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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
COBO
3826
DELISTED
ProShares USD Covered Bond
COBO
– –
-1
Closed –
GGOV
3827
DELISTED
ProShares German Sovereign/Sub-Sovereign ETF
GGOV
– –
-1
Closed –
KRS
3828
DELISTED
ProShares Short S&P Regional Banking of Proshares Trust
KRS
– –
-1
Closed –
PTHN
3829
PUT
DELISTED
Patheon N.V.
PTHN
– –
-50,000
Closed -$1.74M
DD
3830
CALL
DELISTED
Du Pont De Nemours E I
DD
– –
-246,400
Closed -$19.9M
DD
3831
PUT
DELISTED
Du Pont De Nemours E I
DD
– –
-265,400
Closed -$21.4M
NVDQ
3832
CALL
DELISTED
Novadaq Technologies Inc.
NVDQ
– –
-853,900
Closed -$10M
MBLY
3833
DELISTED
Mobileye N.V.
MBLY
– –
-41
Closed -$3K
WFM
3834
PUT
DELISTED
Whole Foods Market Inc
WFM
– –
-1,200
Closed -$51K
CCP
3835
PUT
DELISTED
Care Capital Properties, Inc.
CCP
– –
-21,200
Closed -$566K
VIXH
3836
DELISTED
First Trust CBOE S&P 500 VIX Tail Hedge Fund
VIXH
– –
-1
Closed –
CRDT
3837
DELISTED
WisdomTree Trust WisdomTree Strategic Corporate Bond Fund
CRDT
– –
-1
Closed –
NSR
3838
CALL
DELISTED
Neustar Inc
NSR
– –
-4,000
Closed -$133K
IPF
3839
DELISTED
SPDR S&P International Financial Sector
IPF
– –
-1
Closed –
IPN
3840
DELISTED
SPDR S&P International Industrial Sector
IPN
– –
-1
Closed –
IPU
3841
DELISTED
SPDR S&P International Utilities Sector
IPU
– –
-1
Closed –
IPK
3842
DELISTED
SPDR S&P International Technology Sector
IPK
– –
-1
Closed –
IST
3843
DELISTED
SPDR S&P International Telecommunications Sector
IST
– –
-1
Closed –
GML
3844
DELISTED
SPDR S&P Emerging Latin America ETF
GML
– –
-1
Closed –
SIPE
3845
DELISTED
SPDR Bloomberg Barclays 0-5 Year TIPS ETF
SIPE
– –
-1
Closed –
IPD
3846
DELISTED
SPDR S&P International Consumer Discretionary Sector
IPD
– –
-1
Closed –
EMCR
3847
DELISTED
Columbia Emerging Markets Core ETF
EMCR
– –
-1
Closed –
KCG
3848
DELISTED
KCG Holdings, Inc.
KCG
– –
-3,179
Closed -$63K
PNRA
3849
DELISTED
Panera Bread Co
PNRA
– –
-10,269
Closed -$3.23M
BHI
3850
CALL
DELISTED
Baker Hughes
BHI
– –
-4,000
Closed -$218K
152 153
154
155 156

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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.