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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
SVC
3226
PUT
Service Properties Trust
SVC
$1.01B
– –
-800
Closed -$116K
SWK icon
3227
Stanley Black & Decker
SWK
$15B
$0 ﹤0.01%
1
-1,295
-100% -$186K
SYF icon
3228
CALL
Synchrony
SYF
$25.5B
– –
-90,000
Closed -$2.68M
SYF icon
3229
PUT
Synchrony
SYF
$25.5B
– –
-40,000
Closed -$1.19M
SYLD icon
3230
Cambria Shareholder Yield ETF
SYLD
$1B
$0 ﹤0.01%
1
– –
SZK icon
3231
ProShares UltraShort Consumer Staples
SZK
$9.24M
– –
0
– –
T icon
3232
AT&T
T
$158B
– –
-1,000,020
Closed -$28.4M
TAN icon
3233
Invesco Solar ETF
TAN
$1.48B
$0 ﹤0.01%
1
-198
-99% -$4.24K
TBF icon
3234
ProShares Short 20+ Year Treasury ETF
TBF
$104M
$0 ﹤0.01%
1
– –
TBT icon
3235
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$312M
$0 ﹤0.01%
1
-969
-100% -$34.2K
TBX icon
3236
ProShares Short 7-10 Year Treasury
TBX
$20.8M
$0 ﹤0.01%
1
– –
TD icon
3237
CALL
Toronto Dominion Bank
TD
$199B
– –
-36,700
Closed -$1.85M
TDIV icon
3238
First Trust NASDAQ Technology Dividend Index Fund
TDIV
$4.33B
$0 ﹤0.01%
1
– –
TDTF icon
3239
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
$0 ﹤0.01%
1
– –
TDTT icon
3240
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.53B
$0 ﹤0.01%
1
– –
TECL icon
3241
Direxion Daily Technology Bull 3x ETF
TECL
$5.9B
$0 ﹤0.01%
40
– –
TEVA icon
3242
Teva Pharmaceuticals
TEVA
$39.8B
– –
-74,641
Closed -$1.68M
TFI icon
3243
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.13B
$0 ﹤0.01%
1
– –
TFLO icon
3244
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
$0 ﹤0.01%
1
– –
TGT icon
3245
Target
TGT
$67.1B
– –
-157,768
Closed -$8.84M
THD icon
3246
iShares MSCI Thailand ETF
THD
$370M
$0 ﹤0.01%
1
– –
THO icon
3247
Thor Industries
THO
$4.03B
– –
-30
Closed -$3K
TILT icon
3248
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.24B
$0 ﹤0.01%
1
– –
TIP icon
3249
iShares TIPS Bond ETF
TIP
$14.5B
$0 ﹤0.01%
1
– –
TIPX icon
3250
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$1.99B
$0 ﹤0.01%
1
– –
128 129
130
131 132

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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.