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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
DDD icon
1501
3D Systems Corp
DDD
$431M
$174K ﹤0.01%
12,992
+12,890
+12,637% +$189K
HLT icon
1502
PUT
Hilton Worldwide
HLT
$72.1B
$174K ﹤0.01%
2,500
-2,640
-51% -$168K
LE icon
1503
Lands' End
LE
$370M
$174K ﹤0.01%
+13,176
New +$171K
BRCD
1504
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$174K ﹤0.01%
+14,580
New +$180K
DY icon
1505
CALL
Dycom Industries
DY
$12B
$172K ﹤0.01%
2,000
– –
GGB icon
1506
PUT
Gerdau
GGB
$9.74B
$172K ﹤0.01%
63,000
– –
PEI
1507
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$172K ﹤0.01%
1,092
+548
+101% +$90.1K
DXCM icon
1508
DexCom
DXCM
$31.5B
$171K ﹤0.01%
+13,980
New +$247K
WDR
1509
DELISTED
Waddell & Reed Financial, Inc.
WDR
$170K ﹤0.01%
8,464
+6,144
+265% +$118K
FLR icon
1510
CALL
Fluor
FLR
$7.01B
$168K ﹤0.01%
4,000
– –
UNP icon
1511
Union Pacific
UNP
$174B
$168K ﹤0.01%
1,450
-15,048
-91% -$1.61M
TSS
1512
DELISTED
Total System Services, Inc.
TSS
$167K ﹤0.01%
+2,550
New +$165K
P
1513
PUT
Everpure Inc
P
$25.7B
$165K ﹤0.01%
10,300
-14,200
-58% -$195K
AUY
1514
PUT
DELISTED
Yamana Gold, Inc.
AUY
$165K ﹤0.01%
62,000
-4,000
-6% -$10.6K
CLB icon
1515
Core Laboratories
CLB
$488M
$164K ﹤0.01%
+1,662
New +$161K
CALA
1516
CALL
DELISTED
Calithera Biosciences, Inc
CALA
$164K ﹤0.01%
+520
New +$164K
RDC
1517
DELISTED
Rowan Companies Plc
RDC
$160K ﹤0.01%
12,449
-83,042
-87% -$891K
SONY icon
1518
Sony
SONY
$137B
$158K ﹤0.01%
21,195
-575
-3% -$4.5K
CIB icon
1519
Grupo Cibest SA
CIB
$22B
$156K ﹤0.01%
+3,401
New +$153K
SUPV
1520
Grupo Supervielle
SUPV
$828M
$155K ﹤0.01%
+6,294
New +$124K
CLR
1521
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$154K ﹤0.01%
4,000
-246,900
-98% -$8.38M
DERM
1522
DELISTED
Dermira, Inc.
DERM
$154K ﹤0.01%
+5,704
New +$149K
CYB
1523
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
$154K ﹤0.01%
6,055
– –
NXRT
1524
NexPoint Residential Trust
NXRT
$666M
$153K ﹤0.01%
+6,452
New +$155K
CMI icon
1525
CALL
Cummins
CMI
$87.5B
$151K ﹤0.01%
900
-140,500
-99% -$22.7M
59 60
61
62 63

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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.