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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 | |
|---|---|---|---|---|---|---|
526
Stellantis
STLA
$15.3B
| $5.89M | 0.01% |
328,824
-358,791
| -52% | -$4.96M |
|
527
CALL
YPF Sociedad Anonima ADS
YPF
$21.4B
| $5.88M | 0.01% |
+263,900
| New | +$5.44M |
|
528
CALL
Eagle Materials
EXP
$5.73B
| $5.87M | 0.01% |
+55,000
| New | +$5.25M |
|
|
HEES
529
CALL
DELISTED
H&E Equipment Services
HEES
| $5.87M | 0.01% |
+201,000
| New | +$4.67M |
|
530
CALL
Vanguard FTSE Europe ETF
VGK
$30.6B
| $5.83M | 0.01% |
+100,000
| New | +$5.67M |
|
531
PUT
Regeneron Pharmaceuticals
REGN
$83.2B
| $5.81M | 0.01% |
13,000
+5,000
| +63% | +$2.38M |
|
532
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$316M
| $5.79M | 0.01% |
+22
| New | +$8.46M |
|
|
TIF
533
PUT
DELISTED
Tiffany & Co.
TIF
| $5.78M | 0.01% |
63,000
-136,600
| -68% | -$12.5M |
|
|
S
534
DELISTED
Sprint Corporation
S
| $5.78M | 0.01% |
742,913
+7,222
| +1% | +$59.3K |
|
535
PUT
Hewlett Packard
HPE
$78.2B
| $5.76M | 0.01% |
391,900
-141,617
| -27% | -$1.93M |
|
536
PUT
SBA Communications
SBAC
$19.8B
| $5.73M | 0.01% |
39,800
-32,100
| -45% | -$4.57M |
|
537
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
| $5.72M | 0.01% |
+70,000
| New | +$5.62M |
|
|
CMA
538
PUT
DELISTED
Comerica
CMA
| $5.72M | 0.01% |
75,000
| – | – |
|
539
CALL
Best Buy
BBY
$18.5B
| $5.7M | 0.01% |
100,000
+80,000
| +400% | +$4.58M |
|
540
CALL
PVH
PVH
$3.16B
| $5.68M | 0.01% |
45,100
+43,100
| +2,155% | +$5.25M |
|
541
Gilead Sciences
GILD
$181B
| $5.65M | 0.01% |
+69,737
| New | +$5.33M |
|
542
CALL
United Airlines
UAL
$34.8B
| $5.57M | 0.01% |
91,500
-105,200
| -53% | -$7.01M |
|
|
FNSR
543
CALL
DELISTED
Finisar Corp
FNSR
| $5.54M | 0.01% |
250,000
| – | – |
|
544
CALL
Norfolk Southern
NSC
$72.6B
| $5.54M | 0.01% |
41,900
-11,900
| -22% | -$1.45M |
|
545
CALL
Flex
FLEX
$41.6B
| $5.5M | 0.01% |
440,564
+424,242
| +2,599% | +$5.23M |
|
546
CALL
XPO
XPO
$21.6B
| $5.47M | 0.01% |
233,335
+92,235
| +65% | +$1.93M |
|
|
DISH
547
PUT
DELISTED
DISH Network Corp.
DISH
| $5.46M | 0.01% |
100,700
-40,000
| -28% | -$2.37M |
|
548
PUT
VanEck Semiconductor ETF
SMH
$69.9B
| $5.41M | 0.01% |
116,000
-727,800
| -86% | -$31.8M |
|
|
POT
549
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $5.4M | 0.01% |
280,800
+90,200
| +47% | +$1.61M |
|
|
UNIT
550
PUT
Uniti Group
UNIT
$2.44B
| $5.35M | 0.01% |
+365,100
| New | +$7.71M |
|
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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.