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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
IVV icon
1951
iShares Core S&P 500 ETF
IVV
$878B
$2K ﹤0.01%
7
+2
+40% +$497
L icon
1952
Loews
L
$23.9B
$2K ﹤0.01%
+34
New +$1.62K
LEN.B icon
1953
CALL
Lennar Class B
LEN.B
$19.4B
$2K ﹤0.01%
+43
New +$1.77K
MD icon
1954
Pediatrix Medical
MD
$2.18B
$2K ﹤0.01%
+38
New +$1.81K
MKSI icon
1955
MKS Inc
MKSI
$20.1B
$2K ﹤0.01%
+18
New +$1.47K
NTRS icon
1956
Northern Trust
NTRS
$33.3B
$2K ﹤0.01%
+20
New +$1.81K
SQM icon
1957
Sociedad Química y Minera de Chile
SQM
$19.2B
$2K ﹤0.01%
+30
New +$1.35K
TER icon
1958
Teradyne
TER
$57.6B
$2K ﹤0.01%
44
-26,229
-100% -$908K
UNM icon
1959
Unum
UNM
$13.6B
$2K ﹤0.01%
+35
New +$1.71K
VIG icon
1960
Vanguard Dividend Appreciation ETF
VIG
$111B
$2K ﹤0.01%
19
+18
+1,800% +$1.68K
WEN icon
1961
Wendy's
WEN
$1.4B
$2K ﹤0.01%
+106
New +$1.62K
XOMA
1962
DELISTED
Xoma
XOMA
$2K ﹤0.01%
94
– –
FLG
1963
Flagstar Bank National Association
FLG
$5.93B
$2K ﹤0.01%
39
-20,500
-100% -$773K
APTO
1964
DELISTED
Aptose Biosciences, Inc.
APTO
$2K ﹤0.01%
3
-4
-57% -$2.69K
PBCT
1965
DELISTED
People's United Financial Inc
PBCT
$2K ﹤0.01%
116
-107
-48% -$1.85K
CLGX
1966
DELISTED
Corelogic, Inc.
CLGX
$2K ﹤0.01%
+35
New +$1.59K
CARB
1967
DELISTED
Carbonite Inc
CARB
$2K ﹤0.01%
+88
New +$1.86K
LLL
1968
DELISTED
L3 Technologies, Inc.
LLL
$2K ﹤0.01%
+8
New +$1.44K
SPA
1969
DELISTED
Sparton
SPA
$2K ﹤0.01%
81
-6,719
-99% -$155K
CPN
1970
DELISTED
Calpine Corporation
CPN
$2K ﹤0.01%
+102
New +$1.46K
AIV
1971
Aimco
AIV
$387M
$1K ﹤0.01%
+233
New +$1.39K
AQB icon
1972
AquaBounty Technologies
AQB
$4.66M
$1K ﹤0.01%
6
– –
AVB icon
1973
AvalonBay Communities
AVB
$26.5B
$1K ﹤0.01%
+8
New +$1.5K
AWK icon
1974
American Water Works
AWK
$26.7B
$1K ﹤0.01%
+17
New +$1.38K
CLNE icon
1975
CALL
Clean Energy Fuels
CLNE
$427M
$1K ﹤0.01%
600
– –
77 78
79
80 81

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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.