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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 | |
|---|---|---|---|---|---|---|
1076
PUT
Ciena
CIEN
$47.9B
| $972K | ﹤0.01% |
44,200
-14,700
| -25% | -$352K |
|
|
JNPR
1077
PUT
DELISTED
Juniper Networks
JNPR
| $972K | ﹤0.01% |
34,900
-171,000
| -83% | -$4.79M |
|
1078
CALL
Paychex
PAYX
$40.8B
| $972K | ﹤0.01% |
16,200
-150,000
| -90% | -$8.57M |
|
|
FDC
1079
CALL
DELISTED
First Data Corporation
FDC
| $971K | ﹤0.01% |
53,800
| – | – |
|
1080
CALL
Exelixis
EXEL
$14.5B
| $969K | ﹤0.01% |
+40,000
| New | +$1.06M |
|
1081
Paycom
PAYC
$9.72B
| $967K | ﹤0.01% |
12,904
+12,549
| +3,535% | +$899K |
|
1082
PUT
MBIA
MBI
$233M
| $965K | ﹤0.01% |
111,000
-500,000
| -82% | -$5.02M |
|
|
CXP
1083
CALL
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
| $964K | ﹤0.01% |
+44,300
| New | +$954K |
|
|
EGLT
1084
DELISTED
Egalet Corporation
EGLT
| $960K | ﹤0.01% |
+750,000
| New | +$1M |
|
1085
CALL
Restaurant Brands International
QSR
$26.9B
| $958K | ﹤0.01% |
15,000
-4,400
| -23% | -$272K |
|
1086
Outfront Media
OUT
$5.04B
| $953K | ﹤0.01% |
+38,467
| New | +$848K |
|
|
HCR
1087
PUT
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $950K | ﹤0.01% |
+100,000
| New | +$878K |
|
1088
PUT
AutoNation
AN
$6.92B
| $949K | ﹤0.01% |
20,000
| – | – |
|
1089
PUT
Darden Restaurants
DRI
$23.8B
| $946K | ﹤0.01% |
12,000
| – | – |
|
1090
Cheniere Energy
LNG
$57B
| $944K | ﹤0.01% |
+20,951
| New | +$926K |
|
1091
CALL
Philips
PHG
$24.5B
| $943K | ﹤0.01% |
+30,169
| New | +$878K |
|
|
TFCFA
1092
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $943K | ﹤0.01% |
35,729
+22,086
| +162% | +$608K |
|
1093
PUT
DigitalBridge
DBRG
$2.98B
| $942K | ﹤0.01% |
18,750
| – | – |
|
|
TMX
1094
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
| $935K | ﹤0.01% |
29,860
+26,874
| +900% | +$793K |
|
|
SNCR
1095
PUT
DELISTED
Synchronoss Technologies
SNCR
| $934K | ﹤0.01% |
+11,111
| New | +$1.55M |
|
1096
PUT
Amgen
AMGN
$212B
| $932K | ﹤0.01% |
5,000
-67,200
| -93% | -$11.9M |
|
1097
Automatic Data Processing
ADP
$105B
| $930K | ﹤0.01% |
8,506
+7,100
| +505% | +$760K |
|
|
IDTI
1098
PUT
DELISTED
Integrated Device Technology I
IDTI
| $930K | ﹤0.01% |
+35,000
| New | +$888K |
|
1099
CALL
Duke Energy
DUK
$93.9B
| $924K | ﹤0.01% |
11,000
-182,700
| -94% | -$15.6M |
|
1100
J.M. Smucker
SJM
$13.2B
| $924K | ﹤0.01% |
+8,806
| New | +$1.01M |
|
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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.