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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 | |
|---|---|---|---|---|---|---|
776
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.2B
| $2.57M | ﹤0.01% |
21,173
+21,172
| +2,117,200% | +$2.56M |
|
777
Allison Transmission
ALSN
$9.56B
| $2.54M | ﹤0.01% |
+67,712
| New | +$2.47M |
|
|
IRBT
778
DELISTED
iRobot
IRBT
| $2.53M | ﹤0.01% |
32,825
+23,094
| +237% | +$2.11M |
|
779
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.98B
| $2.53M | ﹤0.01% |
29,200
-200,000
| -87% | -$16M |
|
780
PUT
Lumen
LUMN
$6.7B
| $2.52M | ﹤0.01% |
133,200
+98,200
| +281% | +$2.07M |
|
781
PUT
Johnson & Johnson
JNJ
$621B
| $2.51M | ﹤0.01% |
19,300
| – | – |
|
782
PUT
Walmart Inc
WMT
$886B
| $2.5M | ﹤0.01% |
96,000
-321,000
| -77% | -$8.42M |
|
783
Netflix
NFLX
$298B
| $2.48M | ﹤0.01% |
136,470
-2,157,650
| -94% | -$37.6M |
|
|
LJPC
784
PUT
DELISTED
La Jolla Pharmaceutical Company
LJPC
| $2.47M | ﹤0.01% |
+70,900
| New | +$2.28M |
|
|
JNPR
785
CALL
DELISTED
Juniper Networks
JNPR
| $2.45M | ﹤0.01% |
87,900
+47,900
| +120% | +$1.34M |
|
786
PUT
Capital One
COF
$127B
| $2.43M | ﹤0.01% |
28,700
-179,100
| -86% | -$14.8M |
|
|
WBT
787
DELISTED
Welbilt, Inc.
WBT
| $2.4M | ﹤0.01% |
+104,272
| New | +$2.11M |
|
788
PUT
Paychex
PAYX
$41.1B
| $2.4M | ﹤0.01% |
+40,000
| New | +$2.28M |
|
|
DISCK
789
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $2.39M | ﹤0.01% |
+118,000
| New | +$2.65M |
|
|
790
CALL
Capital One
COF
$127B
| $2.38M | ﹤0.01% |
28,100
| – | – |
|
791
PUT
Flex
FLEX
$42.2B
| $2.38M | ﹤0.01% |
190,159
-95,942
| -34% | -$1.18M |
|
|
AMTD
792
DELISTED
TD Ameritrade Holding Corp
AMTD
| $2.35M | ﹤0.01% |
+48,192
| New | +$2.16M |
|
|
FOLD
793
CALL
DELISTED
Amicus Therapeutics
FOLD
| $2.35M | ﹤0.01% |
155,600
+115,600
| +289% | +$1.53M |
|
794
Adient
ADNT
$1.59B
| $2.34M | ﹤0.01% |
+27,896
| New | +$1.98M |
|
795
Halliburton
HAL
$26.7B
| $2.34M | ﹤0.01% |
+50,795
| New | +$2.13M |
|
|
DBD
796
DELISTED
Diebold Nixdorf Incorporated
DBD
| $2.33M | ﹤0.01% |
+102,198
| New | +$2.18M |
|
|
KANG
797
DELISTED
iKang Healthcare Group, Inc.
KANG
| $2.33M | ﹤0.01% |
173,179
-56,475
| -25% | -$756K |
|
798
CALL
Wingstop
WING
$3.63B
| $2.33M | ﹤0.01% |
+70,000
| New | +$2.27M |
|
799
The Mosaic Company
MOS
$7.07B
| $2.33M | ﹤0.01% |
107,783
+26,060
| +32% | +$564K |
|
800
BlackBerry
BB
$5B
| $2.32M | ﹤0.01% |
+207,871
| New | +$1.96M |
|
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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.