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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 | |
|---|---|---|---|---|---|---|
926
CALL
HCI Group
HCI
$2.31B
| $1.53M | ﹤0.01% |
+40,000
| New | +$1.64M |
|
927
Howmet Aerospace
HWM
$92.8B
| $1.52M | ﹤0.01% |
79,827
+5,191
| +7% | +$99.3K |
|
928
CALL
Pentair
PNR
$9.18B
| $1.52M | ﹤0.01% |
+33,354
| New | +$1.43M |
|
929
CALL
ING
ING
$104B
| $1.52M | ﹤0.01% |
82,500
+22,500
| +38% | +$407K |
|
|
AVP
930
PUT
DELISTED
Avon Products, Inc.
AVP
| $1.51M | ﹤0.01% |
650,000
| – | – |
|
931
PUT
A10 Networks
ATEN
$1.8B
| $1.51M | ﹤0.01% |
200,000
| – | – |
|
932
Urban Outfitters
URBN
$6.64B
| $1.51M | ﹤0.01% |
63,152
+63,033
| +52,969% | +$1.27M |
|
|
TIF
933
CALL
DELISTED
Tiffany & Co.
TIF
| $1.5M | ﹤0.01% |
16,300
-149,900
| -90% | -$13.7M |
|
934
PUT
Lockheed Martin
LMT
$121B
| $1.49M | ﹤0.01% |
4,800
+2,800
| +140% | +$835K |
|
935
PUT
J.M. Smucker
SJM
$13.2B
| $1.49M | ﹤0.01% |
14,200
+500
| +4% | +$57.1K |
|
936
Ironwood Pharmaceuticals
IRWD
$673M
| $1.49M | ﹤0.01% |
+112,494
| New | +$1.55M |
|
|
NVO
937
CALL
Novo Nordisk
NVO
$197B
| $1.48M | ﹤0.01% |
+61,600
| New | +$1.39M |
|
938
CALL
Gaming and Leisure Properties
GLPI
$12.1B
| $1.48M | ﹤0.01% |
+40,000
| New | +$1.51M |
|
939
CALL
Raymond James Financial
RJF
$33.8B
| $1.48M | ﹤0.01% |
26,250
+17,250
| +192% | +$930K |
|
940
PUT
iShares MSCI Mexico ETF
EWW
$1.8B
| $1.47M | ﹤0.01% |
27,000
| – | – |
|
|
AXDX
941
PUT
DELISTED
Accelerate Diagnostics
AXDX
| $1.47M | ﹤0.01% |
6,540
+160
| +3% | +$39.3K |
|
|
AGN
942
DELISTED
Allergan plc
AGN
| $1.45M | ﹤0.01% |
+7,067
| New | +$1.64M |
|
943
CALL
Range Resources
RRC
$9.75B
| $1.44M | ﹤0.01% |
73,400
-331,200
| -82% | -$6.4M |
|
944
CALL
Bausch Health
BHC
$2.3B
| $1.43M | ﹤0.01% |
+100,000
| New | +$1.51M |
|
|
AVEO
945
CALL
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
| $1.43M | ﹤0.01% |
+39,270
| New | +$1.21M |
|
|
AY
946
CALL
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $1.43M | ﹤0.01% |
+72,700
| New | +$1.51M |
|
947
PUT
MGM Resorts International
MGM
$10.2B
| $1.43M | ﹤0.01% |
43,900
+23,900
| +120% | +$769K |
|
948
CALL
Avis
CAR
$4.69B
| $1.43M | ﹤0.01% |
+37,500
| New | +$1.26M |
|
949
PUT
Mattel
MAT
$3.93B
| $1.42M | ﹤0.01% |
91,700
-22,000
| -19% | -$393K |
|
950
CALL
Park Aerospace
PKE
$685M
| $1.41M | ﹤0.01% |
76,400
-94,100
| -55% | -$1.71M |
|
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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.