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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 | |
|---|---|---|---|---|---|---|
|
426
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
| $9.25M | 0.02% |
163,000
-219,500
| -57% | -$11.8M |
|
427
PUT
Ulta Beauty
ULTA
$21.8B
| $9.18M | 0.02% |
40,600
-95,500
| -70% | -$23M |
|
|
MNDT
428
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $9.14M | 0.02% |
545,000
| – | – |
|
429
PUT
Dover
DOV
$26.7B
| $9.14M | 0.02% |
123,800
+122,438
| +8,990% | +$8.51M |
|
|
VSM
430
CALL
DELISTED
Versum Materials, Inc.
VSM
| $9.12M | 0.02% |
235,000
+185,000
| +370% | +$6.62M |
|
431
PUT
Eastman Chemical
EMN
$7.69B
| $9.09M | 0.02% |
100,400
+96,400
| +2,410% | +$8.21M |
|
|
FITB
432
CALL
Fifth Third Bancorp
FITB
$51.3B
| $9.09M | 0.02% |
324,700
-6,200
| -2% | -$164K |
|
433
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $8.92M | 0.01% |
314,200
+114,200
| +57% | +$3.14M |
|
434
PUT
Rockwell Automation
ROK
$51.1B
| $8.91M | 0.01% |
50,000
+48,000
| +2,400% | +$7.99M |
|
435
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $8.91M | 0.01% |
76,521
+76,520
| +7,652,000% | +$8.84M |
|
436
Cummins
CMI
$83.6B
| $8.9M | 0.01% |
+52,979
| New | +$8.57M |
|
|
DO
437
PUT
DELISTED
Diamond Offshore Drilling
DO
| $8.85M | 0.01% |
+610,000
| New | +$7.34M |
|
438
CALL
Amazon
AMZN
$2.44T
| $8.75M | 0.01% |
182,000
-734,000
| -80% | -$36.1M |
|
439
CALL
Oneok
OKE
$56.7B
| $8.67M | 0.01% |
+156,400
| New | +$8.45M |
|
|
PAY
440
CALL
DELISTED
Verifone Systems Inc
PAY
| $8.67M | 0.01% |
427,300
+157,300
| +58% | +$3.07M |
|
441
CALL
TJX Companies
TJX
$179B
| $8.66M | 0.01% |
235,000
| – | – |
|
442
CALL
Cheniere Energy
LNG
$54.2B
| $8.66M | 0.01% |
192,300
-260,500
| -58% | -$11.5M |
|
|
TWTR
443
CALL
DELISTED
Twitter, Inc.
TWTR
| $8.64M | 0.01% |
512,300
+499,300
| +3,841% | +$8.72M |
|
444
PUT
Incyte
INCY
$25.8B
| $8.63M | 0.01% |
73,900
+63,900
| +639% | +$8.08M |
|
445
PUT
Danaher
DHR
$138B
| $8.58M | 0.01% |
+112,800
| New | +$8.35M |
|
446
CALL
Western Digital
WDC
$159B
| $8.48M | 0.01% |
129,919
+66,150
| +104% | +$4.39M |
|
447
CALL
Marathon Petroleum
MPC
$90.1B
| $8.45M | 0.01% |
150,700
-24,400
| -14% | -$1.31M |
|
448
PUT
Halliburton
HAL
$26.1B
| $8.35M | 0.01% |
181,300
+95,800
| +112% | +$4.01M |
|
449
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $8.25M | 0.01% |
+45,000
| New | +$7.95M |
|
|
WBA
450
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $8.23M | 0.01% |
106,600
-12,400
| -10% | -$994K |
|
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.