We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
MMP
326
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $14.2M | 0.02% |
200,000
| – | – |
|
327
PUT
TSMC
TSM
$1.94T
| $14.2M | 0.02% |
377,800
+240,500
| +175% | +$8.78M |
|
328
PUT
C.H. Robinson
CHRW
$20.5B
| $14.1M | 0.02% |
185,100
+46,300
| +33% | +$3.21M |
|
329
PUT
Automatic Data Processing
ADP
$109B
| $14M | 0.02% |
+128,300
| New | +$13.7M |
|
330
Booking.com
BKNG
$156B
| $14M | 0.02% |
191,450
+141,900
| +286% | +$10.8M |
|
331
PUT
Stellantis
STLA
$17.4B
| $14M | 0.02% |
780,000
+77,200
| +11% | +$1.07M |
|
332
United Parks & Resorts
PRKS
$2.19B
| $13.9M | 0.02% |
1,073,850
-1,009,626
| -48% | -$13.8M |
|
333
PUT
Cummins
CMI
$83.6B
| $13.8M | 0.02% |
82,000
-159,200
| -66% | -$25.8M |
|
334
PUT
Intercontinental Exchange
ICE
$87.2B
| $13.7M | 0.02% |
200,000
| – | – |
|
|
335
Alphabet (Google) Class C
GOOG
$4.11T
| $13.7M | 0.02% |
286,480
-1,578,920
| -85% | -$73.5M |
|
|
336
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
| $13.7M | 0.02% |
42,000
+36,000
| +600% | +$11.4M |
|
337
Norfolk Southern
NSC
$75.4B
| $13.7M | 0.02% |
103,523
+76,797
| +287% | +$9.34M |
|
|
FMI
338
CALL
DELISTED
Foundation Medicine, Inc.
FMI
| $13.7M | 0.02% |
340,000
-217,800
| -39% | -$8.4M |
|
339
CALL
Factset
FDS
$10B
| $13.5M | 0.02% |
+75,000
| New | +$12.2M |
|
340
Abbott
ABT
$187B
| $13.5M | 0.02% |
253,010
-71,129
| -22% | -$3.57M |
|
341
TransDigm Group
TDG
$70.7B
| $13.4M | 0.02% |
+52,436
| New | +$14.2M |
|
342
CALL
Ford
F
$60.9B
| $13.3M | 0.02% |
1,112,700
+349,800
| +46% | +$3.95M |
|
343
CALL
Wayfair
W
$11.8B
| $13.2M | 0.02% |
196,000
| – | – |
|
344
CALL
Qualcomm
QCOM
$164B
| $13.1M | 0.02% |
253,300
+198,200
| +360% | +$10.5M |
|
345
PUT
The Mosaic Company
MOS
$7.19B
| $13M | 0.02% |
601,000
+306,800
| +104% | +$6.64M |
|
|
B
346
CALL
Barrick Mining
B
$60.9B
| $12.9M | 0.02% |
798,900
-176,800
| -18% | -$2.96M |
|
|
XLNX
347
PUT
DELISTED
Xilinx Inc
XLNX
| $12.8M | 0.02% |
181,200
+20,900
| +13% | +$1.37M |
|
348
PUT
Pfizer
PFE
$143B
| $12.5M | 0.02% |
369,743
+158,943
| +75% | +$5.11M |
|
349
CALL
Carnival Corporation Ltd
CCL
$38.1B
| $12.5M | 0.02% |
193,200
-5,000
| -3% | -$334K |
|
350
PUT
Bausch Health
BHC
$1.75B
| $12.2M | 0.02% |
854,400
+600,400
| +236% | +$9.08M |
|
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.