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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
XME icon
251
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$21.3M 0.04%
660,900
-220,400
-25% -$6.91M
NVDA icon
252
NVIDIA
NVDA
$5.4T
$21.2M 0.04%
+4,753,400
New +$19.8M
SPGI icon
253
CALL
S&P Global
SPGI
$123B
$21.1M 0.03%
135,000
– –
TTWO icon
254
PUT
Take-Two Interactive
TTWO
$39.5B
$21M 0.03%
205,700
-12,900
-6% -$1.16M
AGN
255
PUT
DELISTED
Allergan plc
AGN
$21M 0.03%
102,400
+39,700
+63% +$9.23M
SPG icon
256
PUT
Simon Property Group
SPG
$66.2B
$20.9M 0.03%
+130,000
New +$20.8M
URI icon
257
CALL
United Rentals
URI
$64B
$20.9M 0.03%
150,800
+150,500
+50,167% +$18M
LUV icon
258
PUT
Southwest Airlines
LUV
$18.9B
$20.9M 0.03%
372,800
+250,000
+204% +$14M
TDG icon
259
CALL
TransDigm Group
TDG
$62.2B
$20.6M 0.03%
80,700
+79,900
+9,988% +$21.6M
NVDA icon
260
CALL
NVIDIA
NVDA
$5.4T
$20.6M 0.03%
4,608,000
+4,352,000
+1,700% +$18.1M
DD icon
261
PUT
DuPont de Nemours
DD
$17.3B
$20.6M 0.03%
117,359
+77,950
+198% +$13M
HON icon
262
PUT
Honeywell
HON
$65B
$20.6M 0.03%
160,514
– –
XLE icon
263
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
$20.5M 0.03%
600,000
-150,000
-20% -$4.88M
IBB icon
264
CALL
iShares Biotechnology ETF
IBB
$10.4B
$20.3M 0.03%
183,000
-92,700
-34% -$9.91M
EWA icon
265
CALL
iShares MSCI Australia ETF
EWA
$1.32B
$20.2M 0.03%
901,200
– –
PRU icon
266
PUT
Prudential Financial
PRU
$40.6B
$20.2M 0.03%
190,200
+81,600
+75% +$8.72M
XBI icon
267
PUT
State Street SPDR S&P Biotech ETF
XBI
$11.1B
$20.1M 0.03%
232,500
+26,500
+13% +$2.12M
SWKS icon
268
PUT
Skyworks Solutions
SWKS
$11.5B
$19.8M 0.03%
194,400
-494,700
-72% -$51.3M
MDT icon
269
CALL
Medtronic
MDT
$118B
$19.8M 0.03%
254,600
+84,600
+50% +$7.02M
AMD icon
270
PUT
Advanced Micro Devices
AMD
$851B
$19.6M 0.03%
1,535,500
+1,292,200
+531% +$16.9M
MTOR
271
CALL
DELISTED
MERITOR, Inc.
MTOR
$19.5M 0.03%
+750,000
New +$14.9M
MTOR
272
PUT
DELISTED
MERITOR, Inc.
MTOR
$19.5M 0.03%
+750,000
New +$14.9M
BRK.A icon
273
Berkshire Hathaway Class A
BRK.A
$1.08T
$19.5M 0.03%
71
-147
-67% -$39M
VALE icon
274
CALL
Vale
VALE
$65.7B
$19.3M 0.03%
1,919,000
-80,000
-4% -$805K
TRN icon
275
Trinity Industries
TRN
$2.24B
$19.3M 0.03%
839,077
+757,864
+933% +$15.6M
9 10
11
12 13

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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.