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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
VTR icon
3401
PUT
Ventas
VTR
$46.6B
– –
-6,600
Closed -$459K
VTV icon
3402
Vanguard Morningstar Value ETF
VTV
$189B
$0 ﹤0.01%
1
– –
VTWG icon
3403
Vanguard Russell 2000 Growth ETF
VTWG
$1.5B
$0 ﹤0.01%
1
– –
VTWO icon
3404
Vanguard Russell 2000 ETF
VTWO
$17.6B
$0 ﹤0.01%
2
– –
VTWV icon
3405
Vanguard Russell 2000 Value ETF
VTWV
$1.31B
$0 ﹤0.01%
1
– –
VUG icon
3406
Vanguard Morningstar Growth ETF
VUG
$225B
$0 ﹤0.01%
6
– –
VUSE icon
3407
Vident US Equity Strategy ETF
VUSE
$683M
$0 ﹤0.01%
1
– –
VV icon
3408
Vanguard Morningstar Large-Cap ETF
VV
$53.2B
$0 ﹤0.01%
1
– –
VVV icon
3409
CALL
Valvoline
VVV
$4.95B
– –
-81,652
Closed -$1.94M
VVV icon
3410
Valvoline
VVV
$4.95B
– –
-14,592
Closed -$346K
VWOB icon
3411
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.14B
$0 ﹤0.01%
1
– –
VXF icon
3412
Vanguard Extended Market ETF
VXF
$30.8B
$0 ﹤0.01%
1
– –
VXUS icon
3413
Vanguard Total International Stock ETF
VXUS
$156B
$0 ﹤0.01%
1
– –
VYM icon
3414
Vanguard High Dividend Yield ETF
VYM
$81.4B
$0 ﹤0.01%
1
– –
WAB icon
3415
CALL
Wabtec
WAB
$50.1B
– –
-2,000
Closed -$183K
WAL icon
3416
Western Alliance Bancorporation
WAL
$9.04B
– –
-21
Closed -$1K
WBIF icon
3417
WBI BullBear Value 3000 ETF
WBIF
$23M
$0 ﹤0.01%
1
– –
WBIL icon
3418
WBI BullBear Quality 3000 ETF
WBIL
$29.1M
$0 ﹤0.01%
1
– –
WDIV icon
3419
State Street SPDR S&P Global Dividend ETF
WDIV
$278M
$0 ﹤0.01%
1
– –
WEC icon
3420
CALL
WEC Energy
WEC
$35.6B
– –
-4,000
Closed -$246K
WEC icon
3421
PUT
WEC Energy
WEC
$35.6B
– –
-1,000
Closed -$61K
WELL icon
3422
CALL
Welltower
WELL
$168B
– –
-60,000
Closed -$4.49M
WGO icon
3423
CALL
Winnebago Industries
WGO
$885M
– –
-2,000
Closed -$70K
WIP icon
3424
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$468M
$0 ﹤0.01%
1
– –
WLK icon
3425
PUT
Westlake Corp
WLK
$8.95B
– –
-10,000
Closed -$662K
135 136
137
138 139

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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.