We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
26
iShares MSCI EAFE ETF
EFA
$76.4B
| $224M | 0.37% |
3,266,917
+3,266,916
| +326,691,600% | +$218M |
|
27
PUT
Caterpillar
CAT
$364B
| $208M | 0.34% |
1,668,600
-838,300
| -33% | -$96.5M |
|
28
PUT
IBM
IBM
$213B
| $203M | 0.34% |
1,465,028
+12,029
| +0.8% | +$1.68M |
|
29
PUT
NVIDIA
NVDA
$4.67T
| $202M | 0.33% |
45,304,000
+41,896,000
| +1,229% | +$174M |
|
30
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.8B
| $202M | 0.33% |
2,275,000
-235,500
| -9% | -$20.8M |
|
31
PUT
AT&T
T
$168B
| $200M | 0.33% |
6,746,310
+678,948
| +11% | +$19.3M |
|
32
CALL
Alibaba
BABA
$276B
| $196M | 0.32% |
1,132,800
-562,600
| -33% | -$91.2M |
|
33
PUT
United States Oil Fund
USO
$2.16B
| $195M | 0.32% |
2,333,788
+277,450
| +13% | +$21.9M |
|
34
PUT
American Express
AXP
$226B
| $190M | 0.31% |
2,097,700
-310,000
| -13% | -$26.6M |
|
35
PUT
VanEck Gold Miners ETF
GDX
$22.3B
| $185M | 0.31% |
8,072,200
+1,709,600
| +27% | +$39.5M |
|
36
PUT
Meta Platforms (Facebook)
META
$1.5T
| $184M | 0.3% |
1,076,000
+35,800
| +3% | +$5.97M |
|
37
PUT
JPMorgan Chase
JPM
$931B
| $180M | 0.3% |
1,887,100
+193,800
| +11% | +$17.9M |
|
38
CALL
Expedia Group
EXPE
$36.1B
| $179M | 0.3% |
1,245,000
| – | – |
|
|
39
Apple
AAPL
$4.99T
| $178M | 0.29% |
4,621,452
+3,518,192
| +319% | +$136M |
|
40
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
| $177M | 0.29% |
7,326,900
+7,100,000
| +3,129% | +$172M |
|
|
41
PUT
Intel
INTC
$422B
| $176M | 0.29% |
4,627,700
-2,941,900
| -39% | -$105M |
|
42
PUT
iShares MSCI Japan ETF
EWJ
$21.2B
| $166M | 0.27% |
2,975,000
+385,000
| +15% | +$21M |
|
43
PUT
iShares MSCI Brazil ETF
EWZ
$9.02B
| $164M | 0.27% |
3,945,000
-1,626,700
| -29% | -$63.6M |
|
44
PUT
Morgan Stanley
MS
$323B
| $158M | 0.26% |
3,289,000
+739,800
| +29% | +$34.3M |
|
45
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
| $156M | 0.26% |
+1,290,000
| New | +$156M |
|
46
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$220M
| $151M | 0.25% |
806,400
+334,000
| +71% | +$56.1M |
|
47
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.28B
| $151M | 0.25% |
3,650,000
+1,375,400
| +60% | +$54.8M |
|
48
PUT
Home Depot
HD
$339B
| $148M | 0.24% |
+907,000
| New | +$139M |
|
|
49
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
| $146M | 0.24% |
+1,205,000
| New | +$146M |
|
50
PUT
iShares China Large-Cap ETF
FXI
$4.32B
| $143M | 0.24% |
3,255,000
-1,150,000
| -26% | -$49.3M |
|
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.