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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 | |
|---|---|---|---|---|---|---|
276
CALL
W.W. Grainger
GWW
$64.2B
| $19.1M | 0.03% |
+106,500
| New | +$18M |
|
277
CALL
US Bancorp
USB
$97.9B
| $19.1M | 0.03% |
356,200
+107,000
| +43% | +$5.6M |
|
278
CALL
Mastercard
MA
$498B
| $19M | 0.03% |
134,800
-8,700
| -6% | -$1.15M |
|
|
279
Mondelez International
MDLZ
$82.9B
| $19M | 0.03% |
466,781
-3,142,505
| -87% | -$133M |
|
280
CALL
Amgen
AMGN
$209B
| $18.6M | 0.03% |
100,000
-191,300
| -66% | -$33.9M |
|
|
X
281
CALL
DELISTED
US Steel
X
| $18.6M | 0.03% |
723,500
+85,700
| +13% | +$2.1M |
|
|
POT
282
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $18.5M | 0.03% |
962,000
-602,800
| -39% | -$10.7M |
|
283
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$427M
| $18.4M | 0.03% |
+215,600
| New | +$18.7M |
|
284
Broadcom
AVGO
$1.76T
| $18.3M | 0.03% |
+755,620
| New | +$18.7M |
|
285
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
| $18.3M | 0.03% |
690,000
+600,000
| +667% | +$16.1M |
|
|
VMW
286
PUT
DELISTED
VMware, Inc
VMW
| $18.3M | 0.03% |
167,600
-210,900
| -56% | -$20.8M |
|
|
IRBT
287
PUT
DELISTED
iRobot
IRBT
| $18.2M | 0.03% |
236,100
| – | – |
|
288
CALL
Charter Communications
CHTR
$17.3B
| $18.2M | 0.03% |
+50,000
| New | +$18.6M |
|
289
PUT
Energizer
ENR
$1.47B
| $17.6M | 0.03% |
382,000
-1,264,500
| -77% | -$56.9M |
|
|
290
CALL
NRG Energy
NRG
$26.2B
| $17.6M | 0.03% |
686,900
+632,900
| +1,172% | +$15M |
|
|
AABA
291
CALL
DELISTED
Altaba Inc
AABA
| $17.6M | 0.03% |
+265,000
| New | +$16.3M |
|
|
AABA
292
DELISTED
Altaba Inc
AABA
| $17.3M | 0.03% |
+261,171
| New | +$16M |
|
293
PUT
United Parcel Service
UPS
$88.9B
| $17.3M | 0.03% |
143,700
+109,100
| +315% | +$12.4M |
|
294
PUT
Nucor
NUE
$58.3B
| $17M | 0.03% |
304,200
+12,200
| +4% | +$690K |
|
295
PUT
Canadian Pacific Kansas City
CP
$81B
| $16.8M | 0.03% |
+500,000
| New | +$15.9M |
|
296
CALL
BlackBerry
BB
$4.58B
| $16.8M | 0.03% |
1,501,100
+932,000
| +164% | +$8.77M |
|
297
Comcast
CMCSA
$87.3B
| $16.7M | 0.03% |
+432,734
| New | +$17M |
|
298
Morgan Stanley
MS
$319B
| $16.6M | 0.03% |
345,097
-286,768
| -45% | -$13.3M |
|
299
VanEck Semiconductor ETF
SMH
$60.8B
| $16.4M | 0.03% |
352,300
+352,298
| +17,614,900% | +$15.4M |
|
300
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $16.4M | 0.03% |
300,000
| – | – |
|
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.