We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
-$159M
Cap. Flow %
-0.26%
Top 10 Hldgs %
56.96%
Holding
4,056
New
717
Increased
510
Reduced
605
Closed
861

Top Buys

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$218M
2
AAPL icon
Apple
AAPL
+$136M
3
NRG icon
NRG Energy
NRG
+$92.7M
4
C icon
Citigroup
C
+$91.6M
5
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$70.6M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$188M
2
MDLZ icon
Mondelez International
MDLZ
+$133M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$73.5M
4
INTC icon
Intel
INTC
+$67.7M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$41.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.71%
2 Technology 0.76%
3 Financials 0.69%
4 Consumer Discretionary 0.53%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ESI icon
1126
PUT
Element Solutions
ESI
$8.72B
$836K ﹤0.01%
75,000
+55,000
+275% +$681K
SAND
1127
CALL
DELISTED
Sandstorm Gold
SAND
$836K ﹤0.01%
184,100
– –
LMRK
1128
CALL
DELISTED
Landmark Infrastructure Partners LP Common Units
LMRK
$824K ﹤0.01%
+48,600
New +$815K
CPRI icon
1129
CALL
Capri Holdings
CPRI
$1.44B
$823K ﹤0.01%
17,200
-5,900
-26% -$240K
EG icon
1130
Everest Group
EG
$14.1B
$823K ﹤0.01%
+3,605
New +$909K
ACM icon
1131
CALL
Aecom
ACM
$8.24B
$814K ﹤0.01%
+22,100
New +$726K
HCR
1132
DELISTED
Hi-Crush Inc. Common Stock
HCR
$813K ﹤0.01%
85,595
+85,594
+8,559,400% +$752K
GLNG icon
1133
Golar LNG
GLNG
$5.3B
$811K ﹤0.01%
+35,872
New +$788K
AVP
1134
DELISTED
Avon Products, Inc.
AVP
$808K ﹤0.01%
346,969
+167,284
+93% +$496K
CVE icon
1135
CALL
Cenovus Energy
CVE
$61.7B
$802K ﹤0.01%
80,000
+79,000
+7,900% +$646K
ARRY
1136
CALL
DELISTED
Array Biopharma Inc
ARRY
$800K ﹤0.01%
65,000
-17,500
-21% -$163K
SYY icon
1137
CALL
Sysco
SYY
$39.1B
$798K ﹤0.01%
+14,800
New +$770K
NBR icon
1138
PUT
Nabors Industries
NBR
$1.38B
$791K ﹤0.01%
+1,960
New +$717K
CS
1139
CALL
DELISTED
Credit Suisse Group
CS
$790K ﹤0.01%
50,000
– –
ATI icon
1140
CALL
ATI
ATI
$28.1B
$789K ﹤0.01%
+33,000
New +$653K
HRL icon
1141
Hormel Foods
HRL
$11.5B
$787K ﹤0.01%
24,479
+3,900
+19% +$128K
KIM icon
1142
CALL
Kimco Realty
KIM
$15.8B
$782K ﹤0.01%
+40,000
New +$785K
ETP
1143
DELISTED
Energy Transfer Partners, L.P.
ETP
$782K ﹤0.01%
+42,755
New +$830K
ESRX
1144
CALL
DELISTED
Express Scripts Holding Company
ESRX
$779K ﹤0.01%
12,300
-71,600
-85% -$4.45M
DBA icon
1145
PUT
Invesco DB Agriculture Fund
DBA
$1.25B
$778K ﹤0.01%
41,000
– –
SHOP icon
1146
Shopify
SHOP
$163B
$777K ﹤0.01%
+66,690
New +$681K
SAN icon
1147
Banco Santander
SAN
$213B
$770K ﹤0.01%
115,742
+18,116
+19% +$116K
CZR
1148
CALL
DELISTED
Caesars Entertainment Corporation
CZR
$768K ﹤0.01%
57,500
-421,500
-88% -$5.11M
AMT icon
1149
American Tower
AMT
$81.7B
$758K ﹤0.01%
+5,543
New +$772K
STWD icon
1150
Starwood Property Trust
STWD
$5.87B
$757K ﹤0.01%
+34,862
New +$768K
44 45
46
47 48

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

  • 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.