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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 | |
|---|---|---|---|---|---|---|
|
KW
701
PUT
DELISTED
Kennedy-Wilson Holdings
KW
| $3.15M | 0.01% |
170,000
-200,000
| -54% | -$3.86M |
|
702
PUT
Terex
TEX
$7.11B
| $3.15M | 0.01% |
+70,000
| New | +$2.77M |
|
703
CALL
National Grid
NGG
$80.8B
| $3.14M | 0.01% |
+56,538
| New | +$3.16M |
|
704
HSBC
HSBC
$367B
| $3.13M | 0.01% |
69,378
-17,711
| -20% | -$783K |
|
705
CALL
International Paper
IP
$22.8B
| $3.13M | 0.01% |
58,080
-236,544
| -80% | -$12.4M |
|
|
SAGE
706
PUT
DELISTED
Sage Therapeutics
SAGE
| $3.12M | 0.01% |
50,100
+100
| +0.2% | +$7.85K |
|
707
CALL
General Mills
GIS
$19.4B
| $3.11M | 0.01% |
60,000
| – | – |
|
708
PUT
VF Corp
VFC
$5.88B
| $3.1M | 0.01% |
51,719
+24,957
| +93% | +$1.44M |
|
|
LSI
709
DELISTED
Life Storage, Inc.
LSI
| $3.08M | 0.01% |
56,472
-9,764
| -15% | -$490K |
|
710
Merck
MRK
$321B
| $3.07M | 0.01% |
50,279
-13,248
| -21% | -$803K |
|
711
CALL
Tenet Healthcare
THC
$20.3B
| $3.07M | 0.01% |
186,800
+105,100
| +129% | +$1.78M |
|
712
CALL
PACCAR
PCAR
$70.4B
| $3.07M | 0.01% |
63,600
-11,850
| -16% | -$535K |
|
|
CMA
713
DELISTED
Comerica
CMA
| $3.06M | 0.01% |
40,178
+2,658
| +7% | +$190K |
|
714
CALL
lululemon athletica
LULU
$13.6B
| $3.06M | 0.01% |
49,200
+19,100
| +63% | +$1.15M |
|
715
PUT
Salesforce
CRM
$148B
| $3.04M | 0.01% |
32,500
-142,900
| -81% | -$13.1M |
|
716
PUT
NCR Voyix
VYX
$1.12B
| $3M | 0.01% |
+130,400
| New | +$3M |
|
|
BFYT
717
CALL
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $3M | ﹤0.01% |
+207,000
| New | +$5.71M |
|
718
PUT
Coca-Cola
KO
$381B
| $2.99M | ﹤0.01% |
66,400
-553,600
| -89% | -$25.2M |
|
719
PUT
Sanofi
SNY
$103B
| $2.99M | ﹤0.01% |
+60,000
| New | +$2.9M |
|
720
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
| $2.98M | ﹤0.01% |
92,617
+66,530
| +255% | +$2.08M |
|
721
CALL
Chord Energy
CHRD
$7.78B
| $2.98M | ﹤0.01% |
+326,500
| New | +$2.56M |
|
722
CALL
Royal Caribbean
RCL
$86.1B
| $2.98M | ﹤0.01% |
25,100
+20,000
| +392% | +$2.34M |
|
723
Bausch Health
BHC
$2.25B
| $2.97M | ﹤0.01% |
+207,504
| New | +$3.14M |
|
|
VIAB
724
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $2.96M | ﹤0.01% |
106,300
+96,300
| +963% | +$2.97M |
|
725
PUT
Fluor
FLR
$6.99B
| $2.94M | ﹤0.01% |
69,900
+54,000
| +340% | +$2.24M |
|
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.