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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
PBR icon
576
PUT
Petrobras
PBR
$135B
$4.77M 0.01%
475,000
+359,400
+311% +$3.26M
TRU icon
577
CALL
TransUnion
TRU
$14.8B
$4.73M 0.01%
+100,000
New +$4.57M
VALE icon
578
Vale
VALE
$65.7B
$4.71M 0.01%
467,619
-613,331
-57% -$6.17M
IBN icon
579
PUT
ICICI Bank
IBN
$104B
$4.71M 0.01%
550,000
-308,000
-36% -$2.81M
AMAT icon
580
CALL
Applied Materials
AMAT
$372B
$4.7M 0.01%
90,200
+22,900
+34% +$1.04M
HAL icon
581
CALL
Halliburton
HAL
$30.9B
$4.7M 0.01%
102,000
-12,000
-11% -$503K
LULU icon
582
lululemon athletica
LULU
$11B
$4.68M 0.01%
75,140
+32,896
+78% +$1.98M
CNC icon
583
PUT
Centene
CNC
$31.6B
$4.67M 0.01%
+96,600
New +$4.16M
LAZ icon
584
CALL
Lazard
LAZ
$4.16B
$4.67M 0.01%
+103,200
New +$4.58M
MET icon
585
MetLife
MET
$60.8B
$4.65M 0.01%
+89,578
New +$4.36M
UAA icon
586
PUT
Under Armour
UAA
$2.1B
$4.63M 0.01%
281,000
+262,100
+1,387% +$4.81M
MLCO icon
587
Melco Resorts & Entertainment
MLCO
$1.92B
$4.62M 0.01%
191,327
+144,213
+306% +$3.13M
STI
588
CALL
DELISTED
SunTrust Banks, Inc.
STI
$4.61M 0.01%
77,100
+67,100
+671% +$3.79M
CL icon
589
PUT
Colgate-Palmolive
CL
$70.2B
$4.6M 0.01%
63,200
-58,800
-48% -$4.24M
MGM icon
590
MGM Resorts International
MGM
$10.2B
$4.53M 0.01%
138,984
-300,883
-68% -$9.68M
TFCF
591
PUT
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$4.51M 0.01%
+175,000
New +$4.75M
MAC icon
592
Macerich
MAC
$6.53B
$4.49M 0.01%
+81,707
New +$4.58M
EWY icon
593
iShares MSCI South Korea ETF
EWY
$29.1B
$4.49M 0.01%
64,983
+64,982
+6,498,200% +$4.47M
XLRN
594
PUT
DELISTED
Acceleron Pharma
XLRN
$4.48M 0.01%
120,000
– –
MOS icon
595
CALL
The Mosaic Company
MOS
$8.33B
$4.45M 0.01%
206,200
+188,500
+1,065% +$4.08M
OZK icon
596
CALL
Bank OZK
OZK
$5.31B
$4.45M 0.01%
+92,600
New +$4.12M
TECK icon
597
Teck Resources
TECK
$34.5B
$4.4M 0.01%
208,640
-89,450
-30% -$1.95M
TEVA icon
598
PUT
Teva Pharmaceuticals
TEVA
$42.9B
$4.4M 0.01%
+250,000
New +$5.63M
YELP icon
599
CALL
Yelp
YELP
$1.11B
$4.39M 0.01%
101,500
+95,500
+1,592% +$3.68M
CLB icon
600
PUT
Core Laboratories
CLB
$579M
$4.39M 0.01%
+44,500
New +$4.31M
22 23
24
25 26

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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.