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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
RNG icon
3051
PUT
RingCentral
RNG
$5.82B
– –
-45,000
Closed -$1.65M
ROBO icon
3052
ROBO Global Robotics & Automation Index ETF
ROBO
$2.02B
$0 ﹤0.01%
1
– –
ROK icon
3053
CALL
Rockwell Automation
ROK
$47.3B
– –
-1,600
Closed -$259K
ROM icon
3054
ProShares Ultra Technology
ROM
$1.28B
$0 ﹤0.01%
32
– –
ROL icon
3055
PUT
Rollins
ROL
$16.6B
– –
-39,375
Closed -$712K
ROST icon
3056
CALL
Ross Stores
ROST
$72B
– –
-42,100
Closed -$2.43M
ROST icon
3057
Ross Stores
ROST
$72B
– –
-96
Closed -$6K
ROST icon
3058
PUT
Ross Stores
ROST
$72B
– –
-30,000
Closed -$1.73M
RPG icon
3059
Invesco S&P 500 Pure Growth ETF
RPG
$1.93B
$0 ﹤0.01%
5
– –
RPM icon
3060
RPM International
RPM
$12.7B
– –
-1,003
Closed -$55K
RPM icon
3061
PUT
RPM International
RPM
$12.7B
– –
-2,000
Closed -$109K
RPV icon
3062
Invesco S&P 500 Pure Value ETF
RPV
$1.73B
$0 ﹤0.01%
1
– –
RSP icon
3063
Invesco S&P 500 Equal Weight ETF
RSP
$98.3B
$0 ﹤0.01%
1
– –
RSPD icon
3064
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$287M
$0 ﹤0.01%
3
– –
RSPG icon
3065
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$646M
$0 ﹤0.01%
1
– –
RSPF icon
3066
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$304M
$0 ﹤0.01%
1
– –
RSPH icon
3067
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$823M
$0 ﹤0.01%
10
– –
RSPM icon
3068
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$185M
$0 ﹤0.01%
5
– –
RSPN icon
3069
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$990M
$0 ﹤0.01%
5
– –
RSPS icon
3070
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$240M
$0 ﹤0.01%
5
– –
RSPU icon
3071
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$521M
$0 ﹤0.01%
2
– –
RSPT icon
3072
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.83B
$0 ﹤0.01%
10
– –
RTX icon
3073
CALL
RTX Corp
RTX
$266B
– –
-151,908
Closed -$11.7M
RTX icon
3074
PUT
RTX Corp
RTX
$266B
– –
-77,067
Closed -$5.92M
RTH icon
3075
VanEck Retail ETF
RTH
$242M
$0 ﹤0.01%
1
– –
121 122
123
124 125

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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.