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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 | |
|---|---|---|---|---|---|---|
1051
CALL
Ciena
CIEN
$53.4B
| $1.04M | ﹤0.01% |
47,500
-102,200
| -68% | -$2.45M |
|
1052
CALL
FIVE9
FIVN
$2.11B
| $1.04M | ﹤0.01% |
+43,600
| New | +$946K |
|
|
TFCFA
1053
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $1.04M | ﹤0.01% |
39,500
-2,000
| -5% | -$55.1K |
|
|
TOO
1054
PUT
DELISTED
Teekay Offshore Partners L.P.
TOO
| $1.04M | ﹤0.01% |
+437,500
| New | +$1.09M |
|
|
VRE
1055
DELISTED
Veris Residential
VRE
| $1.04M | ﹤0.01% |
43,785
+32,703
| +295% | +$805K |
|
|
ONC
1056
CALL
BeOne Medicines Ltd
ONC
$32.8B
| $1.03M | ﹤0.01% |
+10,000
| New | +$745K |
|
1057
CALL
Intercontinental Exchange
ICE
$85.6B
| $1.03M | ﹤0.01% |
+15,000
| New | +$988K |
|
1058
CALL
DigitalBridge
DBRG
$2.93B
| $1.02M | ﹤0.01% |
20,275
| – | – |
|
1059
Alcoa
AA
$11.9B
| $1.01M | ﹤0.01% |
+21,767
| New | +$870K |
|
1060
CALL
Manulife Financial
MFC
$73.9B
| $1.01M | ﹤0.01% |
+50,000
| New | +$994K |
|
|
1061
PUT
Manulife Financial
MFC
$73.9B
| $1.01M | ﹤0.01% |
+50,000
| New | +$994K |
|
1062
PUT
Shutterstock
SSTK
$198M
| $1.01M | ﹤0.01% |
30,500
-4,000
| -12% | -$148K |
|
|
LOXO
1063
CALL
DELISTED
Loxo Oncology, Inc
LOXO
| $1.01M | ﹤0.01% |
+11,000
| New | +$855K |
|
1064
HDFC Bank
HDB
$123B
| $1.01M | ﹤0.01% |
41,980
+41,864
| +36,090% | +$995K |
|
1065
CALL
Nexstar Media Group
NXST
$5.82B
| $1M | ﹤0.01% |
+16,100
| New | +$994K |
|
1066
CALL
Alaska Air
ALK
$5.29B
| $999K | ﹤0.01% |
+13,100
| New | +$1.07M |
|
|
SN
1067
DELISTED
Sanchez Energy Corporation
SN
| $999K | ﹤0.01% |
+207,280
| New | +$1.06M |
|
1068
CALL
Altria Group
MO
$114B
| $995K | ﹤0.01% |
15,700
-2,000
| -11% | -$133K |
|
1069
MiMedx Group
MDXG
$602M
| $991K | ﹤0.01% |
83,419
+76,161
| +1,049% | +$1.13M |
|
1070
CALL
Cameco
CCJ
$37.6B
| $986K | ﹤0.01% |
102,000
| – | – |
|
|
KG
1071
Kestrel Group
KG
$69.4M
| $986K | ﹤0.01% |
+6,198
| New | +$1.1M |
|
1072
Ford
F
$58.5B
| $983K | ﹤0.01% |
82,122
+82,109
| +631,608% | +$926K |
|
|
BRSL
1073
PUT
Brightstar Lottery PLC
BRSL
$1.84B
| $982K | ﹤0.01% |
+40,000
| New | +$816K |
|
1074
Flowserve
FLS
$9.71B
| $977K | ﹤0.01% |
+22,945
| New | +$965K |
|
|
GOLD
1075
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $977K | ﹤0.01% |
10,000
-48,500
| -83% | -$4.66M |
|
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.