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Parallax Volatility Advisers

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
Cap. Flow
+$6.63B
Cap. Flow %
10.93%
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 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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$777B
$16B 26.45%
63,840,000
+22,326,300
+54% +$5.5B
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$777B
$6.79B 11.19%
27,014,500
-1,216,900
-4% -$300M
IWM icon
3
PUT
iShares Russell 2000 ETF
IWM
$79.6B
$3.6B 5.94%
24,325,600
-1,117,300
-4% -$157M
QQQ icon
4
CALL
Invesco QQQ Trust
QQQ
$440B
$2B 3.29%
13,734,300
+11,754,400
+594% +$1.68B
EFA icon
5
PUT
iShares MSCI EAFE ETF
EFA
$76.4B
$1.26B 2.07%
18,356,200
+9,687,500
+112% +$648M
AAPL icon
6
PUT
Apple
AAPL
$5.02T
$1.13B 1.86%
29,334,000
+2,957,200
+11% +$115M
QQQ icon
7
PUT
Invesco QQQ Trust
QQQ
$440B
$995M 1.64%
6,842,700
-3,132,100
-31% -$449M
IWM icon
8
CALL
iShares Russell 2000 ETF
IWM
$79.6B
$970M 1.6%
6,543,300
+4,142,100
+173% +$583M
EEM icon
9
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.7B
$904M 1.49%
20,170,900
-8,613,000
-30% -$379M
AAPL icon
10
CALL
Apple
AAPL
$5.02T
$856M 1.41%
22,218,800
+4,741,600
+27% +$184M
GLD icon
11
CALL
SPDR Gold Trust
GLD
$130B
$740M 1.22%
6,085,800
-560,000
-8% -$68.1M
HYG icon
12
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$578M 0.95%
6,507,500
-6,222,500
-49% -$549M
TLT icon
13
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43B
$570M 0.94%
4,566,900
-2,311,600
-34% -$290M
EEM icon
14
CALL
iShares MSCI Emerging Markets ETF
EEM
$27.7B
$561M 0.93%
12,528,300
+3,406,300
+37% +$150M
ILG
15
PUT
DELISTED
ILG, Inc Common Stock
ILG
$537M 0.89%
20,105,200
+145,000
+0.7% +$3.84M
IEF icon
16
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$503M 0.83%
4,721,200
+953,400
+25% +$102M
AMZN icon
17
PUT
Amazon
AMZN
$2.45T
$421M 0.69%
8,750,000
+868,000
+11% +$42.6M
C icon
18
PUT
Citigroup
C
$216B
$308M 0.51%
4,229,800
+2,062,700
+95% +$141M
BAC icon
19
PUT
Bank of America
BAC
$433B
$301M 0.5%
11,875,500
+4,483,900
+61% +$109M
BABA icon
20
PUT
Alibaba
BABA
$275B
$300M 0.49%
1,735,800
+515,400
+42% +$83.6M
EFA icon
21
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
$283M 0.47%
4,134,100
-129,600
-3% -$8.66M
HD icon
22
CALL
Home Depot
HD
$338B
$266M 0.44%
1,627,100
+1,429,500
+723% +$219M
VXX
23
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$257M 0.42%
6,567,700
+490,025
+8% +$22.7M
MSFT icon
24
PUT
Microsoft
MSFT
$2.91T
$238M 0.39%
3,200,900
-2,674,900
-46% -$195M
WFC icon
25
PUT
Wells Fargo
WFC
$257B
$238M 0.39%
4,313,900
+2,066,600
+92% +$110M
1
2 3 4 5

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Nomura Asset Management
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Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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.