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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
WMB icon
3426
CALL
Williams Companies
WMB
$91.9B
– –
-646,700
Closed -$19.6M
WM icon
3427
CALL
Waste Management
WM
$86.5B
– –
-32,000
Closed -$2.35M
WMT icon
3428
Walmart Inc
WMT
$840B
– –
-144,156
Closed -$3.78M
WOOD icon
3429
iShares Global Timber & Forestry ETF
WOOD
$268M
$0 ﹤0.01%
1
– –
WPRT
3430
Westport Fuel Systems
WPRT
$34.4M
$0 ﹤0.01%
+5
New +$112
WSM icon
3431
Williams-Sonoma
WSM
$26.8B
– –
-3,476
Closed -$80.8K
WTMF icon
3432
WisdomTree Managed Futures Strategy Fund
WTMF
$263M
$0 ﹤0.01%
1
– –
WTRE icon
3433
WisdomTree New Economy Real Estate Fund
WTRE
$15.5M
$0 ﹤0.01%
1
– –
WTV icon
3434
WisdomTree US Value Fund
WTV
$3.29B
$0 ﹤0.01%
2
– –
WU icon
3435
CALL
Western Union
WU
$2.16B
– –
-18,000
Closed -$343K
WTW icon
3436
Willis Towers Watson
WTW
$29.1B
– –
-20
Closed -$3K
WW
3437
DELISTED
WW International
WW
– –
-11,026
Closed -$458K
WYNN icon
3438
Wynn Resorts
WYNN
$9.29B
– –
-95,237
Closed -$13M
WY icon
3439
CALL
Weyerhaeuser
WY
$16.3B
– –
-1,900
Closed -$64K
XAR icon
3440
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.54B
$0 ﹤0.01%
2
– –
XBI icon
3441
State Street SPDR S&P Biotech ETF
XBI
$11.1B
$0 ﹤0.01%
3
– –
XEL icon
3442
Xcel Energy
XEL
$47.6B
– –
-977
Closed -$45K
XES icon
3443
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$409M
– –
0
– –
XHB icon
3444
State Street SPDR S&P Homebuilders ETF
XHB
$1.36B
$0 ﹤0.01%
1
– –
XHB icon
3445
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.36B
– –
-300,000
Closed -$11.6M
XHE icon
3446
State Street SPDR S&P Health Care Equipment ETF
XHE
$174M
$0 ﹤0.01%
2
– –
XHS icon
3447
State Street SPDR S&P Health Care Services ETF
XHS
$221M
$0 ﹤0.01%
2
– –
XLE icon
3448
State Street Energy Select Sector SPDR ETF
XLE
$43B
$0 ﹤0.01%
2
– –
XLF icon
3449
CALL
State Street Financial Select Sector SPDR ETF
XLF
$54B
– –
-484,200
Closed -$11.9M
XLF icon
3450
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54B
– –
-1,375,300
Closed -$33.9M
136 137
138
139 140

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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.