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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 | |
|---|---|---|---|---|---|---|
626
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
| $4.05M | 0.01% |
57,100
+47,900
| +521% | +$3.29M |
|
627
PUT
Aptiv
APTV
$12.3B
| $4.04M | 0.01% |
41,000
-2,000
| -5% | -$189K |
|
628
PUT
Analog Devices
ADI
$179B
| $4.02M | 0.01% |
46,700
+36,700
| +367% | +$2.96M |
|
629
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$416M
| $4.01M | 0.01% |
36,000
| – | – |
|
|
STAY
630
CALL
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
| $4M | 0.01% |
+200,000
| New | +$3.88M |
|
|
NFX
631
CALL
DELISTED
Newfield Exploration
NFX
| $3.99M | 0.01% |
134,600
+19,500
| +17% | +$523K |
|
632
CALL
Southern Copper
SCCO
$145B
| $3.98M | 0.01% |
107,871
| – | – |
|
|
AKS
633
CALL
DELISTED
AK Steel Holding Corp
AKS
| $3.97M | 0.01% |
710,000
-2,000
| -0.3% | -$11.4K |
|
634
PUT
Cleveland-Cliffs
CLF
$6.64B
| $3.93M | 0.01% |
550,000
| – | – |
|
635
ArcelorMittal
MT
$52.3B
| $3.93M | 0.01% |
152,555
+132,740
| +670% | +$3.44M |
|
636
CALL
Macy's
M
$6.56B
| $3.93M | 0.01% |
180,000
-78,100
| -30% | -$1.72M |
|
|
637
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
| $3.92M | 0.01% |
55,285
-11,780
| -18% | -$810K |
|
638
CALL
Monster Beverage
MNST
$95.5B
| $3.92M | 0.01% |
142,000
+73,000
| +106% | +$1.97M |
|
639
CALL
Chegg
CHGG
$118M
| $3.92M | 0.01% |
+264,100
| New | +$3.76M |
|
|
IPG
640
DELISTED
Interpublic Group of Companies
IPG
| $3.92M | 0.01% |
188,297
+188,252
| +418,338% | +$4.09M |
|
641
CALL
Motorola Solutions
MSI
$71.5B
| $3.9M | 0.01% |
46,000
+38,000
| +475% | +$3.33M |
|
642
PUT
DHI Group
DHX
$176M
| $3.9M | 0.01% |
+1,500,000
| New | +$3.42M |
|
643
iShares MSCI Brazil ETF
EWZ
$9.25B
| $3.9M | 0.01% |
93,551
+93,550
| +9,355,000% | +$3.66M |
|
|
SCG
644
CALL
DELISTED
Scana
SCG
| $3.88M | 0.01% |
80,000
+78,900
| +7,173% | +$4.84M |
|
645
PUT
Brighthouse Financial
BHF
$3.64B
| $3.85M | 0.01% |
+63,369
| New | +$3.61M |
|
646
PUT
TransDigm Group
TDG
$69.9B
| $3.83M | 0.01% |
+15,000
| New | +$4.06M |
|
647
JetBlue
JBLU
$2.29B
| $3.83M | 0.01% |
+206,530
| New | +$4.33M |
|
648
CALL
Dollar Tree
DLTR
$24.7B
| $3.82M | 0.01% |
44,000
-2,000
| -4% | -$153K |
|
649
CALL
Herbalife
HLF
$1.29B
| $3.8M | 0.01% |
112,000
-156,400
| -58% | -$5.35M |
|
650
PUT
CF Industries
CF
$19.3B
| $3.79M | 0.01% |
107,900
-48,800
| -31% | -$1.51M |
|
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.