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 | |
|---|---|---|---|---|---|---|
176
PUT
Texas Instruments
TXN
$248B
| $34.3M | 0.06% |
382,700
+238,000
| +164% | +$19.6M |
|
177
CALL
PayPal
PYPL
$50.3B
| $34.3M | 0.06% |
535,000
+162,900
| +44% | +$9.76M |
|
178
CALL
iShares MSCI Spain ETF
EWP
$2.04B
| $33.7M | 0.06% |
+1,000,000
| New | +$33.7M |
|
|
179
PUT
iShares MSCI Spain ETF
EWP
$2.04B
| $33.7M | 0.06% |
+1,000,000
| New | +$33.7M |
|
180
PUT
eBay
EBAY
$51.2B
| $33.5M | 0.06% |
871,000
+168,900
| +24% | +$6.14M |
|
181
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
| $33.1M | 0.05% |
931,500
+541,300
| +139% | +$19.1M |
|
182
Boeing
BA
$169B
| $32M | 0.05% |
126,000
+46,201
| +58% | +$10.8M |
|
|
BCR
183
CALL
DELISTED
CR Bard Inc.
BCR
| $32M | 0.05% |
+99,700
| New | +$31.9M |
|
184
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
| $31.8M | 0.05% |
989,400
-245,400
| -20% | -$7.69M |
|
185
CALL
Trip.com Group
TCOM
$29B
| $31.7M | 0.05% |
601,100
-57,300
| -9% | -$3.11M |
|
186
PUT
W.W. Grainger
GWW
$64.2B
| $31.2M | 0.05% |
173,800
-219,800
| -56% | -$37.1M |
|
187
PUT
Starbucks
SBUX
$119B
| $31.2M | 0.05% |
580,900
+3,500
| +0.6% | +$194K |
|
188
CALL
Walt Disney
DIS
$171B
| $30.9M | 0.05% |
313,100
+63,100
| +25% | +$6.49M |
|
|
BNY
189
PUT
Bank of New York Mellon
BNY
$103B
| $30.8M | 0.05% |
580,000
+563,400
| +3,394% | +$29.6M |
|
190
PUT
lululemon athletica
LULU
$13.5B
| $30.6M | 0.05% |
491,500
+175,200
| +55% | +$10.6M |
|
191
CALL
Southwest Airlines
LUV
$21.7B
| $30.5M | 0.05% |
544,500
+502,400
| +1,193% | +$28.2M |
|
192
Meta Platforms (Facebook)
META
$1.49T
| $30.3M | 0.05% |
177,423
+125,149
| +239% | +$20.9M |
|
193
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $30.2M | 0.05% |
135,000
+10,000
| +8% | +$2.19M |
|
194
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $30.2M | 0.05% |
1,200,000
-305,000
| -20% | -$7.93M |
|
195
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $30.1M | 0.05% |
+550,000
| New | +$28.9M |
|
196
PUT
Expedia Group
EXPE
$36.5B
| $30M | 0.05% |
208,500
-98,500
| -32% | -$14.6M |
|
197
PUT
Blackstone
BX
$104B
| $29.9M | 0.05% |
897,000
-50,000
| -5% | -$1.65M |
|
198
PUT
Visa
V
$701B
| $29.9M | 0.05% |
284,100
+243,100
| +593% | +$24.7M |
|
199
PUT
Nike
NKE
$64.1B
| $29.8M | 0.05% |
574,000
+19,700
| +4% | +$1.11M |
|
|
ILG
200
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $29.4M | 0.05% |
1,100,200
+87,500
| +9% | +$2.32M |
|
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.