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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 | |
|---|---|---|---|---|---|---|
301
PUT
American International
AIG
$42.5B
| $16.3M | 0.03% |
265,700
-114,300
| -30% | -$7.12M |
|
302
W.W. Grainger
GWW
$64.2B
| $16.3M | 0.03% |
90,693
-193,701
| -68% | -$32.7M |
|
303
PUT
United States Natural Gas Fund
UNG
$450M
| $16.3M | 0.03% |
154,988
+51,769
| +50% | +$5.46M |
|
304
CALL
Kraft Heinz
KHC
$32.8B
| $16.2M | 0.03% |
209,100
+187,100
| +850% | +$15.6M |
|
305
PUT
Ethan Allen Interiors
ETD
$600M
| $16.2M | 0.03% |
500,000
+10,000
| +2% | +$307K |
|
306
CALL
Lockheed Martin
LMT
$131B
| $16M | 0.03% |
51,500
+35,600
| +224% | +$10.6M |
|
307
Applied Materials
AMAT
$347B
| $15.8M | 0.03% |
303,872
+21,410
| +8% | +$968K |
|
|
HDS
308
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $15.7M | 0.03% |
435,800
+385,800
| +772% | +$12.4M |
|
309
Trip.com Group
TCOM
$29B
| $15.6M | 0.03% |
296,593
+179,807
| +154% | +$9.76M |
|
310
PUT
Merck
MRK
$322B
| $15.6M | 0.03% |
255,607
-111,193
| -30% | -$6.74M |
|
311
PUT
Las Vegas Sands
LVS
$31.4B
| $15.6M | 0.03% |
242,900
-1,057,700
| -81% | -$65.6M |
|
312
Invesco QQQ Trust
QQQ
$436B
| $15.5M | 0.03% |
106,677
+106,676
| +10,667,600% | +$15.3M |
|
313
CALL
Old Dominion Freight Line
ODFL
$46.3B
| $15.4M | 0.03% |
+420,000
| New | +$13.9M |
|
314
CALL
iShares Select Dividend ETF
DVY
$23.8B
| $15.4M | 0.03% |
164,500
| – | – |
|
315
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$217M
| $15.4M | 0.03% |
81,900
| – | – |
|
316
CALL
Tyson Foods
TSN
$21.5B
| $15.3M | 0.03% |
217,800
+73,800
| +51% | +$4.72M |
|
317
PayPal
PYPL
$49.9B
| $15.3M | 0.03% |
239,444
-2,336
| -1% | -$140K |
|
318
Verizon
VZ
$197B
| $15.2M | 0.03% |
+307,842
| New | +$14.5M |
|
319
PUT
Deere & Co
DE
$165B
| $15.1M | 0.02% |
120,000
+36,400
| +44% | +$4.49M |
|
320
Goldman Sachs
GS
$289B
| $15M | 0.02% |
63,285
+12,943
| +26% | +$2.92M |
|
|
TWTR
321
DELISTED
Twitter, Inc.
TWTR
| $14.8M | 0.02% |
876,562
+650,175
| +287% | +$11.4M |
|
322
CALL
Progressive
PGR
$128B
| $14.5M | 0.02% |
+300,000
| New | +$14M |
|
|
WW
323
PUT
DELISTED
WW International
WW
| $14.3M | 0.02% |
329,100
-10,000
| -3% | -$415K |
|
324
CALL
Stellantis
STLA
$17.4B
| $14.3M | 0.02% |
800,000
-3,200
| -0.4% | -$44.3K |
|
325
CALL
iShares US Home Construction ETF
ITB
$2.32B
| $14.3M | 0.02% |
+391,000
| New | +$13.4M |
|
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.