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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
AIG icon
301
PUT
American International
AIG
$39.2B
$16.3M 0.03%
265,700
-114,300
-30% -$7.12M
GWW icon
302
W.W. Grainger
GWW
$60.2B
$16.3M 0.03%
90,693
-193,701
-68% -$32.7M
UNG icon
303
PUT
United States Natural Gas Fund
UNG
$546M
$16.3M 0.03%
154,988
+51,769
+50% +$5.46M
KHC icon
304
CALL
Kraft Heinz
KHC
$29.2B
$16.2M 0.03%
209,100
+187,100
+850% +$15.6M
ETD icon
305
PUT
Ethan Allen Interiors
ETD
$547M
$16.2M 0.03%
500,000
+10,000
+2% +$307K
LMT icon
306
CALL
Lockheed Martin
LMT
$121B
$16M 0.03%
51,500
+35,600
+224% +$10.6M
AMAT icon
307
Applied Materials
AMAT
$372B
$15.8M 0.03%
303,872
+21,410
+8% +$968K
HDS
308
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
$15.7M 0.03%
435,800
+385,800
+772% +$12.4M
TCOM icon
309
Trip.com Group
TCOM
$24.7B
$15.6M 0.03%
296,593
+179,807
+154% +$9.76M
MRK icon
310
PUT
Merck
MRK
$364B
$15.6M 0.03%
255,607
-111,193
-30% -$6.74M
LVS icon
311
PUT
Las Vegas Sands
LVS
$28.1B
$15.6M 0.03%
242,900
-1,057,700
-81% -$65.6M
QQQ icon
312
Invesco QQQ Trust
QQQ
$489B
$15.5M 0.03%
106,677
+106,676
+10,667,600% +$15.3M
ODFL icon
313
CALL
Old Dominion Freight Line
ODFL
$37.7B
$15.4M 0.03%
+420,000
New +$13.9M
DVY icon
314
CALL
iShares Select Dividend ETF
DVY
$23.5B
$15.4M 0.03%
164,500
– –
SVXY icon
315
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$255M
$15.4M 0.03%
81,900
– –
TSN icon
316
CALL
Tyson Foods
TSN
$18.2B
$15.3M 0.03%
217,800
+73,800
+51% +$4.72M
PYPL icon
317
PayPal
PYPL
$44.6B
$15.3M 0.03%
239,444
-2,336
-1% -$140K
VZ icon
318
Verizon
VZ
$207B
$15.2M 0.03%
+307,842
New +$14.5M
DE icon
319
PUT
Deere & Co
DE
$183B
$15.1M 0.02%
120,000
+36,400
+44% +$4.49M
GS icon
320
Goldman Sachs
GS
$300B
$15M 0.02%
63,285
+12,943
+26% +$2.92M
TWTR
321
DELISTED
Twitter, Inc.
TWTR
$14.8M 0.02%
876,562
+650,175
+287% +$11.4M
PGR icon
322
CALL
Progressive
PGR
$125B
$14.5M 0.02%
+300,000
New +$14M
WW
323
PUT
DELISTED
WW International
WW
$14.3M 0.02%
329,100
-10,000
-3% -$415K
STLA icon
324
CALL
Stellantis
STLA
$15.3B
$14.3M 0.02%
800,000
-3,200
-0.4% -$44.3K
ITB icon
325
CALL
iShares US Home Construction ETF
ITB
$2.19B
$14.3M 0.02%
+391,000
New +$13.4M
11 12
13
14 15

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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.