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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 | |
|---|---|---|---|---|---|---|
|
OCLR
851
CALL
DELISTED
Oclaro Inc.
OCLR
| $1.99M | ﹤0.01% |
230,000
| – | – |
|
|
GG
852
DELISTED
Goldcorp Inc
GG
| $1.98M | ﹤0.01% |
152,933
-322,189
| -68% | -$4.23M |
|
853
Under Armour
UAA
$2.84B
| $1.97M | ﹤0.01% |
+119,713
| New | +$2.2M |
|
|
NXRT
854
PUT
NexPoint Residential Trust
NXRT
$666M
| $1.96M | ﹤0.01% |
+82,500
| New | +$1.99M |
|
|
SRC
855
PUT
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $1.95M | ﹤0.01% |
+50,733
| New | +$1.87M |
|
|
ESV
856
CALL
DELISTED
Ensco Rowan plc
ESV
| $1.95M | ﹤0.01% |
81,650
-59,250
| -42% | -$1.18M |
|
857
CALL
Thermo Fisher Scientific
TMO
$213B
| $1.95M | ﹤0.01% |
+10,300
| New | +$1.87M |
|
858
CALL
Dollar General
DG
$28B
| $1.94M | ﹤0.01% |
24,000
| – | – |
|
859
Illinois Tool Works
ITW
$82.6B
| $1.94M | ﹤0.01% |
+13,113
| New | +$1.86M |
|
860
PUT
Yum! Brands
YUM
$42.2B
| $1.93M | ﹤0.01% |
26,200
-72,100
| -73% | -$5.42M |
|
861
PUT
HDFC Bank
HDB
$123B
| $1.93M | ﹤0.01% |
80,000
+72,000
| +900% | +$1.71M |
|
862
CALL
NovoCure
NVCR
$1.73B
| $1.92M | ﹤0.01% |
96,900
+71,900
| +288% | +$1.41M |
|
863
Banc of California
BANC
$3.03B
| $1.92M | ﹤0.01% |
92,595
+52,598
| +132% | +$1.04M |
|
864
CALL
KeyCorp
KEY
$24.2B
| $1.91M | ﹤0.01% |
101,700
| – | – |
|
865
Fluor
FLR
$7.01B
| $1.91M | ﹤0.01% |
45,392
+32,331
| +248% | +$1.34M |
|
866
PUT
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$187M
| $1.9M | ﹤0.01% |
39,800
+8,000
| +25% | +$380K |
|
|
ITCI
867
PUT
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $1.89M | ﹤0.01% |
+120,000
| New | +$1.76M |
|
868
CALL
Lumen
LUMN
$6.57B
| $1.89M | ﹤0.01% |
100,000
-248,700
| -71% | -$5.24M |
|
|
GLUU
869
PUT
DELISTED
Glu Mobile Inc.
GLUU
| $1.88M | ﹤0.01% |
500,000
-250,000
| -33% | -$786K |
|
|
MBT
870
PUT
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
| $1.88M | ﹤0.01% |
+180,000
| New | +$1.67M |
|
871
CALL
RH
RH
$3.13B
| $1.88M | ﹤0.01% |
+26,700
| New | +$1.67M |
|
872
CALL
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
| $1.88M | ﹤0.01% |
9,000
| – | – |
|
873
PUT
Snap
SNAP
$7.89B
| $1.88M | ﹤0.01% |
129,100
+29,100
| +29% | +$421K |
|
874
CALL
Intrepid Potash
IPI
$456M
| $1.88M | ﹤0.01% |
+43,000
| New | +$1.45M |
|
|
SIVB
875
CALL
DELISTED
SVB Financial Group
SIVB
| $1.87M | ﹤0.01% |
+10,000
| New | +$1.76M |
|
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.