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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 | |
|---|---|---|---|---|---|---|
|
CUB
1001
PUT
DELISTED
Cubic Corporation
CUB
| $1.23M | ﹤0.01% |
+24,100
| New | +$1.1M |
|
1002
CALL
Ambarella
AMBA
$3.77B
| $1.23M | ﹤0.01% |
+25,000
| New | +$1.23M |
|
|
AXDX
1003
CALL
DELISTED
Accelerate Diagnostics
AXDX
| $1.22M | ﹤0.01% |
+5,450
| New | +$1.34M |
|
|
KTWO
1004
CALL
DELISTED
K2M Group Holdings, Inc
KTWO
| $1.22M | ﹤0.01% |
+57,500
| New | +$1.33M |
|
|
PIR
1005
PUT
DELISTED
Pier 1 Imports, Inc.
PIR
| $1.22M | ﹤0.01% |
+14,500
| New | +$1.3M |
|
1006
PUT
Eldorado Gold
EGO
$7.87B
| $1.21M | ﹤0.01% |
110,000
+90,000
| +450% | +$981K |
|
|
BUFF
1007
CALL
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
| $1.21M | ﹤0.01% |
42,700
-17,300
| -29% | -$423K |
|
|
UNIT
1008
Uniti Group
UNIT
$2.36B
| $1.21M | ﹤0.01% |
+82,417
| New | +$1.74M |
|
1009
CALL
A.O. Smith
AOS
$8.29B
| $1.21M | ﹤0.01% |
20,300
+18,200
| +867% | +$1.02M |
|
1010
CALL
F5
FFIV
$22.9B
| $1.21M | ﹤0.01% |
10,000
| – | – |
|
1011
Marathon Petroleum
MPC
$92.4B
| $1.21M | ﹤0.01% |
+21,512
| New | +$1.15M |
|
|
CONN
1012
DELISTED
Conn's Inc.
CONN
| $1.2M | ﹤0.01% |
42,663
+5,487
| +15% | +$115K |
|
1013
CALL
Flowserve
FLS
$9.71B
| $1.19M | ﹤0.01% |
+28,000
| New | +$1.18M |
|
|
CTXS
1014
DELISTED
Citrix Systems Inc
CTXS
| $1.19M | ﹤0.01% |
15,531
-6,908
| -31% | -$537K |
|
|
CA
1015
PUT
DELISTED
CA, Inc.
CA
| $1.19M | ﹤0.01% |
35,600
-7,400
| -17% | -$245K |
|
1016
CALL
Under Armour
UAA
$2.84B
| $1.19M | ﹤0.01% |
72,000
-538,000
| -88% | -$9.88M |
|
|
VRE
1017
PUT
DELISTED
Veris Residential
VRE
| $1.19M | ﹤0.01% |
50,000
| – | – |
|
|
PE
1018
CALL
DELISTED
PARSLEY ENERGY INC
PE
| $1.19M | ﹤0.01% |
+45,000
| New | +$1.19M |
|
|
KG
1019
PUT
Kestrel Group
KG
$69.4M
| $1.17M | ﹤0.01% |
+7,375
| New | +$1.31M |
|
1020
Ligand Pharmaceuticals
LGND
$5.76B
| $1.17M | ﹤0.01% |
+13,762
| New | +$1.09M |
|
1021
CALL
Centene
CNC
$30.7B
| $1.16M | ﹤0.01% |
24,000
-3,000
| -11% | -$129K |
|
1022
Jazz Pharmaceuticals
JAZZ
$15.9B
| $1.16M | ﹤0.01% |
+7,928
| New | +$1.2M |
|
1023
CALL
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
| $1.16M | ﹤0.01% |
+75,000
| New | +$1.12M |
|
1024
UBS Group
UBS
$173B
| $1.15M | ﹤0.01% |
67,267
+67,170
| +69,247% | +$1.15M |
|
1025
CALL
ConocoPhillips
COP
$147B
| $1.15M | ﹤0.01% |
23,000
-9,500
| -29% | -$427K |
|
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.