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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
BOOT icon
1351
Boot Barn
BOOT
$4.51B
$330K ﹤0.01%
37,083
-21,773
-37% -$173K
ATVI
1352
CALL
DELISTED
Activision Blizzard
ATVI
$329K ﹤0.01%
5,100
-311,900
-98% -$19.5M
GNE icon
1353
PUT
Genie Energy
GNE
$367M
$328K ﹤0.01%
50,000
– –
NUAN
1354
PUT
DELISTED
Nuance Communications, Inc.
NUAN
$327K ﹤0.01%
24,024
-53,130
-69% -$759K
RDI icon
1355
Reading International Class A
RDI
$33.2M
$325K ﹤0.01%
20,699
-8,494
-29% -$134K
DG icon
1356
PUT
Dollar General
DG
$28B
$324K ﹤0.01%
4,000
– –
DOX icon
1357
CALL
Amdocs
DOX
$5.92B
$322K ﹤0.01%
5,000
– –
SNCR
1358
DELISTED
Synchronoss Technologies
SNCR
$318K ﹤0.01%
+3,787
New +$527K
DB icon
1359
PUT
Deutsche Bank
DB
$69B
$315K ﹤0.01%
18,200
-49,300
-73% -$854K
AUPH icon
1360
PUT
Aurinia Pharmaceuticals
AUPH
$1.91B
$314K ﹤0.01%
50,000
– –
ESRX
1361
DELISTED
Express Scripts Holding Company
ESRX
$314K ﹤0.01%
+4,966
New +$309K
AUPH icon
1362
Aurinia Pharmaceuticals
AUPH
$1.91B
$312K ﹤0.01%
49,702
+30,951
+165% +$195K
GMED icon
1363
Globus Medical
GMED
$10.7B
$307K ﹤0.01%
+10,337
New +$316K
PAYC icon
1364
PUT
Paycom
PAYC
$7.64B
$307K ﹤0.01%
4,100
-7,500
-65% -$537K
SC
1365
CALL
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$307K ﹤0.01%
+20,000
New +$273K
SC
1366
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
$307K ﹤0.01%
+20,000
New +$273K
UGA icon
1367
PUT
United States Gasoline Fund
UGA
$142M
$304K ﹤0.01%
+10,800
New +$291K
ARRS
1368
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$304K ﹤0.01%
10,680
+10,660
+53,300% +$295K
APD icon
1369
CALL
Air Products & Chemicals
APD
$65.7B
$302K ﹤0.01%
2,000
-25,000
-93% -$3.66M
COST icon
1370
CALL
Costco
COST
$422B
$296K ﹤0.01%
1,800
-14,700
-89% -$2.31M
BRSL
1371
Brightstar Lottery PLC
BRSL
$1.84B
$293K ﹤0.01%
11,935
-5,264
-31% -$107K
NEE icon
1372
CALL
NextEra Energy
NEE
$181B
$293K ﹤0.01%
8,000
-6,400
-44% -$234K
ONIT
1373
Onity Group
ONIT
$309M
$292K ﹤0.01%
5,656
+1,788
+46% +$78K
BUD icon
1374
AB InBev
BUD
$170B
$291K ﹤0.01%
2,441
-3,891
-61% -$456K
DBI icon
1375
Designer Brands
DBI
$307M
$291K ﹤0.01%
+13,528
New +$249K
53 54
55
56 57

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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.