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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 | |
|---|---|---|---|---|---|---|
|
MXIM
1426
CALL
DELISTED
Maxim Integrated Products
MXIM
| $243K | ﹤0.01% |
5,100
| – | – |
|
|
P
1427
CALL
Everpure Inc
P
$25.7B
| $242K | ﹤0.01% |
15,100
+15,000
| +15,000% | +$206K |
|
1428
Sarepta Therapeutics
SRPT
$1.57B
| $240K | ﹤0.01% |
+5,284
| New | +$211K |
|
1429
CALL
Digital Realty Trust
DLR
$69.7B
| $237K | ﹤0.01% |
2,000
-7,200
| -78% | -$832K |
|
1430
Enterprise Products Partners
EPD
$82.3B
| $237K | ﹤0.01% |
+9,104
| New | +$241K |
|
1431
Cemex
CX
$17.1B
| $235K | ﹤0.01% |
+25,835
| New | +$245K |
|
|
PPLI
1432
CALL
People Inc
PPLI
$3.09B
| $235K | ﹤0.01% |
11,191
-11,191
| -50% | -$217K |
|
|
TTM
1433
DELISTED
Tata Motors Limited
TTM
| $235K | ﹤0.01% |
+7,502
| New | +$241K |
|
1434
Mattel
MAT
$4.38B
| $234K | ﹤0.01% |
15,095
+9,236
| +158% | +$165K |
|
|
NUAN
1435
CALL
DELISTED
Nuance Communications, Inc.
NUAN
| $233K | ﹤0.01% |
17,094
-75,075
| -81% | -$1.07M |
|
|
MNK
1436
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $233K | ﹤0.01% |
+6,224
| New | +$247K |
|
|
AVP
1437
CALL
DELISTED
Avon Products, Inc.
AVP
| $233K | ﹤0.01% |
100,000
| – | – |
|
1438
PUT
Royal Bank of Canada
RY
$291B
| $232K | ﹤0.01% |
3,000
-8,000
| -73% | -$597K |
|
1439
PUT
3M
MMM
$90.9B
| $231K | ﹤0.01% |
1,316
+479
| +57% | +$83K |
|
1440
Ovintiv
OVV
$17.3B
| $231K | ﹤0.01% |
+3,917
| New | +$191K |
|
1441
CALL
Generac Holdings
GNRC
$11.6B
| $230K | ﹤0.01% |
+5,000
| New | +$197K |
|
1442
PUT
Match Group
MTCH
$9.19B
| $229K | ﹤0.01% |
9,900
-12,900
| -57% | -$260K |
|
1443
PUT
Jabil
JBL
$33B
| $228K | ﹤0.01% |
8,000
-78,500
| -91% | -$2.37M |
|
|
PPL
1444
PUT
PPL Corp
PPL
$26.5B
| $228K | ﹤0.01% |
6,000
| – | – |
|
|
BZUN
1445
Baozun
BZUN
$167M
| $226K | ﹤0.01% |
+6,888
| New | +$218K |
|
1446
Nabors Industries
NBR
$1.27B
| $226K | ﹤0.01% |
+560
| New | +$205K |
|
|
WLL
1447
DELISTED
Whiting Petroleum Corporation
WLL
| $223K | ﹤0.01% |
+136
| New | +$200K |
|
1448
American International
AIG
$41.7B
| $222K | ﹤0.01% |
+3,618
| New | +$225K |
|
1449
CALL
Banco Bradesco
BBD
$39.3B
| $221K | ﹤0.01% |
+35,138
| New | +$204K |
|
1450
CALL
Marriott International
MAR
$98.3B
| $221K | ﹤0.01% |
2,000
-125,000
| -98% | -$12.9M |
|
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.