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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+6.63%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$60.6B
AUM Growth
+$9.06B
(+18%)
Cap. Flow
+$6.63B
Cap. Flow
% of AUM
10.93%
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 | Technology | 0.76% |
| 2 | Financials | 0.69% |
| 3 | Consumer Discretionary | 0.4% |
| 4 | Industrials | 0.31% |
| 5 | Materials | 0.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
226
CALL
Landstar System
LSTR
$6.04B
| $23.9M | 0.04% |
+240,000
| New | +$21.3M |
|
227
CALL
HCA Healthcare
HCA
$88.4B
| $23.9M | 0.04% |
300,000
| – | – |
|
|
228
PUT
Mondelez International
MDLZ
$82.9B
| $23.8M | 0.04% |
586,200
+394,900
| +206% | +$16.8M |
|
|
ARCH
229
PUT
DELISTED
Arch Resources, Inc.
ARCH
| $23.7M | 0.04% |
330,000
| – | – |
|
230
PUT
Ford
F
$60.9B
| $23.6M | 0.04% |
1,974,100
+70,100
| +4% | +$791K |
|
231
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $23.6M | 0.04% |
172,925
-12,075
| -7% | -$1.51M |
|
232
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $23.5M | 0.04% |
104,800
+84,800
| +424% | +$18.6M |
|
|
TWTR
233
PUT
DELISTED
Twitter, Inc.
TWTR
| $23.4M | 0.04% |
1,390,000
+870,000
| +167% | +$15.2M |
|
234
CALL
United States Natural Gas Fund
UNG
$450M
| $23.3M | 0.04% |
221,763
+80,369
| +57% | +$8.48M |
|
235
CALL
Chemours
CC
$2.48B
| $23.3M | 0.04% |
460,000
+180,000
| +64% | +$8.49M |
|
236
CALL
Corpay
CPAY
$25.7B
| $23.2M | 0.04% |
150,000
-35,000
| -19% | -$5.14M |
|
237
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $23.2M | 0.04% |
816,136
+352,066
| +76% | +$9.69M |
|
238
XPO
XPO
$23.4B
| $22.9M | 0.04% |
977,812
-262,686
| -21% | -$5.5M |
|
|
ESPR
239
PUT
DELISTED
Esperion Therapeutics
ESPR
| $22.7M | 0.04% |
453,600
-1,017,000
| -69% | -$49M |
|
|
TWX
240
PUT
DELISTED
Time Warner Inc
TWX
| $22.5M | 0.04% |
220,000
| – | – |
|
241
PUT
Western Digital
WDC
$159B
| $22.3M | 0.04% |
341,996
+305,084
| +827% | +$20.2M |
|
|
RSX
242
PUT
DELISTED
VanEck Russia ETF
RSX
| $22.3M | 0.04% |
1,000,000
+900,000
| +900% | +$18.6M |
|
243
CALL
Salesforce
CRM
$154B
| $22.3M | 0.04% |
238,400
+33,400
| +16% | +$3.07M |
|
244
CALL
Oracle
ORCL
$339B
| $22.2M | 0.04% |
460,000
-75,000
| -14% | -$3.73M |
|
|
WBA
245
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $22.2M | 0.04% |
286,900
+76,300
| +36% | +$6.11M |
|
246
CALL
Blackstone
BX
$104B
| $21.6M | 0.04% |
647,000
+565,100
| +690% | +$18.6M |
|
247
CALL
Rio Tinto
RIO
$152B
| $21.5M | 0.04% |
455,800
-44,500
| -9% | -$2.07M |
|
248
CALL
Adobe
ADBE
$105B
| $21.5M | 0.04% |
144,000
+76,000
| +112% | +$11.3M |
|
|
249
CALL
Alphabet (Google) Class C
GOOG
$4.11T
| $21.4M | 0.04% |
446,000
-54,000
| -11% | -$2.52M |
|
250
CALL
Honeywell
HON
$76.4B
| $21.3M | 0.04% |
166,160
+66,530
| +67% | +$8.25M |
|
Similar funds
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 deployed $6.63B of net new capital in Q3 2017, opening 717 new positions and adding to 510 existing holdings. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M.
By sector, the portfolio is most concentrated in Technology at 0.76% of assets, down from 0.85% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $188M trimmed.
- 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.