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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
C icon
76
Citigroup
C
$231B
$97.6M 0.16%
+1,342,261
New +$91.6M
UNP icon
77
CALL
Union Pacific
UNP
$169B
$96.9M 0.16%
835,700
-244,400
-23% -$26.2M
JPM icon
78
CALL
JPMorgan Chase
JPM
$943B
$94.7M 0.16%
991,600
-313,300
-24% -$28.9M
C icon
79
CALL
Citigroup
C
$231B
$91.9M 0.15%
1,263,500
-290,900
-19% -$19.9M
GLD icon
80
PUT
SPDR Gold Trust
GLD
$149B
$90M 0.15%
740,000
-400,000
-35% -$48.6M
B
81
PUT
Barrick Mining
B
$73.4B
$88.5M 0.15%
5,502,600
-1,494,200
-21% -$25M
BX icon
82
Blackstone
BX
$96.9B
$87.8M 0.14%
2,631,535
-293,493
-10% -$9.66M
IYR icon
83
PUT
iShares US Real Estate ETF
IYR
$4.27B
$86M 0.14%
1,077,100
+939,900
+685% +$75.5M
CSCO icon
84
CALL
Cisco
CSCO
$431B
$82.7M 0.14%
2,458,900
-181,800
-7% -$5.79M
MET icon
85
PUT
MetLife
MET
$60.8B
$81.7M 0.13%
1,573,000
+100,151
+7% +$4.88M
QCOM icon
86
PUT
Qualcomm
QCOM
$188B
$81.7M 0.13%
1,576,000
-710,800
-31% -$37.6M
DIA icon
87
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$80.9M 0.13%
361,340
+211,904
+142% +$46.4M
FEZ icon
88
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
$80.4M 0.13%
1,950,000
+450,000
+30% +$17.9M
XHB icon
89
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.36B
$79.6M 0.13%
+2,000,000
New +$77M
KRE icon
90
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
$79M 0.13%
1,392,669
+1,314,386
+1,679% +$70.6M
DD icon
91
CALL
DuPont de Nemours
DD
$17.3B
$78.9M 0.13%
450,180
+10,322
+2% +$1.72M
IBM icon
92
CALL
IBM
IBM
$226B
$77.8M 0.13%
560,865
+299,993
+115% +$41.8M
USO icon
93
CALL
United States Oil Fund
USO
$1.7B
$77.6M 0.13%
930,225
-110,050
-11% -$8.67M
INTC icon
94
CALL
Intel
INTC
$562B
$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
TMUS icon
96
PUT
T-Mobile US
TMUS
$190B
$74M 0.12%
1,200,000
-180,000
-13% -$11.3M
BIDU icon
97
CALL
Baidu
BIDU
$31.4B
$73.4M 0.12%
296,500
-140,000
-32% -$30.5M
GE icon
98
CALL
GE Aerospace
GE
$338B
$72.6M 0.12%
626,299
-73,074
-10% -$8.83M
JD icon
99
JD.com
JD
$36.5B
$72.5M 0.12%
1,897,208
+1,050,922
+124% +$45M
PYPL icon
100
PUT
PayPal
PYPL
$44.6B
$72.1M 0.12%
1,126,500
+581,400
+107% +$34.8M
2 3
4
5 6

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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.