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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
HIG icon
1576
CALL
Hartford Financial Services
HIG
$38.9B
$111K ﹤0.01%
2,000
– –
JCAP
1577
DELISTED
Jernigan Capital, Inc.
JCAP
$110K ﹤0.01%
+5,353
New +$110K
KN icon
1578
CALL
Knowles
KN
$3.13B
$107K ﹤0.01%
7,000
– –
MRVL icon
1579
CALL
Marvell Technology
MRVL
$168B
$107K ﹤0.01%
6,000
-2,900
-33% -$48.3K
BNY
1580
CALL
Bank of New York Mellon
BNY
$106B
$106K ﹤0.01%
2,000
– –
LEN icon
1581
CALL
Lennar Class A
LEN
$19.8B
$106K ﹤0.01%
2,101
– –
ZG icon
1582
Zillow
ZG
$7.94B
$106K ﹤0.01%
2,641
-1,856
-41% -$78.5K
FTR
1583
DELISTED
Frontier Communications Corp.
FTR
$106K ﹤0.01%
9,001
+5,243
+140% +$73.7K
NG icon
1584
CALL
NovaGold Resources
NG
$2.56B
$103K ﹤0.01%
+25,000
New +$108K
ADI icon
1585
Analog Devices
ADI
$179B
$101K ﹤0.01%
1,174
+370
+46% +$29.8K
LL
1586
DELISTED
LL Flooring Holdings, Inc.
LL
$101K ﹤0.01%
2,584
-676
-21% -$22.5K
SGYP
1587
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$99K ﹤0.01%
34,054
+33,354
+4,765% +$114K
SHLD
1588
PUT
DELISTED
Sears Holding Corporation
SHLD
$99K ﹤0.01%
13,600
– –
ESI icon
1589
Element Solutions
ESI
$8.95B
$98K ﹤0.01%
8,802
+3,921
+80% +$48.6K
HRI icon
1590
PUT
Herc Holdings
HRI
$5.02B
$98K ﹤0.01%
2,000
– –
AMTD
1591
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$98K ﹤0.01%
2,000
-244,000
-99% -$10.9M
CBOE icon
1592
CALL
Cboe Global Markets
CBOE
$32.5B
$97K ﹤0.01%
900
-43,200
-98% -$4.25M
IRM icon
1593
Iron Mountain
IRM
$36.4B
$96K ﹤0.01%
2,475
+1,640
+196% +$61.3K
KN icon
1594
Knowles
KN
$3.13B
$96K ﹤0.01%
6,283
+1,031
+20% +$15.8K
KGC icon
1595
Kinross Gold
KGC
$27.4B
$93K ﹤0.01%
21,973
-70,097
-76% -$300K
NC icon
1596
NACCO Industries
NC
$357M
$91K ﹤0.01%
+4,662
New +$77.1K
APO icon
1597
PUT
Apollo Global Management
APO
$72.4B
$90K ﹤0.01%
3,000
-3,000
-50% -$86.4K
ETN icon
1598
Eaton
ETN
$161B
$89K ﹤0.01%
+1,160
New +$87.5K
NTAP icon
1599
PUT
NetApp
NTAP
$35B
$88K ﹤0.01%
2,000
– –
SHLD
1600
CALL
DELISTED
Sears Holding Corporation
SHLD
$88K ﹤0.01%
12,000
+10,000
+500% +$82.2K
62 63
64
65 66

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Carson Wealth (CWM LLC)
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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.