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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
HUM icon
2576
CALL
Humana
HUM
$43.8B
– –
-416,600
Closed -$100M
HUM icon
2577
PUT
Humana
HUM
$43.8B
– –
-650,000
Closed -$156M
HUN icon
2578
Huntsman Corp
HUN
$1.82B
– –
-1,015
Closed -$27K
HXL icon
2579
Hexcel
HXL
$7.94B
$0 ﹤0.01%
3
+2
+200% +$108
HYD icon
2580
VanEck High Yield Muni ETF
HYD
$4.44B
$0 ﹤0.01%
1
– –
HYEM icon
2581
VanEck Emerging Markets High Yield Bond ETF
HYEM
$522M
$0 ﹤0.01%
1
– –
HYG icon
2582
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
$0 ﹤0.01%
1
– –
HYGH icon
2583
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$597M
$0 ﹤0.01%
1
– –
HYHG icon
2584
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$186M
$0 ﹤0.01%
1
– –
HYLS icon
2585
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.63B
$0 ﹤0.01%
1
– –
HYMB icon
2586
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.18B
$0 ﹤0.01%
2
– –
HYS icon
2587
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
$0 ﹤0.01%
1
– –
EUHY
2588
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$246M
$0 ﹤0.01%
1
– –
PPLI
2589
People Inc
PPLI
$3.41B
– –
-31,989
Closed -$621K
IAI icon
2590
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.37B
$0 ﹤0.01%
1
– –
IAK icon
2591
iShares US Insurance ETF
IAK
$537M
$0 ﹤0.01%
1
– –
IAT icon
2592
iShares US Regional Banks ETF
IAT
$693M
$0 ﹤0.01%
1
– –
IAU icon
2593
iShares Gold Trust
IAU
$63.5B
$0 ﹤0.01%
1
-286
-100% -$7.04K
IBB icon
2594
iShares Biotechnology ETF
IBB
$9.36B
$0 ﹤0.01%
3
– –
IBKR icon
2595
Interactive Brokers
IBKR
$39.6B
$0 ﹤0.01%
+12
New +$122
IBND icon
2596
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$461M
$0 ﹤0.01%
1
– –
ICF icon
2597
iShares Select U.S. REIT ETF
ICF
$2.1B
$0 ﹤0.01%
2
– –
ICLN icon
2598
iShares Global Clean Energy ETF
ICLN
$2.41B
$0 ﹤0.01%
1
– –
ICSH icon
2599
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.12B
$0 ﹤0.01%
1
– –
IDGT icon
2600
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$535M
$0 ﹤0.01%
1
– –
102 103
104
105 106

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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KBC Group
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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.