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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
NBTB icon
2851
CALL
NBT Bancorp
NBTB
$2.66B
– –
-2,000
Closed -$74K
NDAQ icon
2852
CALL
Nasdaq
NDAQ
$52.7B
– –
-6,000
Closed -$143K
NEAR icon
2853
iShares Short Maturity Bond ETF
NEAR
$5.09B
$0 ﹤0.01%
1
– –
NERV icon
2854
Minerva Neurosciences
NERV
$197M
– –
-682
Closed -$48K
NFRA icon
2855
Northern Trust STOXX Global Broad Infrastructure ETF
NFRA
$3.09B
$0 ﹤0.01%
1
– –
NGL icon
2856
CALL
NGL Energy Partners
NGL
$2.21B
– –
-2,000
Closed -$28K
NHC icon
2857
National Healthcare
NHC
$3.56B
– –
-181
Closed -$13K
NLR icon
2858
VanEck Uranium + Nuclear Energy ETF
NLR
$4.29B
$0 ﹤0.01%
1
– –
NLY icon
2859
PUT
Annaly Capital Management
NLY
$17B
– –
-1,500
Closed -$72K
NOBL icon
2860
ProShares S&P 500 Dividend Aristocrats ETF
NOBL
$11.5B
$0 ﹤0.01%
2
– –
NOC icon
2861
PUT
Northrop Grumman
NOC
$73.2B
– –
-10,400
Closed -$2.67M
NOK icon
2862
CALL
Nokia
NOK
$60.2B
– –
-580,000
Closed -$3.57M
NORW icon
2863
Global X MSCI Norway ETF
NORW
$98.3M
$0 ﹤0.01%
1
– –
NOV icon
2864
CALL
NOV
NOV
$7.67B
– –
-300
Closed -$10K
NTNX icon
2865
PUT
Nutanix
NTNX
$18.1B
– –
-45,000
Closed -$907K
NVS icon
2866
CALL
Novartis
NVS
$261B
– –
-5,022
Closed -$376K
NWBI icon
2867
CALL
Northwest Bancshares
NWBI
$2.25B
– –
-4,000
Closed -$62K
NWSA icon
2868
CALL
News Corp Class A
NWSA
$15.9B
– –
-4,000
Closed -$55K
NXPI icon
2869
CALL
NXP Semiconductors
NXPI
$56.3B
– –
-12,000
Closed -$1.31M
NXST icon
2870
Nexstar Media Group
NXST
$5.08B
– –
-5,695
Closed -$351K
NYF icon
2871
iShares New York Muni Bond ETF
NYF
$1.44B
$0 ﹤0.01%
2
– –
O icon
2872
Realty Income
O
$56.9B
– –
-18,474
Closed -$1.03M
OC icon
2873
CALL
Owens Corning
OC
$10.2B
– –
-2,100
Closed -$141K
OC icon
2874
Owens Corning
OC
$10.2B
– –
-117,591
Closed -$7.87M
OCSL icon
2875
CALL
Oaktree Specialty Lending
OCSL
$1.12B
– –
-37,567
Closed -$548K
113 114
115
116 117

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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.