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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
MRO
1026
DELISTED
Marathon Oil Corporation
MRO
$1.14M ﹤0.01%
84,284
-23,338
-22% -$277K
SEDG icon
1027
PUT
SolarEdge
SEDG
$2.51B
$1.14M ﹤0.01%
+40,000
New +$1.01M
PCOM
1028
PUT
DELISTED
Points.com Inc. Common Shares
PCOM
$1.14M ﹤0.01%
100,000
– –
SNY icon
1029
Sanofi
SNY
$103B
$1.14M ﹤0.01%
+22,885
New +$1.11M
CWEN icon
1030
CALL
Clearway Energy Class C
CWEN
$4.94B
$1.13M ﹤0.01%
58,300
– –
CHK
1031
CALL
DELISTED
Chesapeake Energy Corporation
CHK
$1.13M ﹤0.01%
1,309
-1,125
-46% -$966K
HTZ
1032
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$1.12M ﹤0.01%
57,550
– –
THRM icon
1033
PUT
Gentherm
THRM
$1.24B
$1.11M ﹤0.01%
+30,000
New +$1.03M
VNDA icon
1034
Vanda Pharmaceuticals
VNDA
$307M
$1.11M ﹤0.01%
+62,031
New +$1.04M
RLJ icon
1035
PUT
RLJ Lodging Trust
RLJ
$1.86B
$1.1M ﹤0.01%
+50,000
New +$1.03M
UN
1036
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$1.1M ﹤0.01%
+18,600
New +$1.09M
ATEN icon
1037
A10 Networks
ATEN
$2.13B
$1.1M ﹤0.01%
144,941
+89,176
+160% +$607K
DDS icon
1038
Dillards
DDS
$9.19B
$1.1M ﹤0.01%
+19,551
New +$1.2M
CZR
1039
PUT
DELISTED
Caesars Entertainment Corporation
CZR
$1.1M ﹤0.01%
+82,100
New +$995K
SNY icon
1040
CALL
Sanofi
SNY
$103B
$1.09M ﹤0.01%
+22,000
New +$1.06M
JUNO
1041
PUT
DELISTED
Juno Therapeutics, Inc.
JUNO
$1.09M ﹤0.01%
+24,400
New +$832K
ISBC
1042
PUT
DELISTED
Investors Bancorp, Inc.
ISBC
$1.09M ﹤0.01%
+80,000
New +$1.06M
NXST icon
1043
PUT
Nexstar Media Group
NXST
$5.82B
$1.09M ﹤0.01%
+17,500
New +$1.08M
TT icon
1044
CALL
Trane Technologies
TT
$101B
$1.08M ﹤0.01%
+12,100
New +$1.07M
DATA
1045
DELISTED
Tableau Software, Inc.
DATA
$1.08M ﹤0.01%
14,378
+2,520
+21% +$175K
APA icon
1046
APA Corp
APA
$13.2B
$1.07M ﹤0.01%
+23,365
New +$1.03M
BRSL
1047
CALL
Brightstar Lottery PLC
BRSL
$1.84B
$1.06M ﹤0.01%
43,400
+41,400
+2,070% +$845K
ANF icon
1048
CALL
Abercrombie & Fitch
ANF
$4.42B
$1.06M ﹤0.01%
73,600
– –
NWG icon
1049
PUT
NatWest
NWG
$75.3B
$1.05M ﹤0.01%
134,271
-139,286
-51% -$1.01M
STLD icon
1050
CALL
Steel Dynamics
STLD
$36B
$1.05M ﹤0.01%
30,500
-306,000
-91% -$10.7M
40 41
42
43 44

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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.