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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 | |
|---|---|---|---|---|---|---|
676
VanEck Gold Miners ETF
GDX
$23.5B
| $3.44M | 0.01% |
149,767
+149,766
| +14,976,600% | +$3.46M |
|
677
CALL
LyondellBasell Industries
LYB
$19.5B
| $3.41M | 0.01% |
34,400
+700
| +2% | +$63K |
|
678
CALL
Advanced Micro Devices
AMD
$791B
| $3.41M | 0.01% |
267,100
-780,700
| -75% | -$10.2M |
|
679
Canadian Solar
CSIQ
$1B
| $3.4M | 0.01% |
202,143
-64,748
| -24% | -$1.06M |
|
680
CALL
Plains GP Holdings
PAGP
$5.26B
| $3.4M | 0.01% |
+155,600
| New | +$3.7M |
|
681
CALL
NCR Voyix
VYX
$1.12B
| $3.4M | 0.01% |
147,678
+40,750
| +38% | +$937K |
|
682
CALL
STMicroelectronics
STM
$47.3B
| $3.4M | 0.01% |
175,000
+174,500
| +34,900% | +$3.01M |
|
683
PUT
Liberty Global Class A
LBTYA
$3.56B
| $3.39M | 0.01% |
+100,000
| New | +$3.33M |
|
684
CALL
Whirlpool
WHR
$2.47B
| $3.38M | 0.01% |
+18,300
| New | +$3.27M |
|
685
PUT
Devon Energy
DVN
$50.9B
| $3.36M | 0.01% |
+91,500
| New | +$2.97M |
|
|
S
686
CALL
DELISTED
Sprint Corporation
S
| $3.35M | 0.01% |
430,000
+330,000
| +330% | +$2.71M |
|
687
CALL
Pultegroup
PHM
$24.5B
| $3.34M | 0.01% |
+122,300
| New | +$3.09M |
|
|
MDCO
688
PUT
DELISTED
Medicines Co
MDCO
| $3.33M | 0.01% |
90,000
+80,000
| +800% | +$2.95M |
|
689
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $3.32M | 0.01% |
29,124
+29,123
| +2,912,300% | +$3.31M |
|
690
CALL
Apollo Global Management
APO
$69.3B
| $3.31M | 0.01% |
109,800
+35,100
| +47% | +$1.01M |
|
691
PUT
Ashland
ASH
$3.33B
| $3.27M | 0.01% |
+50,000
| New | +$3.19M |
|
692
PUT
Consolidated Edison
ED
$40.4B
| $3.25M | 0.01% |
40,300
+40,000
| +13,333% | +$3.31M |
|
693
CALL
Genuine Parts
GPC
$17.2B
| $3.24M | 0.01% |
33,900
+25,900
| +324% | +$2.2M |
|
694
CALL
Ethan Allen Interiors
ETD
$583M
| $3.24M | 0.01% |
+100,000
| New | +$3.07M |
|
695
CALL
SSR Mining
SSRM
$5.54B
| $3.24M | 0.01% |
+305,000
| New | +$3.11M |
|
696
CALL
Applied Optoelectronics
AAOI
$7.23B
| $3.23M | 0.01% |
50,000
| – | – |
|
|
697
CALL
Consolidated Edison
ED
$40.4B
| $3.23M | 0.01% |
40,000
+38,000
| +1,900% | +$3.15M |
|
698
PUT
Tapestry
TPR
$30.8B
| $3.2M | 0.01% |
79,500
+22,600
| +40% | +$996K |
|
|
DFS
699
CALL
DELISTED
Discover Financial Services
DFS
| $3.2M | 0.01% |
49,600
+45,400
| +1,081% | +$2.75M |
|
|
CTXS
700
PUT
DELISTED
Citrix Systems Inc
CTXS
| $3.17M | 0.01% |
41,300
| – | – |
|
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.