We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
MDCO
951
DELISTED
Medicines Co
MDCO
| $1.41M | ﹤0.01% |
+38,043
| New | +$1.4M |
|
952
PUT
RH
RH
$3.13B
| $1.41M | ﹤0.01% |
20,000
-80,000
| -80% | -$5.02M |
|
953
PUT
FNB Corp
FNB
$6.73B
| $1.4M | ﹤0.01% |
+100,000
| New | +$1.34M |
|
954
PUT
Franklin Resources
BEN
$17.6B
| $1.4M | ﹤0.01% |
31,400
+11,000
| +54% | +$482K |
|
|
ISBC
955
CALL
DELISTED
Investors Bancorp, Inc.
ISBC
| $1.39M | ﹤0.01% |
+102,000
| New | +$1.35M |
|
956
Hyatt Hotels
H
$16.4B
| $1.39M | ﹤0.01% |
+22,501
| New | +$1.3M |
|
|
PVG
957
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $1.39M | ﹤0.01% |
150,000
-3,900
| -3% | -$35K |
|
958
PUT
LyondellBasell Industries
LYB
$20B
| $1.39M | ﹤0.01% |
14,000
-13,000
| -48% | -$1.17M |
|
|
SPN
959
DELISTED
Superior Energy Services, Inc.
SPN
| $1.38M | ﹤0.01% |
12,950
-5,044
| -28% | -$498K |
|
960
PUT
YPF
YPF
$20.6B
| $1.38M | ﹤0.01% |
61,800
+15,800
| +34% | +$326K |
|
961
CALL
Gen Digital
GEN
$16.4B
| $1.37M | ﹤0.01% |
41,800
+39,300
| +1,572% | +$1.2M |
|
962
CALL
Olin
OLN
$2.11B
| $1.37M | ﹤0.01% |
+40,000
| New | +$1.25M |
|
963
PUT
Check Point Software Technologies
CHKP
$13B
| $1.37M | ﹤0.01% |
12,000
| – | – |
|
964
Lumen
LUMN
$6.57B
| $1.37M | ﹤0.01% |
+72,288
| New | +$1.52M |
|
|
SHLM
965
CALL
DELISTED
Schulman (A.) Inc
SHLM
| $1.37M | ﹤0.01% |
+40,000
| New | +$1.19M |
|
|
NETI
966
DELISTED
Eneti Inc.
NETI
| $1.36M | ﹤0.01% |
20,818
-674
| -3% | -$46.7K |
|
967
CALL
FirstEnergy
FE
$28B
| $1.36M | ﹤0.01% |
44,000
+21,800
| +98% | +$686K |
|
|
FLXN
968
CALL
DELISTED
Flexion Therapeutics, Inc.
FLXN
| $1.35M | ﹤0.01% |
+56,000
| New | +$1.32M |
|
|
HES
969
DELISTED
Hess
HES
| $1.35M | ﹤0.01% |
+28,743
| New | +$1.22M |
|
|
P
970
CALL
DELISTED
Pandora Media Inc
P
| $1.34M | ﹤0.01% |
174,000
-295,000
| -63% | -$2.53M |
|
971
TSMC
TSM
$2.1T
| $1.34M | ﹤0.01% |
35,613
-2,242
| -6% | -$81.9K |
|
972
CALL
GSK
GSK
$104B
| $1.34M | ﹤0.01% |
+26,320
| New | +$1.34M |
|
|
JCP
973
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.33M | ﹤0.01% |
+350,000
| New | +$1.55M |
|
974
PUT
Carter's
CRI
$1.42B
| $1.33M | ﹤0.01% |
+13,500
| New | +$1.2M |
|
|
TGNA
975
PUT
DELISTED
TEGNA Inc
TGNA
| $1.33M | ﹤0.01% |
+100,000
| New | +$1.34M |
|
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.