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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 | |
|---|---|---|---|---|---|---|
1376
CALL
TSMC
TSM
$2.1T
| $290K | ﹤0.01% |
7,700
| – | – |
|
|
BCOV
1377
PUT
DELISTED
Brightcove, Inc.
BCOV
| $288K | ﹤0.01% |
40,000
| – | – |
|
|
SINA
1378
DELISTED
Sina Corp
SINA
| $288K | ﹤0.01% |
+2,509
| New | +$254K |
|
1379
CALL
Kinross Gold
KGC
$27.4B
| $284K | ﹤0.01% |
67,000
+59,000
| +738% | +$252K |
|
|
TTSH
1380
CALL
DELISTED
Tile Shop Holdings
TTSH
| $283K | ﹤0.01% |
22,300
-22,500
| -50% | -$352K |
|
|
HES
1381
CALL
DELISTED
Hess
HES
| $282K | ﹤0.01% |
6,000
-4,000
| -40% | -$169K |
|
1382
CALL
American Electric Power
AEP
$69.6B
| $281K | ﹤0.01% |
4,000
-10,000
| -71% | -$712K |
|
1383
Carlyle Group
CG
$16.6B
| $281K | ﹤0.01% |
+11,917
| New | +$254K |
|
1384
PUT
Alcoa
AA
$11.9B
| $280K | ﹤0.01% |
+6,000
| New | +$240K |
|
1385
CALL
Invesco
IVZ
$13.1B
| $280K | ﹤0.01% |
8,000
-18,500
| -70% | -$632K |
|
|
CAMP
1386
DELISTED
CalAmp Corp.
CAMP
| $278K | ﹤0.01% |
520
+453
| +676% | +$200K |
|
|
IMMU
1387
DELISTED
Immunomedics Inc
IMMU
| $278K | ﹤0.01% |
19,862
-259,847
| -93% | -$2.59M |
|
1388
CALL
Globus Medical
GMED
$10.7B
| $276K | ﹤0.01% |
+9,300
| New | +$284K |
|
1389
PUT
Five Below
FIVE
$12B
| $275K | ﹤0.01% |
5,000
-12,000
| -71% | -$587K |
|
1390
PUT
Huntsman Corp
HUN
$1.71B
| $274K | ﹤0.01% |
10,000
| – | – |
|
1391
Microchip Technology
MCHP
$40.3B
| $272K | ﹤0.01% |
6,058
+5,182
| +592% | +$217K |
|
1392
Hilton Worldwide
HLT
$72.1B
| $271K | ﹤0.01% |
3,898
-108,492
| -97% | -$6.92M |
|
1393
PUT
3D Systems Corp
DDD
$431M
| $270K | ﹤0.01% |
20,200
-3,000
| -13% | -$43.9K |
|
1394
EOG Resources
EOG
$79.2B
| $270K | ﹤0.01% |
+2,789
| New | +$252K |
|
1395
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $269K | ﹤0.01% |
10,160
+10,158
| +507,900% | +$273K |
|
1396
CALL
Cardinal Health
CAH
$53.9B
| $268K | ﹤0.01% |
4,000
| – | – |
|
|
RT
1397
CALL
DELISTED
Ruby Tuesday Georgia
RT
| $268K | ﹤0.01% |
125,000
| – | – |
|
1398
Heartland Express
HTLD
$948M
| $267K | ﹤0.01% |
+10,665
| New | +$232K |
|
1399
Genie Energy
GNE
$367M
| $266K | ﹤0.01% |
40,575
+7,128
| +21% | +$45.4K |
|
1400
Fabrinet
FN
$15.6B
| $264K | ﹤0.01% |
7,130
-41,577
| -85% | -$1.7M |
|
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.