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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 | |
|---|---|---|---|---|---|---|
751
PUT
Everest Group
EG
$14.5B
| $2.74M | ﹤0.01% |
+12,000
| New | +$3.02M |
|
752
CALL
PPG Industries
PPG
$24.9B
| $2.74M | ﹤0.01% |
25,200
+9,200
| +58% | +$980K |
|
753
PUT
American Tower
AMT
$81.3B
| $2.73M | ﹤0.01% |
+20,000
| New | +$2.78M |
|
|
HIMX
754
CALL
Himax Technologies
HIMX
$2.19B
| $2.73M | ﹤0.01% |
+250,000
| New | +$2.27M |
|
755
Monster Beverage
MNST
$95.5B
| $2.73M | ﹤0.01% |
98,894
+97,978
| +10,696% | +$2.64M |
|
756
PUT
MiMedx Group
MDXG
$622M
| $2.73M | ﹤0.01% |
+229,700
| New | +$3.41M |
|
757
PUT
Marvell Technology
MRVL
$165B
| $2.7M | ﹤0.01% |
150,700
-379,500
| -72% | -$6.32M |
|
758
CALL
BP
BP
$114B
| $2.69M | ﹤0.01% |
77,621
-150,228
| -66% | -$4.77M |
|
759
PUT
Transocean
RIG
$5.62B
| $2.69M | ﹤0.01% |
250,000
-85,000
| -25% | -$732K |
|
|
CS
760
PUT
DELISTED
Credit Suisse Group
CS
| $2.69M | ﹤0.01% |
170,000
+40,000
| +31% | +$607K |
|
761
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$416M
| $2.67M | ﹤0.01% |
24,000
-2,720
| -10% | -$271K |
|
762
CALL
AbbVie
ABBV
$455B
| $2.67M | ﹤0.01% |
30,000
| – | – |
|
763
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23B
| $2.65M | ﹤0.01% |
100,000
+60,000
| +150% | +$1.61M |
|
764
CALL
Valero Energy
VLO
$92.6B
| $2.65M | ﹤0.01% |
34,400
-315,000
| -90% | -$21.7M |
|
765
PUT
Acadia Pharmaceuticals
ACAD
$4.55B
| $2.64M | ﹤0.01% |
70,000
+7,500
| +12% | +$244K |
|
766
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$119B
| $2.62M | ﹤0.01% |
+60,100
| New | +$2.6M |
|
|
S
767
PUT
DELISTED
Sprint Corporation
S
| $2.61M | ﹤0.01% |
335,000
+185,000
| +123% | +$1.52M |
|
768
United States Natural Gas Fund
UNG
$454M
| $2.6M | ﹤0.01% |
24,757
+19,670
| +387% | +$2.07M |
|
769
Infosys
INFY
$48.4B
| $2.6M | ﹤0.01% |
356,406
+4,422
| +1% | +$33.5K |
|
770
CALL
Diamondback Energy
FANG
$56.2B
| $2.6M | ﹤0.01% |
+26,500
| New | +$2.44M |
|
771
Lowe's Companies
LOW
$118B
| $2.6M | ﹤0.01% |
+32,462
| New | +$2.49M |
|
|
USCR
772
CALL
DELISTED
U S Concrete, Inc.
USCR
| $2.59M | ﹤0.01% |
+34,000
| New | +$2.61M |
|
773
CALL
Nucor
NUE
$58.5B
| $2.59M | ﹤0.01% |
46,200
+16,100
| +53% | +$910K |
|
774
CALL
Chubb
CB
$135B
| $2.58M | ﹤0.01% |
18,100
-33,900
| -65% | -$4.91M |
|
775
CALL
Kimberly-Clark
KMB
$36.6B
| $2.58M | ﹤0.01% |
+21,900
| New | +$2.67M |
|
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.