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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
BRF icon
2126
VanEck Brazil Small-Cap ETF
BRF
$21.8M
$0 ﹤0.01%
1
– –
BSV icon
2127
Vanguard Short-Term Bond ETF
BSV
$44.5B
$0 ﹤0.01%
1
– –
BTI icon
2128
British American Tobacco
BTI
$130B
– –
-485
Closed -$33K
BUD icon
2129
PUT
AB InBev
BUD
$166B
– –
-45,400
Closed -$5.01M
BWA icon
2130
PUT
BorgWarner
BWA
$13.1B
– –
-43,054
Closed -$1.61M
BWX icon
2131
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$0 ﹤0.01%
2
– –
BWZ icon
2132
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$269M
$0 ﹤0.01%
1
– –
BXP icon
2133
CALL
Boston Properties
BXP
$11.3B
– –
-2,000
Closed -$246K
BXP icon
2134
Boston Properties
BXP
$11.3B
– –
-3,931
Closed -$484K
BXP icon
2135
PUT
Boston Properties
BXP
$11.3B
– –
-10,000
Closed -$1.23M
BYLD icon
2136
iShares Yield Optimized Bond ETF
BYLD
$448M
$0 ﹤0.01%
1
– –
BZQ icon
2137
ProShares UltraShort MSCI Brazil Capped
BZQ
$2.32M
– –
0
– –
CACC icon
2138
CALL
Credit Acceptance
CACC
$6.02B
– –
-10,000
Closed -$2.57M
CACI icon
2139
CALL
CACI
CACI
$11.3B
– –
-30,000
Closed -$3.75M
CALM icon
2140
CALL
Cal-Maine
CALM
$4.16B
– –
-300
Closed -$12K
CANE icon
2141
Teucrium Sugar Fund
CANE
$56.4M
$0 ﹤0.01%
1
– –
CAR icon
2142
Avis
CAR
$4.85B
– –
-55,817
Closed -$1.88M
CARS icon
2143
Cars.com
CARS
$676M
– –
-44,257
Closed -$1.18M
CARZ icon
2144
First Trust Exchange-Traded Fund II First Trust S-Network Future Vehicles & Technology ETF
CARZ
$45.6M
$0 ﹤0.01%
1
– –
CASY icon
2145
CALL
Casey's General Stores
CASY
$32.1B
– –
-1,000
Closed -$107K
CASY icon
2146
Casey's General Stores
CASY
$32.1B
– –
-5,872
Closed -$629K
CASY icon
2147
PUT
Casey's General Stores
CASY
$32.1B
– –
-6,100
Closed -$653K
CAT icon
2148
Caterpillar
CAT
$379B
– –
-62,127
Closed -$7.15M
CBRE icon
2149
PUT
CBRE Group
CBRE
$42.6B
– –
-2,000
Closed -$73K
CC icon
2150
PUT
Chemours
CC
$2.53B
– –
-700
Closed -$27K
84 85
86
87 88

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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.