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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 | |
|---|---|---|---|---|---|---|
826
CALL
AMC Entertainment Holdings
AMC
$2.44B
| $2.15M | ﹤0.01% |
+14,630
| New | +$2.44M |
|
|
RTN
827
DELISTED
Raytheon Company
RTN
| $2.14M | ﹤0.01% |
+11,487
| New | +$2.02M |
|
828
PUT
Eli Lilly
LLY
$1.02T
| $2.14M | ﹤0.01% |
25,000
| – | – |
|
829
PUT
Axalta
AXTA
$7.67B
| $2.14M | ﹤0.01% |
73,900
+67,900
| +1,132% | +$2.05M |
|
|
AM
830
PUT
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
| $2.13M | ﹤0.01% |
+67,500
| New | +$2.2M |
|
831
CALL
Plains All American Pipeline
PAA
$17.2B
| $2.12M | ﹤0.01% |
+100,000
| New | +$2.31M |
|
832
CALL
ServiceNow
NOW
$115B
| $2.12M | ﹤0.01% |
90,000
-82,500
| -48% | -$1.83M |
|
833
PUT
Kohl's
KSS
$2.21B
| $2.11M | ﹤0.01% |
46,300
-253,000
| -85% | -$10.4M |
|
|
NLSN
834
PUT
DELISTED
Nielsen Holdings plc
NLSN
| $2.07M | ﹤0.01% |
50,000
+48,000
| +2,400% | +$1.92M |
|
835
PUT
Ally Financial
ALLY
$13.2B
| $2.06M | ﹤0.01% |
85,000
+29,500
| +53% | +$658K |
|
836
3M
MMM
$90.7B
| $2.06M | ﹤0.01% |
+11,708
| New | +$2.03M |
|
837
Agios Pharmaceuticals
AGIO
$1.86B
| $2.05M | ﹤0.01% |
+30,734
| New | +$1.85M |
|
|
ARRS
838
PUT
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $2.05M | ﹤0.01% |
+72,000
| New | +$1.99M |
|
839
NCR Voyix
VYX
$1.14B
| $2.03M | ﹤0.01% |
+88,198
| New | +$2.03M |
|
|
840
Axalta
AXTA
$7.67B
| $2.03M | ﹤0.01% |
+70,110
| New | +$2.12M |
|
841
PUT
DaVita
DVA
$15.3B
| $2.02M | ﹤0.01% |
34,100
+22,900
| +204% | +$1.38M |
|
|
NXTM
842
DELISTED
NxStage Medical Inc.
NXTM
| $2.02M | ﹤0.01% |
73,386
+71,756
| +4,402% | +$1.91M |
|
|
MRO
843
PUT
DELISTED
Marathon Oil Corporation
MRO
| $2.02M | ﹤0.01% |
149,100
+13,000
| +10% | +$154K |
|
|
GOLD
844
DELISTED
Randgold Resources Ltd
GOLD
| $2.02M | ﹤0.01% |
+20,679
| New | +$1.99M |
|
|
UPL
845
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $2.01M | ﹤0.01% |
+231,684
| New | +$2.12M |
|
|
SPLK
846
DELISTED
Splunk Inc
SPLK
| $2M | ﹤0.01% |
+30,163
| New | +$1.89M |
|
|
FOLD
847
DELISTED
Amicus Therapeutics
FOLD
| $2M | ﹤0.01% |
+132,723
| New | +$1.76M |
|
848
CALL
Snap
SNAP
$7.81B
| $1.99M | ﹤0.01% |
137,000
+100,700
| +277% | +$1.46M |
|
|
CLVS
849
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.99M | ﹤0.01% |
24,162
+23,769
| +6,048% | +$1.88M |
|
|
LNW
850
PUT
DELISTED
Light & Wonder
LNW
| $1.99M | ﹤0.01% |
+43,400
| New | +$1.51M |
|
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.