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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
EG icon
751
PUT
Everest Group
EG
$14.1B
$2.74M ﹤0.01%
+12,000
New +$3.02M
PPG icon
752
CALL
PPG Industries
PPG
$23.8B
$2.74M ﹤0.01%
25,200
+9,200
+58% +$980K
AMT icon
753
PUT
American Tower
AMT
$81.7B
$2.73M ﹤0.01%
+20,000
New +$2.78M
HIMX
754
CALL
Himax Technologies
HIMX
$2.43B
$2.73M ﹤0.01%
+250,000
New +$2.27M
MNST icon
755
Monster Beverage
MNST
$83.9B
$2.73M ﹤0.01%
197,788
+195,956
+10,696% +$2.64M
MDXG icon
756
PUT
MiMedx Group
MDXG
$683M
$2.73M ﹤0.01%
+229,700
New +$3.41M
MRVL icon
757
PUT
Marvell Technology
MRVL
$211B
$2.7M ﹤0.01%
150,700
-379,500
-72% -$6.32M
BP icon
758
CALL
BP
BP
$118B
$2.69M ﹤0.01%
77,621
-150,228
-66% -$4.77M
RIG icon
759
PUT
Transocean
RIG
$6.38B
$2.69M ﹤0.01%
250,000
-85,000
-25% -$732K
CS
760
PUT
DELISTED
Credit Suisse Group
CS
$2.69M ﹤0.01%
170,000
+40,000
+31% +$607K
UCO icon
761
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$459M
$2.67M ﹤0.01%
24,000
-2,720
-10% -$271K
ABBV icon
762
CALL
AbbVie
ABBV
$443B
$2.67M ﹤0.01%
30,000
– –
XLU icon
763
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.3B
$2.65M ﹤0.01%
100,000
+60,000
+150% +$1.61M
VLO icon
764
CALL
Valero Energy
VLO
$112B
$2.65M ﹤0.01%
34,400
-315,000
-90% -$21.7M
ACAD icon
765
PUT
Acadia Pharmaceuticals
ACAD
$4.77B
$2.64M ﹤0.01%
70,000
+7,500
+12% +$244K
VWO icon
766
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$128B
$2.62M ﹤0.01%
+60,100
New +$2.6M
S
767
PUT
DELISTED
Sprint Corporation
S
$2.61M ﹤0.01%
335,000
+185,000
+123% +$1.52M
UNG icon
768
United States Natural Gas Fund
UNG
$546M
$2.6M ﹤0.01%
24,757
+19,670
+387% +$2.07M
INFY icon
769
Infosys
INFY
$44.3B
$2.6M ﹤0.01%
356,406
+4,422
+1% +$33.5K
FANG icon
770
CALL
Diamondback Energy
FANG
$56.7B
$2.6M ﹤0.01%
+26,500
New +$2.44M
LOW icon
771
Lowe's Companies
LOW
$111B
$2.6M ﹤0.01%
+32,462
New +$2.49M
USCR
772
CALL
DELISTED
U S Concrete, Inc.
USCR
$2.59M ﹤0.01%
+34,000
New +$2.61M
NUE icon
773
CALL
Nucor
NUE
$58.5B
$2.59M ﹤0.01%
46,200
+16,100
+53% +$910K
CB icon
774
CALL
Chubb
CB
$130B
$2.58M ﹤0.01%
18,100
-33,900
-65% -$4.91M
KMB icon
775
CALL
Kimberly-Clark
KMB
$32.8B
$2.58M ﹤0.01%
+21,900
New +$2.67M
29 30
31
32 33

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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.