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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 | |
|---|---|---|---|---|---|---|
|
JOYY
1601
PUT
JOYY Inc
JOYY
$3.71B
| $87K | ﹤0.01% |
1,000
-2,000
| -67% | -$145K |
|
|
QVCGA
1602
DELISTED
QVC Group Inc Series A
QVCGA
| $86K | ﹤0.01% |
76
-14
| -16% | -$15.7K |
|
1603
Ambarella
AMBA
$3.77B
| $85K | ﹤0.01% |
+1,725
| New | +$85.1K |
|
1604
CALL
Devon Energy
DVN
$52.1B
| $84K | ﹤0.01% |
2,300
| – | – |
|
1605
MBIA
MBI
$261M
| $84K | ﹤0.01% |
9,620
-452,678
| -98% | -$4.54M |
|
|
AGFS
1606
CALL
DELISTED
AgroFresh Solutions Inc
AGFS
| $84K | ﹤0.01% |
+12,000
| New | +$90K |
|
|
CUB
1607
DELISTED
Cubic Corporation
CUB
| $83K | ﹤0.01% |
+1,626
| New | +$73.9K |
|
|
ANDV
1608
PUT
DELISTED
Andeavor
ANDV
| $83K | ﹤0.01% |
800
-2,200
| -73% | -$217K |
|
|
HIBB
1609
DELISTED
Hibbett, Inc. Common Stock
HIBB
| $83K | ﹤0.01% |
5,823
+5,492
| +1,659% | +$81.4K |
|
1610
Aqua Metals
AQMS
$8.99M
| $82K | ﹤0.01% |
+60
| New | +$108K |
|
|
CYBR
1611
PUT
DELISTED
CyberArk
CYBR
| $82K | ﹤0.01% |
2,000
| – | – |
|
1612
Signet Jewelers
SIG
$3.61B
| $82K | ﹤0.01% |
1,227
-112
| -8% | -$6.89K |
|
|
VISN
1613
PUT
Vistance Networks Inc
VISN
$2.65B
| $76K | ﹤0.01% |
2,300
-3,000
| -57% | -$102K |
|
1614
BGC Group
BGC
$5.45B
| $73K | ﹤0.01% |
+7,839
| New | +$65.5K |
|
1615
CALL
Baker Hughes
BKR
$60B
| $73K | ﹤0.01% |
+2,000
| New | +$71K |
|
|
WPX
1616
DELISTED
WPX Energy, Inc.
WPX
| $73K | ﹤0.01% |
6,376
-186,936
| -97% | -$1.91M |
|
1617
CALL
Adient
ADNT
$1.65B
| $71K | ﹤0.01% |
840
-63,000
| -99% | -$4.47M |
|
1618
CALL
Hormel Foods
HRL
$13.8B
| $71K | ﹤0.01% |
2,200
| – | – |
|
1619
PUT
NOV
NOV
$6.93B
| $71K | ﹤0.01% |
2,000
-1,400
| -41% | -$45.7K |
|
1620
Autohome
ATHM
$2.67B
| $70K | ﹤0.01% |
+1,163
| New | +$66.6K |
|
|
FL
1621
CALL
DELISTED
Foot Locker
FL
| $70K | ﹤0.01% |
2,000
-21,200
| -91% | -$892K |
|
|
ZAYO
1622
CALL
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $69K | ﹤0.01% |
2,000
| – | – |
|
1623
PUT
Chord Energy
CHRD
$7.9B
| $68K | ﹤0.01% |
7,500
| – | – |
|
|
PVLA
1624
Palvella Therapeutics
PVLA
$1.99B
| $67K | ﹤0.01% |
145
| – | – |
|
1625
PUT
Shake Shack
SHAK
$2.53B
| $66K | ﹤0.01% |
2,000
| – | – |
|
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.