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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
P
1176
Everpure Inc
P
$25.7B
$670K ﹤0.01%
41,898
+39,108
+1,402% +$536K
PANW icon
1177
CALL
Palo Alto Networks
PANW
$270B
$662K ﹤0.01%
27,600
-1,730,400
-98% -$39.4M
HRTG icon
1178
PUT
Heritage Insurance Holdings
HRTG
$889M
$661K ﹤0.01%
+50,000
New +$601K
GKOS icon
1179
CALL
Glaukos
GKOS
$9.83B
$660K ﹤0.01%
20,000
-3,000
-13% -$114K
CXO
1180
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$659K ﹤0.01%
5,000
-12,500
-71% -$1.5M
EMES
1181
CALL
DELISTED
Emerge Energy Services LP
EMES
$659K ﹤0.01%
+80,000
New +$588K
LJPC
1182
DELISTED
La Jolla Pharmaceutical Company
LJPC
$655K ﹤0.01%
+18,833
New +$606K
DO
1183
CALL
DELISTED
Diamond Offshore Drilling
DO
$653K ﹤0.01%
+45,000
New +$542K
HPQ icon
1184
PUT
HP
HPQ
$24.9B
$649K ﹤0.01%
+32,500
New +$619K
D icon
1185
Dominion Energy
D
$60.8B
$641K ﹤0.01%
+8,327
New +$648K
TPR icon
1186
CALL
Tapestry
TPR
$30.8B
$640K ﹤0.01%
15,900
+11,900
+298% +$524K
AEM icon
1187
PUT
Agnico Eagle Mines
AEM
$73.6B
$633K ﹤0.01%
14,000
-100
-0.7% -$4.68K
SIOX
1188
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
$633K ﹤0.01%
+11,503
New +$1.94M
LOCO icon
1189
CALL
El Pollo Loco
LOCO
$501M
$627K ﹤0.01%
51,600
– –
CBI
1190
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
$627K ﹤0.01%
+37,300
New +$571K
CCL icon
1191
Carnival Corporation Ltd
CCL
$38.1B
$622K ﹤0.01%
+9,628
New +$644K
EDZ icon
1192
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.3M
$621K ﹤0.01%
1,108
– –
TTC icon
1193
CALL
Toro Company
TTC
$8.75B
$621K ﹤0.01%
+10,000
New +$670K
XYZ
1194
Block Inc
XYZ
$48.4B
$621K ﹤0.01%
+21,550
New +$564K
D icon
1195
CALL
Dominion Energy
D
$60.8B
$615K ﹤0.01%
8,000
-4,000
-33% -$311K
ASNA
1196
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
$613K ﹤0.01%
+12,500
New +$543K
PCOM
1197
DELISTED
Points.com Inc. Common Shares
PCOM
$610K ﹤0.01%
53,545
+52,167
+3,786% +$474K
BG icon
1198
Bunge Global
BG
$20.4B
$609K ﹤0.01%
8,771
-39,597
-82% -$3M
DO
1199
DELISTED
Diamond Offshore Drilling
DO
$608K ﹤0.01%
+41,903
New +$504K
SCHW
1200
Charles Schwab
SCHW
$183B
$607K ﹤0.01%
+13,887
New +$577K
46 47
48
49 50

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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.