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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 | |
|---|---|---|---|---|---|---|
101
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.1B
| $71.7M | 0.12% |
2,092,600
-424,000
| -17% | -$13.8M |
|
102
CALL
CVS Health
CVS
$136B
| $69.1M | 0.11% |
850,300
-119,900
| -12% | -$9.48M |
|
103
CALL
Microsoft
MSFT
$2.96T
| $69M | 0.11% |
926,100
-2,622,200
| -74% | -$192M |
|
104
PUT
GE Aerospace
GE
$367B
| $68.7M | 0.11% |
593,205
+398,565
| +205% | +$48.2M |
|
105
CALL
iShares MSCI Japan ETF
EWJ
$21.4B
| $67.9M | 0.11% |
1,218,750
-750,000
| -38% | -$40.9M |
|
106
PUT
American Airlines Group
AAL
$9.92B
| $67.6M | 0.11% |
1,423,600
+460,200
| +48% | +$22.3M |
|
|
107
CALL
American Airlines Group
AAL
$9.92B
| $67M | 0.11% |
1,411,100
-26,600
| -2% | -$1.29M |
|
108
PUT
ExxonMobil
XOM
$650B
| $66.6M | 0.11% |
811,800
+538,000
| +196% | +$42.7M |
|
109
PUT
Walt Disney
DIS
$171B
| $64.6M | 0.11% |
655,100
+535,600
| +448% | +$55.1M |
|
110
PUT
Palo Alto Networks
PANW
$258B
| $62.9M | 0.1% |
2,618,400
-836,400
| -24% | -$19M |
|
111
Wells Fargo
WFC
$256B
| $61.7M | 0.1% |
+1,119,490
| New | +$59.5M |
|
112
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $61.2M | 0.1% |
2,432,500
-1,250,000
| -34% | -$32.5M |
|
113
PUT
Delta Air Lines
DAL
$57.5B
| $60.8M | 0.1% |
1,260,300
-283,100
| -18% | -$14.1M |
|
114
CALL
iShares US Real Estate ETF
IYR
$4.75B
| $60M | 0.1% |
750,800
+747,700
| +24,119% | +$60.1M |
|
115
PUT
Rio Tinto
RIO
$153B
| $59.8M | 0.1% |
1,266,500
+1,032,500
| +441% | +$48M |
|
116
CALL
iShares Silver Trust
SLV
$28.1B
| $59.4M | 0.1% |
3,775,000
-20,000
| -0.5% | -$319K |
|
117
PUT
General Motors
GM
$82.4B
| $59.1M | 0.1% |
1,464,800
-190,800
| -12% | -$6.97M |
|
118
CALL
Visa
V
$702B
| $58.1M | 0.1% |
552,500
+147,500
| +36% | +$15M |
|
119
CALL
United Parcel Service
UPS
$89B
| $58M | 0.1% |
482,900
-47,100
| -9% | -$5.35M |
|
120
PUT
Verizon
VZ
$202B
| $57.9M | 0.1% |
1,170,400
-1,331,200
| -53% | -$62.6M |
|
121
CALL
iShares MSCI Brazil ETF
EWZ
$9B
| $56.3M | 0.09% |
1,350,000
-3,337,700
| -71% | -$131M |
|
122
CALL
VanEck Semiconductor ETF
SMH
$62.2B
| $53.9M | 0.09% |
1,155,000
+689,000
| +148% | +$30.1M |
|
123
PUT
Booking.com
BKNG
$158B
| $53.3M | 0.09% |
727,500
+115,000
| +19% | +$8.73M |
|
|
124
PUT
Alphabet (Google) Class C
GOOG
$4.14T
| $52.8M | 0.09% |
1,102,000
-4,426,000
| -80% | -$206M |
|
125
Sprott Physical Gold and Silver Trust
CEF
$7.44B
| $52.7M | 0.09% |
4,158,543
| – | – |
|
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.