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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 | |
|---|---|---|---|---|---|---|
651
CALL
Vipshop
VIPS
$7.3B
| $3.76M | 0.01% |
427,500
| – | – |
|
652
PUT
Yelp
YELP
$1.44B
| $3.75M | 0.01% |
86,600
-513,200
| -86% | -$19.8M |
|
653
Las Vegas Sands
LVS
$32.3B
| $3.74M | 0.01% |
58,327
-211,622
| -78% | -$13.1M |
|
654
CALL
Fastenal
FAST
$53.5B
| $3.74M | 0.01% |
328,000
+292,000
| +811% | +$3.15M |
|
655
CALL
Howmet Aerospace
HWM
$111B
| $3.73M | 0.01% |
195,600
-326,000
| -63% | -$6.24M |
|
656
PUT
Whirlpool
WHR
$2.47B
| $3.71M | 0.01% |
+20,100
| New | +$3.59M |
|
657
CALL
AngloGold Ashanti
AU
$41.6B
| $3.7M | 0.01% |
+398,000
| New | +$3.85M |
|
|
SAVE
658
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $3.67M | 0.01% |
+110,000
| New | +$4.4M |
|
|
TFCFA
659
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $3.67M | 0.01% |
139,000
+118,100
| +565% | +$3.25M |
|
660
CALL
Acadia Healthcare
ACHC
$2.62B
| $3.65M | 0.01% |
+76,500
| New | +$3.73M |
|
|
KANG
661
PUT
DELISTED
iKang Healthcare Group, Inc.
KANG
| $3.64M | 0.01% |
269,800
-39,400
| -13% | -$527K |
|
662
PUT
Qorvo
QRVO
$8.01B
| $3.63M | 0.01% |
51,400
-7,500
| -13% | -$523K |
|
663
PUT
iShares MSCI Canada ETF
EWC
$6.17B
| $3.62M | 0.01% |
125,000
-25,000
| -17% | -$696K |
|
|
GOLD
664
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $3.61M | 0.01% |
37,000
| – | – |
|
|
XYZ
665
PUT
Block Inc
XYZ
$49.2B
| $3.6M | 0.01% |
+125,000
| New | +$3.27M |
|
|
MON
666
CALL
DELISTED
Monsanto Co
MON
| $3.6M | 0.01% |
30,000
-5,000
| -14% | -$588K |
|
667
PUT
Assured Guaranty
AGO
$3.73B
| $3.56M | 0.01% |
94,400
+78,200
| +483% | +$3.35M |
|
668
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
| $3.54M | 0.01% |
31,667
| – | – |
|
669
CALL
Boyd Gaming
BYD
$6.47B
| $3.54M | 0.01% |
136,000
+38,500
| +39% | +$996K |
|
670
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$344M
| $3.51M | 0.01% |
966
| – | – |
|
671
PUT
Alerian MLP ETF
AMLP
$12.9B
| $3.48M | 0.01% |
62,000
+12,000
| +24% | +$686K |
|
672
CALL
Energy Transfer Partners
ET
$69.6B
| $3.48M | 0.01% |
+200,000
| New | +$3.5M |
|
673
CALL
PBF Energy
PBF
$8.67B
| $3.47M | 0.01% |
125,800
+33,300
| +36% | +$771K |
|
674
PUT
Hormel Foods
HRL
$14B
| $3.46M | 0.01% |
+107,500
| New | +$3.51M |
|
|
DISH
675
DELISTED
DISH Network Corp.
DISH
| $3.45M | 0.01% |
63,553
-53,358
| -46% | -$3.16M |
|
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.