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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
-$159M
Cap. Flow %
-0.26%
Top 10 Hldgs %
56.96%
Holding
4,056
New
717
Increased
510
Reduced
605
Closed
861

Top Buys

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$218M
2
AAPL icon
Apple
AAPL
+$136M
3
NRG icon
NRG Energy
NRG
+$92.7M
4
C icon
Citigroup
C
+$91.6M
5
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$70.6M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$188M
2
MDLZ icon
Mondelez International
MDLZ
+$133M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$73.5M
4
INTC icon
Intel
INTC
+$67.7M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$41.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.71%
2 Technology 0.76%
3 Financials 0.69%
4 Consumer Discretionary 0.53%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EFA icon
26
iShares MSCI EAFE ETF
EFA
$78.8B
$224M 0.37%
3,266,917
+3,266,916
+326,691,600% +$218M
CAT icon
27
PUT
Caterpillar
CAT
$376B
$208M 0.34%
1,668,600
-838,300
-33% -$96.5M
IBM icon
28
PUT
IBM
IBM
$226B
$203M 0.34%
1,465,028
+12,029
+0.8% +$1.68M
NVDA icon
29
PUT
NVIDIA
NVDA
$5.41T
$202M 0.33%
45,304,000
+41,896,000
+1,229% +$174M
HYG icon
30
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$202M 0.33%
2,275,000
-235,500
-9% -$20.8M
T icon
31
PUT
AT&T
T
$172B
$200M 0.33%
6,746,310
+678,948
+11% +$19.3M
BABA icon
32
CALL
Alibaba
BABA
$273B
$196M 0.32%
1,132,800
-562,600
-33% -$91.2M
USO icon
33
PUT
United States Oil Fund
USO
$1.69B
$195M 0.32%
2,333,788
+277,450
+13% +$21.9M
AXP icon
34
PUT
American Express
AXP
$218B
$190M 0.31%
2,097,700
-310,000
-13% -$26.6M
GDX icon
35
PUT
VanEck Gold Miners ETF
GDX
$30.3B
$185M 0.31%
8,072,200
+1,709,600
+27% +$39.5M
META icon
36
PUT
Meta Platforms (Facebook)
META
$1.67T
$184M 0.3%
1,076,000
+35,800
+3% +$5.97M
JPM icon
37
PUT
JPMorgan Chase
JPM
$944B
$180M 0.3%
1,887,100
+193,800
+11% +$17.9M
EXPE icon
38
CALL
Expedia Group
EXPE
$32.8B
$179M 0.3%
1,245,000
– –
AAPL icon
39
Apple
AAPL
$4.61T
$178M 0.29%
4,621,452
+3,518,192
+319% +$136M
UUP icon
40
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$299M
$177M 0.29%
7,326,900
+7,100,000
+3,129% +$172M
INTC icon
41
PUT
Intel
INTC
$560B
$176M 0.29%
4,627,700
-2,941,900
-39% -$105M
EWJ icon
42
PUT
iShares MSCI Japan ETF
EWJ
$23.3B
$166M 0.27%
2,975,000
+385,000
+15% +$21M
EWZ icon
43
PUT
iShares MSCI Brazil ETF
EWZ
$8.67B
$164M 0.27%
3,945,000
-1,626,700
-29% -$63.6M
MS icon
44
PUT
Morgan Stanley
MS
$339B
$158M 0.26%
3,289,000
+739,800
+29% +$34.3M
LQD icon
45
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.3B
$156M 0.26%
+1,290,000
New +$156M
SVXY icon
46
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$255M
$151M 0.25%
806,400
+334,000
+71% +$56.1M
FEZ icon
47
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
$151M 0.25%
3,650,000
+1,375,400
+60% +$54.8M
HD icon
48
PUT
Home Depot
HD
$310B
$148M 0.24%
+907,000
New +$139M
LQD icon
49
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.3B
$146M 0.24%
+1,205,000
New +$146M
FXI icon
50
PUT
iShares China Large-Cap ETF
FXI
$4.13B
$143M 0.24%
3,255,000
-1,150,000
-26% -$49.3M
1
2
3 4 5

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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's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

  • 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.