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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
-$159M
Cap. Flow %
-0.26%
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 Miscellaneous 96.71%
2 Technology 0.76%
3 Financials 0.69%
4 Consumer Discretionary 0.53%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LSTR icon
226
CALL
Landstar System
LSTR
$5.89B
$23.9M 0.04%
+240,000
New +$21.3M
HCA icon
227
CALL
HCA Healthcare
HCA
$91.3B
$23.9M 0.04%
300,000
– –
MDLZ icon
228
PUT
Mondelez International
MDLZ
$79.7B
$23.8M 0.04%
586,200
+394,900
+206% +$16.8M
ARCH
229
PUT
DELISTED
Arch Resources, Inc.
ARCH
$23.7M 0.04%
330,000
– –
F icon
230
PUT
Ford
F
$53.6B
$23.6M 0.04%
1,974,100
+70,100
+4% +$791K
XOP icon
231
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$23.6M 0.04%
172,925
-12,075
-7% -$1.51M
DIA icon
232
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$23.5M 0.04%
104,800
+84,800
+424% +$18.6M
TWTR
233
PUT
DELISTED
Twitter, Inc.
TWTR
$23.4M 0.04%
1,390,000
+870,000
+167% +$15.2M
UNG icon
234
CALL
United States Natural Gas Fund
UNG
$546M
$23.3M 0.04%
221,763
+80,369
+57% +$8.48M
CC icon
235
CALL
Chemours
CC
$2.26B
$23.3M 0.04%
460,000
+180,000
+64% +$8.49M
CPAY icon
236
CALL
Corpay
CPAY
$26.7B
$23.2M 0.04%
150,000
-35,000
-19% -$5.14M
XLB icon
237
State Street Materials Select Sector SPDR ETF
XLB
$8.47B
$23.2M 0.04%
816,136
+352,066
+76% +$9.69M
XPO icon
238
XPO
XPO
$21.6B
$22.9M 0.04%
977,812
-262,686
-21% -$5.5M
ESPR
239
PUT
DELISTED
Esperion Therapeutics
ESPR
$22.7M 0.04%
453,600
-1,017,000
-69% -$49M
TWX
240
PUT
DELISTED
Time Warner Inc
TWX
$22.5M 0.04%
220,000
– –
WDC icon
241
PUT
Western Digital
WDC
$174B
$22.3M 0.04%
341,996
+305,084
+827% +$20.2M
RSX
242
PUT
DELISTED
VanEck Russia ETF
RSX
$22.3M 0.04%
1,000,000
+900,000
+900% +$18.6M
CRM icon
243
CALL
Salesforce
CRM
$201B
$22.3M 0.04%
238,400
+33,400
+16% +$3.07M
ORCL icon
244
CALL
Oracle
ORCL
$466B
$22.2M 0.04%
460,000
-75,000
-14% -$3.73M
WBA
245
PUT
DELISTED
Walgreens Boots Alliance
WBA
$22.2M 0.04%
286,900
+76,300
+36% +$6.11M
BX icon
246
CALL
Blackstone
BX
$96.9B
$21.6M 0.04%
647,000
+565,100
+690% +$18.6M
RIO icon
247
CALL
Rio Tinto
RIO
$169B
$21.5M 0.04%
455,800
-44,500
-9% -$2.07M
ADBE icon
248
CALL
Adobe
ADBE
$101B
$21.5M 0.04%
144,000
+76,000
+112% +$11.3M
GOOG icon
249
CALL
Alphabet (Google) Class C
GOOG
$4.02T
$21.4M 0.04%
446,000
-54,000
-11% -$2.52M
HON icon
250
CALL
Honeywell
HON
$65B
$21.3M 0.04%
166,160
+66,530
+67% +$8.25M
8 9
10
11 12

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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's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

  • 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.