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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
TILE icon
1451
CALL
Interface
TILE
$1.99B
$219K ﹤0.01%
+10,000
New +$195K
EIX icon
1452
CALL
Edison International
EIX
$28.2B
$216K ﹤0.01%
2,800
-2,000
-42% -$158K
NCLH icon
1453
PUT
Norwegian Cruise Line
NCLH
$8.51B
$216K ﹤0.01%
4,000
– –
FTR
1454
PUT
DELISTED
Frontier Communications Corp.
FTR
$216K ﹤0.01%
18,264
+17,046
+1,400% +$239K
BOX icon
1455
Box
BOX
$4.37B
$214K ﹤0.01%
+11,063
New +$208K
MUR icon
1456
Murphy Oil
MUR
$5.7B
$213K ﹤0.01%
8,015
+8,014
+801,400% +$201K
CS
1457
DELISTED
Credit Suisse Group
CS
$213K ﹤0.01%
13,455
-14,821
-52% -$225K
ADMS
1458
CALL
DELISTED
Adamas Pharmaceuticals
ADMS
$212K ﹤0.01%
+10,000
New +$183K
BURL icon
1459
PUT
Burlington
BURL
$23.2B
$210K ﹤0.01%
2,200
-48,900
-96% -$4.29M
KBE icon
1460
State Street SPDR S&P Bank ETF
KBE
$1.64B
$209K ﹤0.01%
4,642
-101,056
-96% -$4.33M
TEL icon
1461
PUT
TE Connectivity
TEL
$59.6B
$208K ﹤0.01%
2,500
-9,000
-78% -$724K
BEN icon
1462
Franklin Resources
BEN
$17.6B
$207K ﹤0.01%
+4,657
New +$204K
ALK icon
1463
PUT
Alaska Air
ALK
$5.29B
$206K ﹤0.01%
2,700
– –
SEAC
1464
PUT
DELISTED
Seachange International Inc
SEAC
$206K ﹤0.01%
3,750
– –
WEAT icon
1465
Teucrium Wheat Fund
WEAT
$285M
$205K ﹤0.01%
6,240
– –
ALSK
1466
CALL
DELISTED
Alaska Communications Systems
ALSK
$204K ﹤0.01%
90,000
– –
ALSK
1467
PUT
DELISTED
Alaska Communications Systems
ALSK
$204K ﹤0.01%
90,000
– –
EXPR
1468
CALL
DELISTED
Express, Inc.
EXPR
$202K ﹤0.01%
1,500
– –
EPE
1469
DELISTED
EP Energy Corporation
EPE
$201K ﹤0.01%
61,788
+1,087
+2% +$3.54K
WSM icon
1470
PUT
Williams-Sonoma
WSM
$26.9B
$200K ﹤0.01%
8,000
-4,000
-33% -$93K
GPRO icon
1471
CALL
GoPro
GPRO
$130M
$198K ﹤0.01%
18,000
-31,000
-63% -$290K
WB icon
1472
PUT
Weibo
WB
$2B
$198K ﹤0.01%
2,000
-27,000
-93% -$2.38M
EPE
1473
PUT
DELISTED
EP Energy Corporation
EPE
$198K ﹤0.01%
60,800
– –
MBT
1474
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$198K ﹤0.01%
+18,991
New +$176K
LEN icon
1475
Lennar Class A
LEN
$19.8B
$197K ﹤0.01%
3,920
-136,014
-97% -$6.78M
57 58
59
60 61

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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.