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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 | |
|---|---|---|---|---|---|---|
451
CALL
Aflac
AFL
$64.8B
| $8.2M | 0.01% |
201,400
-8,000
| -4% | -$322K |
|
452
CALL
Truist Financial
TFC
$63.5B
| $8.18M | 0.01% |
174,200
+15,000
| +9% | +$690K |
|
453
CALL
Molson Coors Class B
TAP
$7.79B
| $8.16M | 0.01% |
100,000
+85,000
| +567% | +$7.48M |
|
454
CALL
T. Rowe Price
TROW
$25.6B
| $8.16M | 0.01% |
90,000
-7,000
| -7% | -$579K |
|
|
FITB
455
PUT
Fifth Third Bancorp
FITB
$51.3B
| $8.01M | 0.01% |
286,400
+168,200
| +142% | +$4.46M |
|
456
CALL
Lowe's Companies
LOW
$118B
| $7.99M | 0.01% |
100,000
-70,000
| -41% | -$5.36M |
|
457
US Bancorp
USB
$98B
| $7.96M | 0.01% |
+148,485
| New | +$7.77M |
|
|
LSI
458
PUT
DELISTED
Life Storage, Inc.
LSI
| $7.94M | 0.01% |
145,500
+70,500
| +94% | +$3.54M |
|
459
PUT
Travel + Leisure Co
TNL
$4.61B
| $7.93M | 0.01% |
+166,568
| New | +$7.6M |
|
460
CALL
CF Industries
CF
$19.3B
| $7.89M | 0.01% |
224,500
+82,200
| +58% | +$2.54M |
|
|
PARA
461
CALL
DELISTED
Paramount Global Class B
PARA
| $7.85M | 0.01% |
135,300
+7,700
| +6% | +$487K |
|
462
PUT
Lam Research
LRCX
$372B
| $7.79M | 0.01% |
421,000
-624,000
| -60% | -$10.1M |
|
463
PUT
Barclays
BCS
$93.4B
| $7.66M | 0.01% |
774,035
-40,642
| -5% | -$403K |
|
464
PUT
Infosys
INFY
$48.4B
| $7.51M | 0.01% |
1,030,000
-296,000
| -22% | -$2.24M |
|
465
CALL
Invesco CurrencyShares Swiss Franc Trust
FXF
$416M
| $7.47M | 0.01% |
+76,500
| New | +$7.53M |
|
|
BBBY
466
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $7.43M | 0.01% |
316,600
+310,500
| +5,090% | +$8.7M |
|
|
RDS.A
467
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $7.42M | 0.01% |
+122,500
| New | +$6.85M |
|
|
GRA
468
CALL
DELISTED
W.R. Grace & Co.
GRA
| $7.37M | 0.01% |
102,100
+65,100
| +176% | +$4.59M |
|
469
Hasbro
HAS
$13.4B
| $7.34M | 0.01% |
75,105
+49,922
| +198% | +$5.06M |
|
470
PUT
Regions Financial
RF
$26.3B
| $7.23M | 0.01% |
475,000
-127,200
| -21% | -$1.83M |
|
471
PUT
Tower Semiconductor
TSEM
$23.9B
| $7.21M | 0.01% |
234,500
+70,000
| +43% | +$1.91M |
|
472
Hewlett Packard
HPE
$62.4B
| $7.06M | 0.01% |
479,830
+259,073
| +117% | +$3.53M |
|
|
UPL
473
PUT
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $7.02M | 0.01% |
+810,000
| New | +$7.4M |
|
474
CALL
Ally Financial
ALLY
$13.2B
| $7.01M | 0.01% |
289,100
+248,600
| +614% | +$5.55M |
|
|
CELG
475
DELISTED
Celgene Corp
CELG
| $6.97M | 0.01% |
47,795
-83,621
| -64% | -$11.4M |
|
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.