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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
-$159M
Cap. Flow %
-0.26%
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 Miscellaneous 96.71%
2 Technology 0.76%
3 Financials 0.69%
4 Consumer Discretionary 0.53%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KIE icon
2751
State Street SPDR S&P Insurance ETF
KIE
$624M
$0 ﹤0.01%
3
– –
KMB icon
2752
Kimberly-Clark
KMB
$32.8B
– –
-1,341
Closed -$164K
KMI icon
2753
CALL
Kinder Morgan
KMI
$69.9B
– –
-211,600
Closed -$4.05M
KMI icon
2754
Kinder Morgan
KMI
$69.9B
– –
-641,596
Closed -$12.5M
KNCT icon
2755
Invesco Next Gen Connectivity ETF
KNCT
$165M
$0 ﹤0.01%
1
– –
KO icon
2756
Coca-Cola
KO
$377B
– –
-12,311
Closed -$560K
KOLD icon
2757
ProShares UltraShort Bloomberg Natural Gas
KOLD
$116M
– –
0
– –
KORU icon
2758
Direxion Daily MSCI South Korea Bull 3X ETF
KORU
$1.75B
$0 ﹤0.01%
2
– –
KOS icon
2759
CALL
Kosmos Energy
KOS
$1.71B
– –
-225,000
Closed -$1.44M
KOS icon
2760
Kosmos Energy
KOS
$1.71B
– –
-17,234
Closed -$110K
KR icon
2761
Kroger
KR
$34.6B
– –
-6,322
Closed -$142K
KSS icon
2762
Kohl's
KSS
$1.99B
– –
-78,056
Closed -$3.2M
KWEB icon
2763
KraneShares CSI China Internet ETF
KWEB
$4.78B
$0 ﹤0.01%
1
– –
KXI icon
2764
iShares Global Consumer Staples ETF
KXI
$1.07B
$0 ﹤0.01%
2
– –
LAMR icon
2765
Lamar Advertising Co
LAMR
$15.1B
– –
-735
Closed -$54K
LAMR icon
2766
PUT
Lamar Advertising Co
LAMR
$15.1B
– –
-2,000
Closed -$147K
LAZ icon
2767
Lazard
LAZ
$4.16B
– –
-22
Closed -$975
LBTYA icon
2768
Liberty Global Class A
LBTYA
$3.58B
– –
-6,111
Closed -$204K
LDOS icon
2769
CALL
Leidos
LDOS
$16.1B
– –
-7,400
Closed -$383K
LDOS icon
2770
Leidos
LDOS
$16.1B
– –
-160,432
Closed -$8.29M
LDOS icon
2771
PUT
Leidos
LDOS
$16.1B
– –
-9,200
Closed -$476K
LDUR icon
2772
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.34B
$0 ﹤0.01%
1
– –
LEA icon
2773
PUT
Lear
LEA
$6.26B
– –
-2,500
Closed -$355K
LECO icon
2774
CALL
Lincoln Electric
LECO
$14.8B
– –
-12,800
Closed -$1.18M
LEG
2775
CALL
DELISTED
Leggett & Platt
LEG
– –
-2,000
Closed -$105K
109 110
111
112 113

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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's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

  • 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.