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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
LEG
2776
PUT
DELISTED
Leggett & Platt
LEG
– –
-2,000
Closed -$105K
LEMB icon
2777
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$727M
$0 ﹤0.01%
1
– –
LGLV icon
2778
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.2B
$0 ﹤0.01%
1
– –
LH icon
2779
CALL
Labcorp
LH
$26B
– –
-8,497
Closed -$1.13M
LH icon
2780
PUT
Labcorp
LH
$26B
– –
-4,889
Closed -$647K
LHX icon
2781
PUT
L3Harris
LHX
$46.6B
– –
-2,000
Closed -$218K
LITE icon
2782
CALL
Lumentum
LITE
$88.7B
– –
-50,000
Closed -$2.85M
LKQ icon
2783
CALL
LKQ Corp
LKQ
$6.12B
– –
-80,000
Closed -$2.64M
LKQ icon
2784
LKQ Corp
LKQ
$6.12B
– –
-431,221
Closed -$14.2M
LKQ icon
2785
PUT
LKQ Corp
LKQ
$6.12B
– –
-2,000
Closed -$66K
LNW
2786
DELISTED
Light & Wonder
LNW
– –
-443,375
Closed -$15.5M
LOPE icon
2787
Grand Canyon Education
LOPE
$3.94B
– –
-4,104
Closed -$322K
LOW icon
2788
PUT
Lowe's Companies
LOW
$111B
– –
-35,000
Closed -$2.71M
LPX icon
2789
Louisiana-Pacific
LPX
$4.72B
– –
-1,723
Closed -$42K
LQDH icon
2790
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$555M
$0 ﹤0.01%
1
– –
LRCX icon
2791
CALL
Lam Research
LRCX
$395B
– –
-1,000,000
Closed -$14.1M
LTPZ icon
2792
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$887M
$0 ﹤0.01%
1
– –
LUV icon
2793
Southwest Airlines
LUV
$18.9B
– –
-22,240
Closed -$1.25M
MAIN icon
2794
Main Street Capital
MAIN
$5.27B
– –
-307
Closed -$12K
MAIN icon
2795
PUT
Main Street Capital
MAIN
$5.27B
– –
-2,000
Closed -$77K
MANH icon
2796
CALL
Manhattan Associates
MANH
$12B
– –
-2,000
Closed -$96K
MANH icon
2797
Manhattan Associates
MANH
$12B
– –
-3,868
Closed -$186K
MANH icon
2798
PUT
Manhattan Associates
MANH
$12B
– –
-16,200
Closed -$779K
MBB icon
2799
iShares MBS ETF
MBB
$39.3B
$0 ﹤0.01%
1
– –
MBI icon
2800
CALL
MBIA
MBI
$233M
– –
-2,000
Closed -$19K
110 111
112
113 114

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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.