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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 | |
|---|---|---|---|---|---|---|
51
CALL
iShares China Large-Cap ETF
FXI
$4.32B
| $141M | 0.23% |
3,200,000
-1,900,000
| -37% | -$81.4M |
|
52
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $140M | 0.23% |
1,029,600
+797,675
| +344% | +$100M |
|
53
PUT
Micron Technology
MU
$835B
| $140M | 0.23% |
3,550,500
+1,251,900
| +54% | +$39.6M |
|
54
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $130M | 0.22% |
1,142,500
+1,031,800
| +932% | +$117M |
|
|
GRUB
55
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $130M | 0.21% |
1,235,750
+454,000
| +58% | +$46.5M |
|
56
CALL
VanEck Gold Miners ETF
GDX
$22.5B
| $130M | 0.21% |
5,647,800
+538,900
| +11% | +$12.4M |
|
57
CALL
Meta Platforms (Facebook)
META
$1.49T
| $128M | 0.21% |
749,300
+78,700
| +12% | +$13.1M |
|
|
LNW
58
CALL
DELISTED
Light & Wonder
LNW
| $128M | 0.21% |
2,789,600
+1,987,500
| +248% | +$69.3M |
|
59
PUT
Tesla
TSLA
$1.18T
| $124M | 0.2% |
5,461,500
+664,500
| +14% | +$15.3M |
|
60
PUT
Baidu
BIDU
$35.7B
| $120M | 0.2% |
485,700
+93,800
| +24% | +$20.5M |
|
61
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
| $117M | 0.19% |
4,511,874
-1,427,872
| -24% | -$35.6M |
|
62
PUT
JD.com
JD
$43.5B
| $115M | 0.19% |
3,015,700
+1,635,200
| +118% | +$70M |
|
63
PUT
Cisco
CSCO
$443B
| $115M | 0.19% |
3,418,600
+787,300
| +30% | +$25.1M |
|
64
CALL
Wells Fargo
WFC
$254B
| $112M | 0.18% |
2,024,100
-1,065,500
| -34% | -$56.6M |
|
65
CALL
General Motors
GM
$80.9B
| $112M | 0.18% |
2,764,000
+218,100
| +9% | +$7.97M |
|
66
PUT
Goldman Sachs
GS
$289B
| $107M | 0.18% |
452,200
+125,800
| +39% | +$28.4M |
|
|
67
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
| $105M | 0.17% |
322,400
+48,100
| +18% | +$15.3M |
|
68
CALL
ExxonMobil
XOM
$650B
| $105M | 0.17% |
1,283,200
+1,026,400
| +400% | +$81.5M |
|
69
CALL
Broadcom
AVGO
$1.76T
| $104M | 0.17% |
4,296,000
+2,288,000
| +114% | +$56.6M |
|
70
CALL
Bank of America
BAC
$429B
| $101M | 0.17% |
3,984,400
-322,700
| -7% | -$7.83M |
|
71
PUT
United Parks & Resorts
PRKS
$2.19B
| $101M | 0.17% |
7,766,700
+1,327,100
| +21% | +$18.2M |
|
|
72
NRG Energy
NRG
$26.2B
| $100M | 0.17% |
+3,920,385
| New | +$92.7M |
|
73
PUT
Oracle
ORCL
$339B
| $99.2M | 0.16% |
2,052,700
+1,305,500
| +175% | +$65M |
|
74
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
| $97.8M | 0.16% |
783,500
-508,700
| -39% | -$63.9M |
|
|
75
PUT
Broadcom
AVGO
$1.76T
| $97.7M | 0.16% |
4,029,000
+1,891,000
| +88% | +$46.8M |
|
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.