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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
MMP
326
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$14.2M 0.02%
200,000
– –
TSM icon
327
PUT
TSMC
TSM
$2.26T
$14.2M 0.02%
377,800
+240,500
+175% +$8.78M
CHRW icon
328
PUT
C.H. Robinson
CHRW
$17.6B
$14.1M 0.02%
185,100
+46,300
+33% +$3.21M
ADP icon
329
PUT
Automatic Data Processing
ADP
$105B
$14M 0.02%
+128,300
New +$13.7M
BKNG icon
330
Booking.com
BKNG
$130B
$14M 0.02%
191,450
+141,900
+286% +$10.8M
STLA icon
331
PUT
Stellantis
STLA
$15.3B
$14M 0.02%
780,000
+77,200
+11% +$1.07M
PRKS icon
332
United Parks & Resorts
PRKS
$1.76B
$13.9M 0.02%
1,073,850
-1,009,626
-48% -$13.8M
CMI icon
333
PUT
Cummins
CMI
$76.4B
$13.8M 0.02%
82,000
-159,200
-66% -$25.8M
ICE icon
334
PUT
Intercontinental Exchange
ICE
$87.9B
$13.7M 0.02%
200,000
– –
GOOG icon
335
Alphabet (Google) Class C
GOOG
$4.02T
$13.7M 0.02%
286,480
-1,578,920
-85% -$73.5M
MDY icon
336
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
$13.7M 0.02%
42,000
+36,000
+600% +$11.4M
NSC icon
337
Norfolk Southern
NSC
$72.6B
$13.7M 0.02%
103,523
+76,797
+287% +$9.34M
FMI
338
CALL
DELISTED
Foundation Medicine, Inc.
FMI
$13.7M 0.02%
340,000
-217,800
-39% -$8.4M
FDS icon
339
CALL
Factset
FDS
$9.93B
$13.5M 0.02%
+75,000
New +$12.2M
ABT icon
340
Abbott
ABT
$182B
$13.5M 0.02%
253,010
-71,129
-22% -$3.57M
TDG icon
341
TransDigm Group
TDG
$62.2B
$13.4M 0.02%
+52,436
New +$14.2M
F icon
342
CALL
Ford
F
$53.6B
$13.3M 0.02%
1,112,700
+349,800
+46% +$3.95M
W icon
343
CALL
Wayfair
W
$13.7B
$13.2M 0.02%
196,000
– –
QCOM icon
344
CALL
Qualcomm
QCOM
$188B
$13.1M 0.02%
253,300
+198,200
+360% +$10.5M
MOS icon
345
PUT
The Mosaic Company
MOS
$8.33B
$13M 0.02%
601,000
+306,800
+104% +$6.64M
B
346
CALL
Barrick Mining
B
$73.4B
$12.9M 0.02%
798,900
-176,800
-18% -$2.96M
XLNX
347
PUT
DELISTED
Xilinx Inc
XLNX
$12.8M 0.02%
181,200
+20,900
+13% +$1.37M
PFE icon
348
PUT
Pfizer
PFE
$158B
$12.5M 0.02%
369,743
+158,943
+75% +$5.11M
CCL icon
349
CALL
Carnival Corporation Ltd
CCL
$31.1B
$12.5M 0.02%
193,200
-5,000
-3% -$334K
BHC icon
350
PUT
Bausch Health
BHC
$2.3B
$12.2M 0.02%
854,400
+600,400
+236% +$9.08M
12 13
14
15 16

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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.