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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
(+18%)
Cap. Flow
-$159M
Cap. Flow
% of AUM
-0.26%
Top 10 Holdings %
Top 10 Hldgs %
56.96%
Holding
4,056
New
717
Increased
510
Reduced
605
Closed
861
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$218M |
| 2 |
Apple
AAPL
|
+$136M |
| 3 |
NRG Energy
NRG
|
+$92.7M |
| 4 |
Citigroup
C
|
+$91.6M |
| 5 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$70.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$188M |
| 2 |
Mondelez International
MDLZ
|
+$133M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$73.5M |
| 4 |
Intel
INTC
|
+$67.7M |
| 5 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$41.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 96.71% |
| 2 | Technology | 0.76% |
| 3 | Financials | 0.69% |
| 4 | Consumer Discretionary | 0.53% |
| 5 | Industrials | 0.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
351
CALL
Newmont
NEM
$136B
| $12.2M | 0.02% |
325,200
-284,500
| -47% | -$10.3M |
|
352
CALL
Regions Financial
RF
$25.5B
| $11.9M | 0.02% |
780,200
+13,700
| +2% | +$197K |
|
|
ANDV
353
CALL
DELISTED
Andeavor
ANDV
| $11.8M | 0.02% |
+114,500
| New | +$11.3M |
|
354
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
| $11.8M | 0.02% |
261,822
+261,820
| +13,091,000% | +$11.8M |
|
355
PUT
Chevron
CVX
$419B
| $11.8M | 0.02% |
100,000
-80,000
| -44% | -$8.73M |
|
356
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
| $11.7M | 0.02% |
102,600
-8,100
| -7% | -$920K |
|
357
CALL
C.H. Robinson
CHRW
$17.6B
| $11.6M | 0.02% |
152,500
+57,400
| +60% | +$3.98M |
|
358
PUT
Goodyear
GT
$1.66B
| $11.5M | 0.02% |
345,000
+224,400
| +186% | +$7.29M |
|
359
PUT
Wynn Resorts
WYNN
$9.29B
| $11.5M | 0.02% |
77,000
-328,100
| -81% | -$44.7M |
|
|
MON
360
PUT
DELISTED
Monsanto Co
MON
| $11.5M | 0.02% |
95,600
+60,500
| +172% | +$7.12M |
|
361
Lockheed Martin
LMT
$121B
| $11.4M | 0.02% |
36,850
+33,080
| +877% | +$9.87M |
|
362
United States Oil Fund
USO
$1.7B
| $11.4M | 0.02% |
+136,824
| New | +$10.8M |
|
|
GG
363
PUT
DELISTED
Goldcorp Inc
GG
| $11.4M | 0.02% |
879,600
-297,700
| -25% | -$3.91M |
|
364
CALL
JetBlue
JBLU
$1.65B
| $11.4M | 0.02% |
614,700
+125,000
| +26% | +$2.62M |
|
365
Qualcomm
QCOM
$188B
| $11.4M | 0.02% |
219,265
-266,718
| -55% | -$14.1M |
|
366
CALL
MGM Resorts International
MGM
$10.2B
| $11.3M | 0.02% |
347,600
-638,600
| -65% | -$20.5M |
|
367
PUT
NXP Semiconductors
NXPI
$56.3B
| $11.3M | 0.02% |
100,000
| – | – |
|
|
JWN
368
CALL
DELISTED
Nordstrom
JWN
| $11.3M | 0.02% |
239,500
-9,400
| -4% | -$436K |
|
369
Micron Technology
MU
$1.16T
| $11.3M | 0.02% |
286,530
-910,543
| -76% | -$28.8M |
|
370
AngloGold Ashanti
AU
$54.9B
| $11.3M | 0.02% |
1,212,855
+783,160
| +182% | +$7.57M |
|
|
K
371
CALL
DELISTED
Kellanova
K
| $11.2M | 0.02% |
+191,700
| New | +$12.1M |
|
372
CALL
Skyworks Solutions
SWKS
$11.5B
| $11.2M | 0.02% |
110,100
-297,700
| -73% | -$30.9M |
|
373
ProShares Short VIX Short-Term Futures ETF
SVXY
$255M
| $11.2M | 0.02% |
59,788
-47,093
| -44% | -$7.91M |
|
374
PUT
Hasbro
HAS
$12.5B
| $11.2M | 0.02% |
114,700
-118,600
| -51% | -$12M |
|
375
PUT
SLB Ltd
SLB
$84.7B
| $11.2M | 0.02% |
+160,000
| New | +$10.6M |
|
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TI
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's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.
- 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.