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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
NUAN
1326
DELISTED
Nuance Communications, Inc.
NUAN
$380K ﹤0.01%
27,943
+10,377
+59% +$148K
WAB icon
1327
PUT
Wabtec
WAB
$49.1B
$379K ﹤0.01%
5,000
+3,000
+150% +$231K
HPE icon
1328
CALL
Hewlett Packard
HPE
$63.4B
$375K ﹤0.01%
+25,500
New +$348K
XLP icon
1329
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$372K ﹤0.01%
6,885
-34,564
-83% -$1.9M
MAS icon
1330
Masco
MAS
$14.1B
$370K ﹤0.01%
9,487
-3,061
-24% -$115K
PXD
1331
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$369K ﹤0.01%
2,500
-47,500
-95% -$6.83M
SUN icon
1332
Sunoco
SUN
$14.4B
$368K ﹤0.01%
+11,842
New +$369K
TRCO
1333
PUT
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$368K ﹤0.01%
9,000
– –
CIT
1334
PUT
DELISTED
CIT Group Inc.
CIT
$368K ﹤0.01%
7,500
-92,500
-93% -$4.35M
MDLZ icon
1335
CALL
Mondelez International
MDLZ
$79.5B
$366K ﹤0.01%
9,000
-54,100
-86% -$2.3M
SKT icon
1336
CALL
Tanger
SKT
$4.67B
$366K ﹤0.01%
15,000
+13,000
+650% +$329K
PG icon
1337
PUT
Procter & Gamble
PG
$336B
$364K ﹤0.01%
4,000
– –
KOL
1338
PUT
DELISTED
VanEck Vectors Coal ETF
KOL
$364K ﹤0.01%
2,500
– –
MCHP icon
1339
PUT
Microchip Technology
MCHP
$40.3B
$359K ﹤0.01%
8,000
– –
GOGO icon
1340
PUT
Gogo Inc
GOGO
$565M
$354K ﹤0.01%
30,000
– –
RRC icon
1341
PUT
Range Resources
RRC
$9.38B
$352K ﹤0.01%
18,000
-6,000
-25% -$116K
ANF icon
1342
Abercrombie & Fitch
ANF
$4.42B
$348K ﹤0.01%
24,066
-30,128
-56% -$344K
DRI icon
1343
CALL
Darden Restaurants
DRI
$23.3B
$348K ﹤0.01%
4,400
– –
MDXG icon
1344
CALL
MiMedx Group
MDXG
$602M
$346K ﹤0.01%
29,200
+9,200
+46% +$136K
ADI icon
1345
CALL
Analog Devices
ADI
$179B
$345K ﹤0.01%
4,000
– –
TAL icon
1346
TAL Education Group
TAL
$6.93B
$340K ﹤0.01%
+10,088
New +$284K
WY icon
1347
PUT
Weyerhaeuser
WY
$18B
$340K ﹤0.01%
10,000
-4,000
-29% -$131K
NGD
1348
DELISTED
New Gold Inc
NGD
$338K ﹤0.01%
+91,107
New +$315K
AMC icon
1349
AMC Entertainment Holdings
AMC
$2.52B
$333K ﹤0.01%
+2,266
New +$378K
LSAK icon
1350
Lesaka Technologies
LSAK
$396M
$331K ﹤0.01%
+33,998
New +$328K
52 53
54
55 56

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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.