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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 | |
|---|---|---|---|---|---|---|
551
Molina Healthcare
MOH
$10.2B
| $5.34M | 0.01% |
+77,612
| New | +$5.05M |
|
|
WBA
552
DELISTED
Walgreens Boots Alliance
WBA
| $5.33M | 0.01% |
+69,092
| New | +$5.54M |
|
553
Alnylam Pharmaceuticals
ALNY
$27.4B
| $5.33M | 0.01% |
+45,390
| New | +$3.87M |
|
554
CALL
Emerson Electric
EMR
$83.3B
| $5.32M | 0.01% |
84,700
-14,000
| -14% | -$844K |
|
|
SODA
555
CALL
DELISTED
SodaStream International Ltd
SODA
| $5.32M | 0.01% |
+80,000
| New | +$4.66M |
|
|
GG
556
CALL
DELISTED
Goldcorp Inc
GG
| $5.31M | 0.01% |
410,000
+262,400
| +178% | +$3.45M |
|
557
CALL
Trade Desk
TTD
$8.59B
| $5.29M | 0.01% |
+860,000
| New | +$4.65M |
|
|
ATVI
558
PUT
DELISTED
Activision Blizzard
ATVI
| $5.29M | 0.01% |
82,000
-288,500
| -78% | -$18M |
|
559
PUT
Ralph Lauren
RL
$23B
| $5.25M | 0.01% |
59,500
-62,400
| -51% | -$5.14M |
|
|
CIT
560
CALL
DELISTED
CIT Group Inc.
CIT
| $5.24M | 0.01% |
106,800
| – | – |
|
561
PUT
Occidental Petroleum
OXY
$55.6B
| $5.2M | 0.01% |
81,000
-8,000
| -9% | -$487K |
|
562
PUT
UBS Group
UBS
$175B
| $5.14M | 0.01% |
+300,000
| New | +$5.13M |
|
563
PUT
Lexicon Pharmaceuticals
LXRX
$1.04B
| $5.13M | 0.01% |
+417,500
| New | +$6.17M |
|
564
Marriott International
MAR
$99B
| $5.11M | 0.01% |
+46,384
| New | +$4.78M |
|
565
CALL
Jack in the Box
JACK
$312M
| $5.1M | 0.01% |
+50,000
| New | +$4.78M |
|
566
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $5.05M | 0.01% |
112,200
+82,000
| +272% | +$3.69M |
|
567
CALL
Prologis
PLD
$136B
| $5.03M | 0.01% |
79,200
+75,200
| +1,880% | +$4.63M |
|
568
CALL
Upbound Group
UPBD
$1.17B
| $5M | 0.01% |
+435,700
| New | +$5.39M |
|
569
PUT
Zimmer Biomet
ZBH
$18.4B
| $4.98M | 0.01% |
43,775
| – | – |
|
570
PUT
Jazz Pharmaceuticals
JAZZ
$16.2B
| $4.97M | 0.01% |
+34,000
| New | +$5.14M |
|
571
PUT
Autoliv
ALV
$9.09B
| $4.94M | 0.01% |
55,520
| – | – |
|
572
PUT
Ironwood Pharmaceuticals
IRWD
$614M
| $4.94M | 0.01% |
+373,722
| New | +$5.14M |
|
|
APC
573
CALL
DELISTED
Anadarko Petroleum
APC
| $4.88M | 0.01% |
100,000
| – | – |
|
574
PUT
Flowserve
FLS
$9.63B
| $4.87M | 0.01% |
+114,400
| New | +$4.81M |
|
575
CALL
Northrop Grumman
NOC
$76B
| $4.81M | 0.01% |
16,700
-9,500
| -36% | -$2.56M |
|
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.