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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 | |
|---|---|---|---|---|---|---|
726
Incyte
INCY
$24.9B
| $2.93M | ﹤0.01% |
25,128
+18,021
| +254% | +$2.28M |
|
727
PUT
State Street SPDR S&P Retail ETF
XRT
$453M
| $2.92M | ﹤0.01% |
+70,000
| New | +$2.81M |
|
728
CALL
Wheaton Precious Metals
WPM
$51.5B
| $2.92M | ﹤0.01% |
152,800
-76,800
| -33% | -$1.51M |
|
|
CELG
729
CALL
DELISTED
Celgene Corp
CELG
| $2.92M | ﹤0.01% |
20,000
-13,000
| -39% | -$1.77M |
|
730
CALL
EOG Resources
EOG
$77.5B
| $2.9M | ﹤0.01% |
30,000
| – | – |
|
|
ICPT
731
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $2.9M | ﹤0.01% |
+50,000
| New | +$5.39M |
|
|
PARA
732
PUT
DELISTED
Paramount Global Class B
PARA
| $2.9M | ﹤0.01% |
+50,000
| New | +$3.16M |
|
733
PUT
Aflac
AFL
$64.8B
| $2.9M | ﹤0.01% |
71,200
-8,000
| -10% | -$322K |
|
734
CALL
Live Nation Entertainment
LYV
$42.7B
| $2.89M | ﹤0.01% |
66,400
+26,400
| +66% | +$1.02M |
|
735
PUT
Cencora
COR
$60.7B
| $2.87M | ﹤0.01% |
+34,700
| New | +$2.94M |
|
|
NAV
736
CALL
DELISTED
Navistar International
NAV
| $2.87M | ﹤0.01% |
+65,000
| New | +$2.16M |
|
737
PUT
Seagate
STX
$193B
| $2.86M | ﹤0.01% |
86,300
-533,700
| -86% | -$18.1M |
|
738
PUT
iShares US Transportation ETF
IYT
$2.26B
| $2.85M | ﹤0.01% |
+64,000
| New | +$2.72M |
|
739
CALL
Ashland
ASH
$3.33B
| $2.83M | ﹤0.01% |
43,300
+13,500
| +45% | +$860K |
|
|
CVSA
740
PUT
Covista Inc
CVSA
$4.3B
| $2.83M | ﹤0.01% |
+78,900
| New | +$2.7M |
|
741
CALL
Enbridge
ENB
$121B
| $2.81M | ﹤0.01% |
+67,200
| New | +$2.73M |
|
742
CALL
Zillow
ZG
$7.79B
| $2.81M | ﹤0.01% |
70,000
| – | – |
|
743
CALL
BCE
BCE
$20.2B
| $2.81M | ﹤0.01% |
+60,000
| New | +$2.81M |
|
744
CALL
Autodesk
ADSK
$49.6B
| $2.81M | ﹤0.01% |
+25,000
| New | +$2.76M |
|
745
PUT
Abercrombie & Fitch
ANF
$4.45B
| $2.8M | ﹤0.01% |
194,000
| – | – |
|
746
CALL
Petrobras
PBR
$123B
| $2.8M | ﹤0.01% |
278,600
-282,300
| -50% | -$2.56M |
|
747
PUT
Abbott
ABT
$183B
| $2.8M | ﹤0.01% |
52,400
| – | – |
|
748
PUT
Tenet Healthcare
THC
$20.3B
| $2.77M | ﹤0.01% |
+168,700
| New | +$2.86M |
|
749
PUT
HSBC
HSBC
$367B
| $2.77M | ﹤0.01% |
61,287
-131,331
| -68% | -$5.81M |
|
750
KB Home
KBH
$3.45B
| $2.77M | ﹤0.01% |
114,685
+112,634
| +5,492% | +$2.54M |
|
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.