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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
ALSK
1651
DELISTED
Alaska Communications Systems
ALSK
$47K ﹤0.01%
20,872
+15,748
+307% +$35.1K
GLNG icon
1652
PUT
Golar LNG
GLNG
$5B
$45K ﹤0.01%
+2,000
New +$43.9K
DDD icon
1653
CALL
3D Systems Corp
DDD
$431M
$44K ﹤0.01%
3,300
-6,200
-65% -$90.8K
VOD icon
1654
Vodafone
VOD
$36.3B
$44K ﹤0.01%
1,540
-227
-13% -$6.57K
KEY icon
1655
PUT
KeyCorp
KEY
$24.2B
$43K ﹤0.01%
2,300
– –
MTCH icon
1656
Match Group
MTCH
$9.19B
$43K ﹤0.01%
1,869
-3,301
-64% -$66.5K
ASNA
1657
DELISTED
Ascena Retail Group, Inc.
ASNA
$43K ﹤0.01%
+885
New +$38.4K
ABR icon
1658
Arbor Realty Trust
ABR
$964M
$42K ﹤0.01%
+5,063
New +$41.2K
HRTX icon
1659
Heron Therapeutics
HRTX
$93.9M
$42K ﹤0.01%
2,581
+1,982
+331% +$31.1K
GGB icon
1660
Gerdau
GGB
$9.74B
$41K ﹤0.01%
14,936
-4,610
-24% -$12.9K
GIII icon
1661
G-III Apparel Group
GIII
$1.54B
$41K ﹤0.01%
+1,412
New +$37.2K
SITC icon
1662
SITE Centers
SITC
$225M
$40K ﹤0.01%
+3,400
New +$42.6K
HIG icon
1663
PUT
Hartford Financial Services
HIG
$38.9B
$39K ﹤0.01%
700
– –
MAS icon
1664
PUT
Masco
MAS
$14.1B
$39K ﹤0.01%
1,000
– –
TEX icon
1665
Terex
TEX
$7.18B
$39K ﹤0.01%
874
-41,965
-98% -$1.66M
CUDA
1666
PUT
DELISTED
Barracuda Networks, Inc.
CUDA
$39K ﹤0.01%
1,600
-5,100
-76% -$120K
WPM icon
1667
PUT
Wheaton Precious Metals
WPM
$49.5B
$38K ﹤0.01%
2,000
– –
XL
1668
DELISTED
XL Group Ltd.
XL
$38K ﹤0.01%
+966
New +$41.2K
HPQ icon
1669
HP
HPQ
$24.9B
$37K ﹤0.01%
1,855
-186,388
-99% -$3.55M
HST icon
1670
CALL
Host Hotels & Resorts
HST
$17.2B
$37K ﹤0.01%
2,000
-2,000
-50% -$36.4K
IDCC icon
1671
InterDigital
IDCC
$7.87B
$37K ﹤0.01%
500
-11,574
-96% -$847K
CSFL
1672
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$36K ﹤0.01%
+1,326
New +$33K
TRCO
1673
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$35K ﹤0.01%
857
-4,074
-83% -$166K
GES
1674
PUT
DELISTED
Guess Inc
GES
$34K ﹤0.01%
2,000
– –
CHK
1675
DELISTED
Chesapeake Energy Corporation
CHK
$34K ﹤0.01%
+39
New +$33.5K
65 66
67
68 69

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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.