 ﹤0.01%
1
– –
VRNT
3394
PUT
DELISTED
Verint Systems
VRNT
– –
-3,926
Closed -$81K
VRP icon
3395
Invesco Variable Rate Preferred ETF
VRP
$3.01B
$0 ﹤0.01%
1
– –
VSS icon
3396
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$12B
$0 ﹤0.01%
1
– –
VT icon
3397
Vanguard Total World Stock ETF
VT
$81.6B
$0 ﹤0.01%
1
– –
VTHR icon
3398
Vanguard Russell 3000 ETF
VTHR
$4.8B
$0 ﹤0.01%
1
– –
VTI icon
3399
Vanguard Morningstar Total Stock Market ETF
VTI
$686B
$0 ﹤0.01%
2
-7
-78% -$887
VTIP icon
3400
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.6B
$0 ﹤0.01%
1
– –
134 135
136
137 138

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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's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

  • 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.