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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 | |
|---|---|---|---|---|---|---|
576
PUT
Petrobras
PBR
$123B
| $4.77M | 0.01% |
475,000
+359,400
| +311% | +$3.26M |
|
577
CALL
TransUnion
TRU
$15.4B
| $4.73M | 0.01% |
+100,000
| New | +$4.57M |
|
578
Vale
VALE
$63.8B
| $4.71M | 0.01% |
467,619
-613,331
| -57% | -$6.17M |
|
579
PUT
ICICI Bank
IBN
$109B
| $4.71M | 0.01% |
550,000
-308,000
| -36% | -$2.81M |
|
580
CALL
Applied Materials
AMAT
$398B
| $4.7M | 0.01% |
90,200
+22,900
| +34% | +$1.04M |
|
581
CALL
Halliburton
HAL
$26.4B
| $4.7M | 0.01% |
102,000
-12,000
| -11% | -$503K |
|
582
lululemon athletica
LULU
$13.6B
| $4.68M | 0.01% |
75,140
+32,896
| +78% | +$1.98M |
|
583
PUT
Centene
CNC
$30.1B
| $4.67M | 0.01% |
+96,600
| New | +$4.16M |
|
584
CALL
Lazard
LAZ
$4.09B
| $4.67M | 0.01% |
+103,200
| New | +$4.58M |
|
585
MetLife
MET
$62.5B
| $4.65M | 0.01% |
+89,578
| New | +$4.36M |
|
586
PUT
Under Armour
UAA
$2.91B
| $4.63M | 0.01% |
281,000
+262,100
| +1,387% | +$4.81M |
|
587
Melco Resorts & Entertainment
MLCO
$2.24B
| $4.62M | 0.01% |
191,327
+144,213
| +306% | +$3.13M |
|
|
STI
588
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $4.61M | 0.01% |
77,100
+67,100
| +671% | +$3.79M |
|
589
PUT
Colgate-Palmolive
CL
$73.3B
| $4.6M | 0.01% |
63,200
-58,800
| -48% | -$4.24M |
|
590
MGM Resorts International
MGM
$11.7B
| $4.53M | 0.01% |
138,984
-300,883
| -68% | -$9.68M |
|
|
TFCF
591
PUT
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $4.51M | 0.01% |
+175,000
| New | +$4.75M |
|
592
Macerich
MAC
$7.22B
| $4.49M | 0.01% |
+81,707
| New | +$4.58M |
|
593
iShares MSCI South Korea ETF
EWY
$22.5B
| $4.49M | 0.01% |
64,983
+64,982
| +6,498,200% | +$4.47M |
|
|
XLRN
594
PUT
DELISTED
Acceleron Pharma
XLRN
| $4.48M | 0.01% |
120,000
| – | – |
|
595
CALL
The Mosaic Company
MOS
$7.24B
| $4.45M | 0.01% |
206,200
+188,500
| +1,065% | +$4.08M |
|
596
CALL
Bank OZK
OZK
$5.57B
| $4.45M | 0.01% |
+92,600
| New | +$4.12M |
|
597
Teck Resources
TECK
$30.7B
| $4.4M | 0.01% |
208,640
-89,450
| -30% | -$1.95M |
|
598
PUT
Teva Pharmaceuticals
TEVA
$41.2B
| $4.4M | 0.01% |
+250,000
| New | +$5.63M |
|
599
CALL
Yelp
YELP
$1.44B
| $4.39M | 0.01% |
101,500
+95,500
| +1,592% | +$3.68M |
|
600
PUT
Core Laboratories
CLB
$477M
| $4.39M | 0.01% |
+44,500
| New | +$4.31M |
|
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.