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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
DAL icon
201
CALL
Delta Air Lines
DAL
$51.8B
$28.9M 0.05%
600,000
+279,800
+87% +$13.9M
ZTS icon
202
CALL
Zoetis
ZTS
$30.3B
$28.9M 0.05%
453,400
– –
CVS icon
203
PUT
CVS Health
CVS
$122B
$28.8M 0.05%
354,000
-509,400
-59% -$40.3M
USB icon
204
PUT
US Bancorp
USB
$96.8B
$28.5M 0.05%
532,700
+366,700
+221% +$19.2M
GOOGL icon
205
PUT
Alphabet (Google) Class A
GOOGL
$4.04T
$28.2M 0.05%
580,000
+80,000
+16% +$3.79M
VZ icon
206
CALL
Verizon
VZ
$207B
$27.8M 0.05%
562,600
-1,938,100
-78% -$91.2M
IYR icon
207
iShares US Real Estate ETF
IYR
$4.27B
$27.6M 0.05%
345,999
+58,365
+20% +$4.69M
EWY icon
208
CALL
iShares MSCI South Korea ETF
EWY
$29.1B
$27.6M 0.05%
400,000
+300,000
+300% +$20.6M
MCD icon
209
PUT
McDonald's
MCD
$179B
$27.5M 0.05%
175,600
-17,000
-9% -$2.66M
MCD icon
210
CALL
McDonald's
MCD
$179B
$27.4M 0.05%
175,000
-4,600
-3% -$721K
IBM icon
211
IBM
IBM
$226B
$27.4M 0.05%
197,247
-80,338
-29% -$11.2M
RSX
212
CALL
DELISTED
VanEck Russia ETF
RSX
$27.3M 0.05%
1,225,000
+1,150,000
+1,533% +$23.7M
TRV icon
213
CALL
Travelers Companies
TRV
$76.5B
$26.7M 0.04%
218,100
+216,100
+10,805% +$27M
STMP
214
PUT
DELISTED
Stamps.com, Inc.
STMP
$26.6M 0.04%
+131,200
New +$24.1M
JD icon
215
CALL
JD.com
JD
$36.5B
$26.2M 0.04%
685,000
-60,000
-8% -$2.57M
HOG icon
216
CALL
Harley-Davidson
HOG
$2.78B
$25.7M 0.04%
534,000
+495,000
+1,269% +$24.1M
DHR icon
217
CALL
Danaher
DHR
$144B
$25.7M 0.04%
338,400
– –
SLV icon
218
PUT
iShares Silver Trust
SLV
$32.7B
$25.3M 0.04%
1,605,000
-100,000
-6% -$1.59M
CMCSA icon
219
PUT
Comcast
CMCSA
$87.3B
$25.2M 0.04%
654,600
-563,300
-46% -$22.2M
AABA
220
PUT
DELISTED
Altaba Inc
AABA
$24.8M 0.04%
+375,000
New +$23M
GILD icon
221
CALL
Gilead Sciences
GILD
$181B
$24.8M 0.04%
306,000
+51,000
+20% +$3.9M
AU icon
222
PUT
AngloGold Ashanti
AU
$54.9B
$24.6M 0.04%
2,645,000
+1,425,000
+117% +$13.8M
UAL icon
223
PUT
United Airlines
UAL
$34.8B
$24.3M 0.04%
399,700
+327,600
+454% +$21.8M
CB icon
224
PUT
Chubb
CB
$130B
$24.2M 0.04%
+170,000
New +$24.6M
MT icon
225
PUT
ArcelorMittal
MT
$58B
$24M 0.04%
+930,000
New +$24.1M
7 8
9
10 11

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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.