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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
+$6.63B
Cap. Flow %
10.93%
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 Technology 0.76%
2 Financials 0.69%
3 Consumer Discretionary 0.4%
4 Industrials 0.31%
5 Materials 0.26%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KR icon
901
PUT
Kroger
KR
$35.4B
$1.66M ﹤0.01%
+82,800
New +$1.87M
COTY icon
902
CALL
Coty
COTY
$2.42B
$1.65M ﹤0.01%
100,000
-2,500
-2% -$45.2K
CLVS
903
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
$1.65M ﹤0.01%
+20,000
New +$1.59M
GRA
904
PUT
DELISTED
W.R. Grace & Co.
GRA
$1.65M ﹤0.01%
22,800
+20,800
+1,040% +$1.47M
AMT icon
905
CALL
American Tower
AMT
$80.8B
$1.64M ﹤0.01%
+12,000
New +$1.67M
JCI icon
906
CALL
Johnson Controls International
JCI
$88.8B
$1.64M ﹤0.01%
40,715
+20,000
+97% +$809K
MFGP
907
PUT
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
$1.63M ﹤0.01%
+42,105
New +$1.63M
AEIS icon
908
CALL
Advanced Energy
AEIS
$11.6B
$1.61M ﹤0.01%
20,000
-2,000
-9% -$145K
WFT
909
PUT
DELISTED
Weatherford International plc
WFT
$1.61M ﹤0.01%
352,000
+350,000
+17,500% +$1.45M
MNST icon
910
PUT
Monster Beverage
MNST
$94.3B
$1.6M ﹤0.01%
58,000
-39,000
-40% -$1.05M
BFYT
911
PUT
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$1.6M ﹤0.01%
+110,500
New +$3.05M
EXC icon
912
CALL
Exelon
EXC
$46.9B
$1.6M ﹤0.01%
59,585
-16,824
-22% -$450K
YUM icon
913
Yum! Brands
YUM
$42.2B
$1.59M ﹤0.01%
+21,615
New +$1.63M
KND
914
CALL
DELISTED
Kindred Healthcare
KND
$1.58M ﹤0.01%
232,700
-517,300
-69% -$4.4M
WBS icon
915
CALL
Webster Financial
WBS
$12.5B
$1.58M ﹤0.01%
30,000
– –
REGN icon
916
Regeneron Pharmaceuticals
REGN
$78.5B
$1.57M ﹤0.01%
3,521
+2,015
+134% +$959K
RL icon
917
Ralph Lauren
RL
$22.6B
$1.57M ﹤0.01%
17,821
-70,665
-80% -$5.82M
AX icon
918
Axos Financial
AX
$5.77B
$1.57M ﹤0.01%
+55,100
New +$1.44M
NTNX icon
919
CALL
Nutanix
NTNX
$16B
$1.57M ﹤0.01%
70,000
– –
ONCE
920
CALL
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$1.56M ﹤0.01%
+17,500
New +$1.33M
EVHC
921
PUT
DELISTED
Envision Healthcare Holdings Inc
EVHC
$1.56M ﹤0.01%
+34,700
New +$1.85M
ITCI
922
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$1.55M ﹤0.01%
+98,088
New +$1.44M
GIS icon
923
General Mills
GIS
$19.1B
$1.54M ﹤0.01%
29,765
-58,489
-66% -$3.21M
DBC icon
924
PUT
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
$1.54M ﹤0.01%
+100,000
New +$1.49M
CZR icon
925
CALL
Caesars Entertainment
CZR
$6.06B
$1.54M ﹤0.01%
+60,000
New +$1.33M
35 36
37
38 39

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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 deployed $6.63B of net new capital in Q3 2017, opening 717 new positions and adding to 510 existing holdings. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M.

By sector, the portfolio is most concentrated in Technology at 0.76% of assets, down from 0.85% a quarter earlier, followed by Financials and Consumer Discretionary.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $188M trimmed.

  • 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.