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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 | |
|---|---|---|---|---|---|---|
151
CALL
FedEx
FDX
$73B
| $40.9M | 0.07% |
181,100
-125,100
| -41% | -$26.6M |
|
152
PUT
United Rentals
URI
$65.7B
| $40.6M | 0.07% |
292,800
-135,500
| -32% | -$16.2M |
|
153
CALL
American Express
AXP
$224B
| $40.6M | 0.07% |
448,900
-281,300
| -39% | -$24.2M |
|
154
PUT
iShares MSCI Australia ETF
EWA
$1.38B
| $40.5M | 0.07% |
1,806,200
| – | – |
|
155
CALL
Deere & Co
DE
$165B
| $40.1M | 0.07% |
319,300
+109,900
| +52% | +$13.6M |
|
156
PUT
Gilead Sciences
GILD
$165B
| $40M | 0.07% |
494,100
-169,100
| -25% | -$12.9M |
|
157
Amazon
AMZN
$2.44T
| $39.9M | 0.07% |
830,680
+28,980
| +4% | +$1.42M |
|
158
CALL
AT&T
T
$164B
| $39.7M | 0.07% |
1,342,668
-105,258
| -7% | -$2.99M |
|
159
PUT
Vale
VALE
$62.3B
| $39.4M | 0.07% |
3,915,700
-208,000
| -5% | -$2.09M |
|
160
CALL
Freeport-McMoran
FCX
$86.2B
| $38.6M | 0.06% |
2,752,200
+1,139,100
| +71% | +$16M |
|
|
GMLP
161
CALL
DELISTED
Golar LNG Partners LP
GMLP
| $38.6M | 0.06% |
1,660,000
+1,053,700
| +174% | +$22.5M |
|
|
B
162
Barrick Mining
B
$60.9B
| $38.2M | 0.06% |
2,376,205
-1,265,830
| -35% | -$21.2M |
|
163
CALL
Morgan Stanley
MS
$319B
| $38.2M | 0.06% |
792,200
+523,700
| +195% | +$24.3M |
|
164
PUT
Tyson Foods
TSN
$21.5B
| $37.6M | 0.06% |
534,400
+36,500
| +7% | +$2.33M |
|
165
PUT
Mastercard
MA
$498B
| $37.4M | 0.06% |
265,000
+244,700
| +1,205% | +$32.4M |
|
166
CALL
United Parks & Resorts
PRKS
$2.19B
| $37.2M | 0.06% |
2,861,600
+2,431,800
| +566% | +$33.3M |
|
|
X
167
PUT
DELISTED
US Steel
X
| $37M | 0.06% |
1,443,700
+1,022,400
| +243% | +$25M |
|
168
CALL
Micron Technology
MU
$835B
| $37M | 0.06% |
941,700
+247,400
| +36% | +$7.82M |
|
169
CALL
MetLife
MET
$62.4B
| $36.8M | 0.06% |
708,200
-2,314,019
| -77% | -$113M |
|
170
Microsoft
MSFT
$2.9T
| $36.7M | 0.06% |
493,019
-453,105
| -48% | -$33.1M |
|
171
CALL
Coca-Cola
KO
$383B
| $35.9M | 0.06% |
797,300
-54,900
| -6% | -$2.5M |
|
172
CALL
Caterpillar
CAT
$361B
| $35.8M | 0.06% |
286,800
+84,400
| +42% | +$9.72M |
|
173
CALL
State Street
STT
$48.4B
| $35.6M | 0.06% |
372,500
+322,500
| +645% | +$30M |
|
|
GAP
174
PUT
The Gap Inc
GAP
$7.3B
| $35.3M | 0.06% |
1,195,800
-213,800
| -15% | -$5.25M |
|
175
CALL
CSX Corp
CSX
$94B
| $35M | 0.06% |
1,934,400
+430,200
| +29% | +$7.38M |
|
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.