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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 | |
|---|---|---|---|---|---|---|
|
WFT
976
CALL
DELISTED
Weatherford International plc
WFT
| $1.33M | ﹤0.01% |
290,200
+250,000
| +622% | +$1.03M |
|
|
SODA
977
PUT
DELISTED
SodaStream International Ltd
SODA
| $1.33M | ﹤0.01% |
+20,000
| New | +$1.16M |
|
978
PUT
Emerson Electric
EMR
$83.9B
| $1.33M | ﹤0.01% |
21,100
-72,100
| -77% | -$4.35M |
|
979
CALL
Walmart Inc
WMT
$840B
| $1.32M | ﹤0.01% |
50,700
-695,400
| -93% | -$18.2M |
|
|
RRD
980
CALL
DELISTED
RR Donnelley & Sons Co.
RRD
| $1.32M | ﹤0.01% |
127,900
| – | – |
|
981
CALL
Axalta
AXTA
$7.37B
| $1.32M | ﹤0.01% |
45,500
-34,600
| -43% | -$1.05M |
|
982
CALL
Kite Realty
KRG
$5.22B
| $1.32M | ﹤0.01% |
+65,000
| New | +$1.3M |
|
983
PUT
ServiceNow
NOW
$136B
| $1.32M | ﹤0.01% |
56,000
-5,500
| -9% | -$122K |
|
|
GLUU
984
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $1.32M | ﹤0.01% |
350,000
-400,000
| -53% | -$1.26M |
|
985
PUT
Sprouts Farmers Market
SFM
$6.82B
| $1.31M | ﹤0.01% |
70,000
| – | – |
|
|
CRC
986
CALL
DELISTED
California Resources Corporation
CRC
| $1.31M | ﹤0.01% |
125,000
| – | – |
|
|
KSU
987
CALL
DELISTED
Kansas City Southern
KSU
| $1.3M | ﹤0.01% |
12,000
-15,000
| -56% | -$1.57M |
|
|
BBBY
988
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.3M | ﹤0.01% |
+55,363
| New | +$1.55M |
|
|
P
989
DELISTED
Pandora Media Inc
P
| $1.29M | ﹤0.01% |
167,847
-73,956
| -31% | -$635K |
|
990
PUT
Boot Barn
BOOT
$4.33B
| $1.29M | ﹤0.01% |
+145,000
| New | +$1.15M |
|
991
Parker-Hannifin
PH
$120B
| $1.29M | ﹤0.01% |
7,369
+3,171
| +76% | +$521K |
|
|
ZNGA
992
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.29M | ﹤0.01% |
341,200
| – | – |
|
993
CALL
DaVita
DVA
$11.7B
| $1.28M | ﹤0.01% |
21,600
+11,900
| +123% | +$716K |
|
994
Cardinal Health
CAH
$55.8B
| $1.28M | ﹤0.01% |
+19,087
| New | +$1.35M |
|
995
PUT
Kinross Gold
KGC
$35.9B
| $1.27M | ﹤0.01% |
300,000
-114,200
| -28% | -$488K |
|
|
HZNP
996
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $1.27M | ﹤0.01% |
+100,000
| New | +$1.27M |
|
997
Brunswick
BC
$4.6B
| $1.26M | ﹤0.01% |
+22,560
| New | +$1.27M |
|
998
Starbucks
SBUX
$114B
| $1.26M | ﹤0.01% |
23,489
-245,534
| -91% | -$13.6M |
|
999
Eastman Chemical
EMN
$7.81B
| $1.24M | ﹤0.01% |
+13,706
| New | +$1.17M |
|
|
KND
1000
PUT
DELISTED
Kindred Healthcare
KND
| $1.23M | ﹤0.01% |
181,100
-518,900
| -74% | -$4.42M |
|
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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'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.