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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
COR icon
1201
Cencora
COR
$60.6B
$605K ﹤0.01%
+7,315
New +$621K
CNH
1202
CALL
CNH Industrial
CNH
$12.7B
$601K ﹤0.01%
+57,450
New +$579K
FNSR
1203
PUT
DELISTED
Finisar Corp
FNSR
$598K ﹤0.01%
27,000
-45,800
-63% -$1.12M
TRIP icon
1204
TripAdvisor
TRIP
$1.65B
$595K ﹤0.01%
14,670
-18,495
-56% -$751K
DBC icon
1205
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
$593K ﹤0.01%
38,500
+38,499
+3,849,900% +$573K
GLW icon
1206
Corning
GLW
$119B
$587K ﹤0.01%
19,605
+4,949
+34% +$147K
URA icon
1207
CALL
Global X Uranium ETF
URA
$5.42B
$587K ﹤0.01%
44,100
+42,500
+2,656% +$586K
ATVI
1208
DELISTED
Activision Blizzard
ATVI
$586K ﹤0.01%
9,077
-45,886
-83% -$2.86M
UFS
1209
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
$586K ﹤0.01%
+13,500
New +$538K
IWP icon
1210
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$585K ﹤0.01%
10,328
+10,326
+516,300% +$567K
LGF.B
1211
DELISTED
Lions Gate Entertainment Corp. Class B Non-Voting Shares
LGF.B
$583K ﹤0.01%
18,326
– –
ICPT
1212
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$580K ﹤0.01%
+10,000
New +$1.08M
PRTK
1213
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$579K ﹤0.01%
23,063
+22,963
+22,963% +$534K
GRUB
1214
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$579K ﹤0.01%
5,500
-5,250
-49% -$537K
HAPN
1215
Happen Inc
HAPN
$2.21B
$578K ﹤0.01%
18,980
+1,475
+8% +$42.5K
MXWL
1216
DELISTED
Maxwell Technologies Inc
MXWL
$578K ﹤0.01%
+112,617
New +$642K
AM
1217
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
$576K ﹤0.01%
+18,255
New +$596K
LRCX icon
1218
Lam Research
LRCX
$367B
$573K ﹤0.01%
30,980
-324,940
-91% -$5.27M
XLNX
1219
CALL
DELISTED
Xilinx Inc
XLNX
$573K ﹤0.01%
8,100
-22,400
-73% -$1.46M
RDS.A
1220
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$572K ﹤0.01%
+9,442
New +$528K
CUDA
1221
CALL
DELISTED
Barracuda Networks, Inc.
CUDA
$570K ﹤0.01%
23,500
-5,000
-18% -$118K
NLSN
1222
DELISTED
Nielsen Holdings plc
NLSN
$567K ﹤0.01%
13,671
+12,662
+1,255% +$506K
THC icon
1223
Tenet Healthcare
THC
$20.5B
$564K ﹤0.01%
34,325
+26,050
+315% +$442K
WOLF icon
1224
Wolfspeed
WOLF
$1.23B
$564K ﹤0.01%
+19,990
New +$497K
SIX
1225
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
$561K ﹤0.01%
+9,200
New +$516K
47 48
49
50 51

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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.