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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
TXN icon
176
PUT
Texas Instruments
TXN
$239B
$34.3M 0.06%
382,700
+238,000
+164% +$19.6M
PYPL icon
177
CALL
PayPal
PYPL
$44.6B
$34.3M 0.06%
535,000
+162,900
+44% +$9.76M
EWP icon
178
CALL
iShares MSCI Spain ETF
EWP
$2.24B
$33.7M 0.06%
+1,000,000
New +$33.7M
EWP icon
179
PUT
iShares MSCI Spain ETF
EWP
$2.24B
$33.7M 0.06%
+1,000,000
New +$33.7M
EBAY icon
180
PUT
eBay
EBAY
$46.1B
$33.5M 0.06%
871,000
+168,900
+24% +$6.14M
TBT icon
181
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
$33.1M 0.05%
931,500
+541,300
+139% +$19.1M
BA icon
182
Boeing
BA
$163B
$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
XME icon
184
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$31.8M 0.05%
989,400
-245,400
-20% -$7.69M
TCOM icon
185
CALL
Trip.com Group
TCOM
$24.7B
$31.7M 0.05%
601,100
-57,300
-9% -$3.11M
GWW icon
186
PUT
W.W. Grainger
GWW
$60.2B
$31.2M 0.05%
173,800
-219,800
-56% -$37.1M
SBUX icon
187
PUT
Starbucks
SBUX
$114B
$31.2M 0.05%
580,900
+3,500
+0.6% +$194K
DIS icon
188
CALL
Walt Disney
DIS
$180B
$30.9M 0.05%
313,100
+63,100
+25% +$6.49M
BNY
189
PUT
Bank of New York Mellon
BNY
$110B
$30.8M 0.05%
580,000
+563,400
+3,394% +$29.6M
LULU icon
190
PUT
lululemon athletica
LULU
$11B
$30.6M 0.05%
491,500
+175,200
+55% +$10.6M
LUV icon
191
CALL
Southwest Airlines
LUV
$18.9B
$30.5M 0.05%
544,500
+502,400
+1,193% +$28.2M
META icon
192
Meta Platforms (Facebook)
META
$1.67T
$30.3M 0.05%
177,423
+125,149
+239% +$20.9M
DIA icon
193
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$30.2M 0.05%
135,000
+10,000
+8% +$2.19M
EPI icon
194
CALL
WisdomTree India Earnings Fund ETF
EPI
$2B
$30.2M 0.05%
1,200,000
-305,000
-20% -$7.93M
DXJ icon
195
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$30.1M 0.05%
+550,000
New +$28.9M
EXPE icon
196
PUT
Expedia Group
EXPE
$32.7B
$30M 0.05%
208,500
-98,500
-32% -$14.6M
BX icon
197
PUT
Blackstone
BX
$96.9B
$29.9M 0.05%
897,000
-50,000
-5% -$1.65M
V icon
198
PUT
Visa
V
$686B
$29.9M 0.05%
284,100
+243,100
+593% +$24.7M
NKE icon
199
PUT
Nike
NKE
$55.4B
$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
6 7
8
9 10

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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.