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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
STWD icon
1101
PUT
Starwood Property Trust
STWD
$5.92B
$923K ﹤0.01%
42,500
+40,500
+2,025% +$893K
LCI
1102
CALL
DELISTED
Lannett Company, Inc.
LCI
$923K ﹤0.01%
+12,500
New +$918K
KEY icon
1103
KeyCorp
KEY
$24.2B
$921K ﹤0.01%
48,935
-1,948
-4% -$35.2K
ETP
1104
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
$915K ﹤0.01%
+50,000
New +$971K
IONS icon
1105
CALL
Ionis Pharmaceuticals
IONS
$8.6B
$913K ﹤0.01%
+18,000
New +$943K
CHKP icon
1106
CALL
Check Point Software Technologies
CHKP
$13B
$912K ﹤0.01%
8,000
– –
BMS
1107
CALL
DELISTED
Bemis
BMS
$911K ﹤0.01%
20,000
-30,200
-60% -$1.35M
BMY icon
1108
Bristol-Myers Squibb
BMY
$133B
$903K ﹤0.01%
+14,173
New +$828K
PENN icon
1109
PENN Entertainment
PENN
$2.75B
$901K ﹤0.01%
+38,522
New +$825K
IMMR icon
1110
Immersion
IMMR
$251M
$899K ﹤0.01%
110,057
+102,299
+1,319% +$801K
TGP
1111
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
$890K ﹤0.01%
+50,000
New +$868K
ETFC
1112
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$890K ﹤0.01%
20,400
– –
KW
1113
DELISTED
Kennedy-Wilson Holdings
KW
$889K ﹤0.01%
47,920
-13,796
-22% -$266K
PKE icon
1114
PUT
Park Aerospace
PKE
$737M
$888K ﹤0.01%
48,000
-7,000
-13% -$127K
OIL
1115
PUT
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$888K ﹤0.01%
165,000
+80,000
+94% +$402K
CTSH icon
1116
CALL
Cognizant
CTSH
$24.9B
$885K ﹤0.01%
12,200
+7,100
+139% +$499K
AKAM icon
1117
Akamai
AKAM
$16.7B
$881K ﹤0.01%
18,086
+1,804
+11% +$86.3K
KKR icon
1118
KKR & Co
KKR
$91.1B
$879K ﹤0.01%
43,247
+30,155
+230% +$572K
DLTR icon
1119
PUT
Dollar Tree
DLTR
$24.4B
$868K ﹤0.01%
10,000
– –
BRX icon
1120
CALL
Brixmor Property Group
BRX
$9.67B
$857K ﹤0.01%
+45,600
New +$866K
GFI icon
1121
CALL
Gold Fields
GFI
$29B
$853K ﹤0.01%
+197,800
New +$811K
ADSK icon
1122
Autodesk
ADSK
$49.5B
$850K ﹤0.01%
7,568
+7,556
+62,967% +$834K
STT icon
1123
PUT
State Street
STT
$50.6B
$841K ﹤0.01%
8,800
-198,400
-96% -$18.5M
EXAS
1124
DELISTED
Exact Sciences
EXAS
$839K ﹤0.01%
+17,804
New +$717K
ESI icon
1125
CALL
Element Solutions
ESI
$8.95B
$836K ﹤0.01%
+75,000
New +$929K
43 44
45
46 47

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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KBC Group
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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.