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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 | |
|---|---|---|---|---|---|---|
|
76
Citigroup
C
$214B
| $97.6M | 0.16% |
+1,342,261
| New | +$91.6M |
|
77
CALL
Union Pacific
UNP
$173B
| $96.9M | 0.16% |
835,700
-244,400
| -23% | -$26.2M |
|
78
CALL
JPMorgan Chase
JPM
$923B
| $94.7M | 0.16% |
991,600
-313,300
| -24% | -$28.9M |
|
|
79
CALL
Citigroup
C
$214B
| $91.9M | 0.15% |
1,263,500
-290,900
| -19% | -$19.9M |
|
80
PUT
SPDR Gold Trust
GLD
$132B
| $90M | 0.15% |
740,000
-400,000
| -35% | -$48.6M |
|
|
B
81
PUT
Barrick Mining
B
$61B
| $88.5M | 0.15% |
5,502,600
-1,494,200
| -21% | -$25M |
|
82
Blackstone
BX
$103B
| $87.8M | 0.14% |
2,631,535
-293,493
| -10% | -$9.66M |
|
83
PUT
iShares US Real Estate ETF
IYR
$4.75B
| $86M | 0.14% |
1,077,100
+939,900
| +685% | +$75.5M |
|
84
CALL
Cisco
CSCO
$450B
| $82.7M | 0.14% |
2,458,900
-181,800
| -7% | -$5.79M |
|
85
PUT
MetLife
MET
$62.4B
| $81.7M | 0.13% |
1,573,000
+100,151
| +7% | +$4.88M |
|
86
PUT
Qualcomm
QCOM
$170B
| $81.7M | 0.13% |
1,576,000
-710,800
| -31% | -$37.6M |
|
87
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.3B
| $80.9M | 0.13% |
361,340
+211,904
| +142% | +$46.4M |
|
88
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.3B
| $80.4M | 0.13% |
1,950,000
+450,000
| +30% | +$17.9M |
|
89
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.63B
| $79.6M | 0.13% |
+2,000,000
| New | +$77M |
|
|
90
State Street SPDR S&P Regional Banking ETF
KRE
$4.52B
| $79M | 0.13% |
1,392,669
+1,314,386
| +1,679% | +$70.6M |
|
91
CALL
DuPont de Nemours
DD
$18.7B
| $78.9M | 0.13% |
450,180
+10,322
| +2% | +$1.72M |
|
92
CALL
IBM
IBM
$216B
| $77.8M | 0.13% |
560,865
+299,993
| +115% | +$41.8M |
|
93
CALL
United States Oil Fund
USO
$2.15B
| $77.6M | 0.13% |
930,225
-110,050
| -11% | -$8.67M |
|
|
94
CALL
Intel
INTC
$426B
| $77M | 0.13% |
2,021,400
+139,400
| +7% | +$4.95M |
|
|
ILG
95
DELISTED
ILG, Inc Common Stock
ILG
| $76.7M | 0.13% |
2,869,438
-858,825
| -23% | -$22.7M |
|
96
PUT
T-Mobile US
TMUS
$195B
| $74M | 0.12% |
1,200,000
-180,000
| -13% | -$11.3M |
|
97
CALL
Baidu
BIDU
$36B
| $73.4M | 0.12% |
296,500
-140,000
| -32% | -$30.5M |
|
98
CALL
GE Aerospace
GE
$367B
| $72.6M | 0.12% |
626,299
-73,074
| -10% | -$8.83M |
|
99
JD.com
JD
$43.7B
| $72.5M | 0.12% |
1,897,208
+1,050,922
| +124% | +$45M |
|
100
PUT
PayPal
PYPL
$51.1B
| $72.1M | 0.12% |
1,126,500
+581,400
| +107% | +$34.8M |
|
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.