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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 | |
|---|---|---|---|---|---|---|
251
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
| $21.3M | 0.04% |
660,900
-220,400
| -25% | -$6.91M |
|
252
NVIDIA
NVDA
$4.6T
| $21.2M | 0.04% |
+4,753,400
| New | +$19.8M |
|
253
CALL
S&P Global
SPGI
$124B
| $21.1M | 0.03% |
135,000
| – | – |
|
254
PUT
Take-Two Interactive
TTWO
$46.1B
| $21M | 0.03% |
205,700
-12,900
| -6% | -$1.16M |
|
|
AGN
255
PUT
DELISTED
Allergan plc
AGN
| $21M | 0.03% |
102,400
+39,700
| +63% | +$9.23M |
|
256
PUT
Simon Property Group
SPG
$76.4B
| $20.9M | 0.03% |
+130,000
| New | +$20.8M |
|
257
CALL
United Rentals
URI
$65.7B
| $20.9M | 0.03% |
150,800
+150,500
| +50,167% | +$18M |
|
258
PUT
Southwest Airlines
LUV
$21.7B
| $20.9M | 0.03% |
372,800
+250,000
| +204% | +$14M |
|
259
CALL
TransDigm Group
TDG
$70.7B
| $20.6M | 0.03% |
80,700
+79,900
| +9,988% | +$21.6M |
|
|
260
CALL
NVIDIA
NVDA
$4.6T
| $20.6M | 0.03% |
4,608,000
+4,352,000
| +1,700% | +$18.1M |
|
261
PUT
DuPont de Nemours
DD
$18.6B
| $20.6M | 0.03% |
117,359
+77,950
| +198% | +$13M |
|
262
PUT
Honeywell
HON
$76.4B
| $20.6M | 0.03% |
160,514
| – | – |
|
263
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $20.5M | 0.03% |
600,000
-150,000
| -20% | -$4.88M |
|
264
CALL
iShares Biotechnology ETF
IBB
$9.45B
| $20.3M | 0.03% |
183,000
-92,700
| -34% | -$9.91M |
|
265
CALL
iShares MSCI Australia ETF
EWA
$1.38B
| $20.2M | 0.03% |
901,200
| – | – |
|
266
PUT
Prudential Financial
PRU
$42.6B
| $20.2M | 0.03% |
190,200
+81,600
| +75% | +$8.72M |
|
267
PUT
State Street SPDR S&P Biotech ETF
XBI
$10B
| $20.1M | 0.03% |
232,500
+26,500
| +13% | +$2.12M |
|
268
PUT
Skyworks Solutions
SWKS
$9.21B
| $19.8M | 0.03% |
194,400
-494,700
| -72% | -$51.3M |
|
269
CALL
Medtronic
MDT
$112B
| $19.8M | 0.03% |
254,600
+84,600
| +50% | +$7.02M |
|
270
PUT
Advanced Micro Devices
AMD
$700B
| $19.6M | 0.03% |
1,535,500
+1,292,200
| +531% | +$16.9M |
|
|
MTOR
271
CALL
DELISTED
MERITOR, Inc.
MTOR
| $19.5M | 0.03% |
+750,000
| New | +$14.9M |
|
|
MTOR
272
PUT
DELISTED
MERITOR, Inc.
MTOR
| $19.5M | 0.03% |
+750,000
| New | +$14.9M |
|
273
Berkshire Hathaway Class A
BRK.A
$1.1T
| $19.5M | 0.03% |
71
-147
| -67% | -$39M |
|
274
CALL
Vale
VALE
$62.3B
| $19.3M | 0.03% |
1,919,000
-80,000
| -4% | -$805K |
|
275
Trinity Industries
TRN
$2.92B
| $19.3M | 0.03% |
839,077
+757,864
| +933% | +$15.6M |
|
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.