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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
NSC icon
1401
PUT
Norfolk Southern
NSC
$75.4B
$264K ﹤0.01%
2,000
-23,900
-92% -$2.91M
VTRS icon
1402
Viatris
VTRS
$20.4B
$263K ﹤0.01%
+8,392
New +$285K
SRC
1403
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$263K ﹤0.01%
+6,847
New +$253K
SGYP
1404
PUT
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$261K ﹤0.01%
+90,000
New +$307K
CDE icon
1405
CALL
Coeur Mining
CDE
$15.4B
$260K ﹤0.01%
28,300
– –
JBHT icon
1406
JB Hunt Transport Services
JBHT
$25.5B
$260K ﹤0.01%
+2,340
New +$226K
ANDX
1407
DELISTED
Andeavor Logistics LP
ANDX
$260K ﹤0.01%
+5,187
New +$259K
MKC icon
1408
McCormick & Company Non-Voting
MKC
$13.7B
$259K ﹤0.01%
+5,052
New +$244K
IDTI
1409
DELISTED
Integrated Device Technology I
IDTI
$258K ﹤0.01%
9,711
+9,134
+1,583% +$232K
ASML icon
1410
ASML
ASML
$626B
$256K ﹤0.01%
1,498
-16,966
-92% -$2.6M
LUMO
1411
CALL
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$255K ﹤0.01%
+2,778
New +$213K
SWN
1412
CALL
DELISTED
Southwestern Energy Company
SWN
$255K ﹤0.01%
41,800
-88,200
-68% -$500K
IBN icon
1413
ICICI Bank
IBN
$108B
$253K ﹤0.01%
29,563
-42,696
-59% -$390K
RIG icon
1414
Transocean
RIG
$5.89B
$253K ﹤0.01%
23,556
-122,899
-84% -$1.06M
AVXS
1415
DELISTED
AveXis, Inc. Common Stock
AVXS
$252K ﹤0.01%
+2,602
New +$235K
IDCC icon
1416
PUT
InterDigital
IDCC
$7.87B
$251K ﹤0.01%
3,400
-43,300
-93% -$3.17M
XHR
1417
Xenia Hotels & Resorts
XHR
$1.9B
$250K ﹤0.01%
+11,900
New +$238K
CLIR icon
1418
ClearSign Technologies
CLIR
$24.3M
$248K ﹤0.01%
6,985
-11,857
-63% -$395K
PG icon
1419
Procter & Gamble
PG
$336B
$248K ﹤0.01%
+2,724
New +$248K
DOC
1420
CALL
DELISTED
PHYSICIANS REALTY TRUST
DOC
$248K ﹤0.01%
+14,000
New +$258K
BEN icon
1421
CALL
Franklin Resources
BEN
$17.6B
$245K ﹤0.01%
5,500
– –
FMI
1422
DELISTED
Foundation Medicine, Inc.
FMI
$245K ﹤0.01%
+6,106
New +$236K
AHGP
1423
DELISTED
Alliance Holdings GP
AHGP
$245K ﹤0.01%
8,810
-11,091
-56% -$294K
CME icon
1424
PUT
CME Group
CME
$96.3B
$244K ﹤0.01%
1,800
– –
HES
1425
PUT
DELISTED
Hess
HES
$244K ﹤0.01%
5,200
-8,000
-61% -$338K
55 56
57
58 59

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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.