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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
AKS
1226
PUT
DELISTED
AK Steel Holding Corp
AKS
$559K ﹤0.01%
100,000
-23,000
-19% -$132K
VWO icon
1227
Vanguard FTSE Emerging Markets ETF
VWO
$128B
$554K ﹤0.01%
12,719
+12,718
+1,271,800% +$550K
ZAYO
1228
PUT
DELISTED
Zayo Group Holdings, Inc.
ZAYO
$552K ﹤0.01%
16,000
-65,000
-80% -$2.16M
SCHW
1229
PUT
Charles Schwab
SCHW
$184B
$547K ﹤0.01%
+12,500
New +$519K
TSG
1230
DELISTED
The Stars Group Inc.
TSG
$547K ﹤0.01%
26,690
+24,174
+961% +$435K
SHAK icon
1231
Shake Shack
SHAK
$2.55B
$539K ﹤0.01%
16,224
-109,574
-87% -$3.59M
CSL icon
1232
Carlisle Companies
CSL
$13.4B
$537K ﹤0.01%
+5,355
New +$519K
BBG
1233
PUT
DELISTED
Bill Barrett Corp
BBG
$536K ﹤0.01%
+125,000
New +$415K
BIG
1234
CALL
DELISTED
Big Lots, Inc.
BIG
$535K ﹤0.01%
10,000
– –
EA
1235
DELISTED
Electronic Arts
EA
$532K ﹤0.01%
4,509
-25,893
-85% -$3M
ESRX
1236
PUT
DELISTED
Express Scripts Holding Company
ESRX
$532K ﹤0.01%
8,400
-56,200
-87% -$3.49M
EFX icon
1237
CALL
Equifax
EFX
$19.7B
$530K ﹤0.01%
5,000
+3,000
+150% +$397K
FXC icon
1238
CALL
Invesco CurrencyShares Canadian Dollar Trust
FXC
$70.7M
$530K ﹤0.01%
+6,700
New +$528K
PAA icon
1239
PUT
Plains All American Pipeline
PAA
$18.2B
$530K ﹤0.01%
+25,000
New +$579K
ESPR
1240
DELISTED
Esperion Therapeutics
ESPR
$525K ﹤0.01%
10,469
+9,831
+1,541% +$474K
SGMO
1241
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$525K ﹤0.01%
35,000
– –
UVXY icon
1242
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$316M
$525K ﹤0.01%
+2
New +$769K
ALV icon
1243
Autoliv
ALV
$8.73B
$523K ﹤0.01%
5,878
-14,054
-71% -$1.14M
PII icon
1244
PUT
Polaris
PII
$3.37B
$523K ﹤0.01%
5,000
-17,300
-78% -$1.64M
TPR icon
1245
Tapestry
TPR
$22.7B
$513K ﹤0.01%
12,740
+11,354
+819% +$500K
PAAS icon
1246
CALL
Pan American Silver
PAAS
$21.9B
$512K ﹤0.01%
30,000
– –
PIR
1247
DELISTED
Pier 1 Imports, Inc.
PIR
$511K ﹤0.01%
+6,103
New +$546K
ARLP icon
1248
Alliance Resource Partners
ARLP
$3.44B
$509K ﹤0.01%
+26,309
New +$503K
CLR
1249
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$507K ﹤0.01%
13,139
-87,951
-87% -$2.99M
SFM icon
1250
Sprouts Farmers Market
SFM
$6.82B
$504K ﹤0.01%
26,841
-42,727
-61% -$946K
48 49
50
51 52

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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.