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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
BSCL
3601
DELISTED
Invesco BulletShares 2021 Corporate Bond ETF
BSCL
$0 ﹤0.01%
1
– –
BSJL
3602
DELISTED
Invesco BulletShares 2021 High Yield Corporate Bond ETF
BSJL
$0 ﹤0.01%
1
– –
MDP
3603
DELISTED
Meredith Corporation
MDP
– –
-1,329
Closed -$79K
MDP
3604
PUT
DELISTED
Meredith Corporation
MDP
– –
-21,500
Closed -$1.28M
CVA
3605
CALL
DELISTED
Covanta Holding Corporation
CVA
– –
-164,100
Closed -$2.17M
CVA
3606
DELISTED
Covanta Holding Corporation
CVA
– –
-10,693
Closed -$141K
CAI
3607
CALL
DELISTED
CAI International, Inc.
CAI
– –
-100
Closed -$2K
CXDC
3608
DELISTED
China XD Plastics Company Limited
CXDC
– –
-64,845
Closed -$305K
CSOD
3609
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-6,100
Closed -$218K
CSOD
3610
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-20,557
Closed -$735K
CSOD
3611
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
– –
-8,700
Closed -$312K
SYKE
3612
DELISTED
SYKES Enterprises Inc
SYKE
– –
-2,386
Closed -$70.7K
USCR
3613
DELISTED
U S Concrete, Inc.
USCR
– –
-532
Closed -$40.8K
IPFF
3614
DELISTED
iShares International Preferred Stock ETF
IPFF
$0 ﹤0.01%
1
– –
ALXN
3615
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-40,000
Closed -$4.87M
DFVS
3616
DELISTED
iPath US Treasury 5-year Bear ETN
DFVS
$0 ﹤0.01%
1
– –
STAY
3617
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-46
Closed -$893
STAY
3618
PUT
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-2,000
Closed -$39K
LEAF
3619
DELISTED
Leaf Group Ltd.
LEAF
– –
-141,627
Closed -$1.1M
MLPY
3620
DELISTED
Morgan Stanley Cushing MLP High Income Index ETN
MLPY
$0 ﹤0.01%
1
– –
WBIE
3621
DELISTED
WBI BullBear Rising Income 3000 ETF
WBIE
$0 ﹤0.01%
1
– –
IPHI
3622
DELISTED
INPHI CORPORATION
IPHI
– –
-2,575
Closed -$88K
IPHI
3623
PUT
DELISTED
INPHI CORPORATION
IPHI
– –
-2,000
Closed -$69K
GMLP
3624
DELISTED
Golar LNG Partners LP
GMLP
– –
-118,106
Closed -$2.52M
GMLP
3625
PUT
DELISTED
Golar LNG Partners LP
GMLP
– –
-196,300
Closed -$3.94M
143 144
145
146 147

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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.