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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 | |
|---|---|---|---|---|---|---|
126
PUT
Parker-Hannifin
PH
$120B
| $52.5M | 0.09% |
+300,000
| New | +$49.3M |
|
127
PUT
Best Buy
BBY
$19B
| $52.2M | 0.09% |
916,300
+617,700
| +207% | +$35.4M |
|
128
CALL
Constellation Brands
STZ
$22.5B
| $51.9M | 0.09% |
260,000
-4,800
| -2% | -$950K |
|
129
CALL
T-Mobile US
TMUS
$195B
| $51.3M | 0.08% |
832,500
+20,000
| +2% | +$1.25M |
|
130
CALL
American International
AIG
$42.5B
| $51.2M | 0.08% |
833,700
-589,700
| -41% | -$36.7M |
|
131
DuPont de Nemours
DD
$18.6B
| $50.8M | 0.08% |
289,742
+170,241
| +142% | +$28.4M |
|
132
CALL
Merck
MRK
$322B
| $50.3M | 0.08% |
822,680
-319,535
| -28% | -$19.4M |
|
|
133
PUT
Constellation Brands
STZ
$22.5B
| $50.3M | 0.08% |
252,000
-4,000
| -2% | -$792K |
|
134
PUT
Netflix
NFLX
$307B
| $49.9M | 0.08% |
2,752,000
-3,779,000
| -58% | -$65.9M |
|
135
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $49.1M | 0.08% |
461,400
-235,300
| -34% | -$25.2M |
|
|
136
CALL
Alphabet (Google) Class A
GOOGL
$4.12T
| $48.7M | 0.08% |
1,000,000
| – | – |
|
137
PUT
NetEase
NTES
$83B
| $48.5M | 0.08% |
919,500
-594,500
| -39% | -$34.1M |
|
138
PUT
Trip.com Group
TCOM
$29B
| $47M | 0.08% |
890,900
+316,900
| +55% | +$17.2M |
|
139
CALL
Tesla
TSLA
$1.18T
| $45.8M | 0.08% |
2,016,000
+516,000
| +34% | +$11.9M |
|
140
PUT
Union Pacific
UNP
$174B
| $45.3M | 0.07% |
390,700
+314,100
| +410% | +$33.7M |
|
141
CALL
iShares MSCI ACWI ETF
ACWI
$32B
| $44.7M | 0.07% |
650,000
| – | – |
|
|
142
PUT
iShares MSCI ACWI ETF
ACWI
$32B
| $44.7M | 0.07% |
650,000
-500,000
| -43% | -$33.6M |
|
143
PUT
Freeport-McMoran
FCX
$86.2B
| $44.4M | 0.07% |
3,162,500
-312,600
| -9% | -$4.39M |
|
144
PUT
PepsiCo
PEP
$196B
| $44.4M | 0.07% |
398,100
+113,100
| +40% | +$13.1M |
|
145
CALL
Pfizer
PFE
$143B
| $44M | 0.07% |
1,299,898
+655,588
| +102% | +$21.1M |
|
146
Qorvo
QRVO
$7.9B
| $43.4M | 0.07% |
614,102
+373,082
| +155% | +$26M |
|
147
PUT
FedEx
FDX
$73B
| $43.3M | 0.07% |
191,900
-181,400
| -49% | -$38.6M |
|
148
PUT
iShares MSCI South Korea ETF
EWY
$20.1B
| $43.2M | 0.07% |
625,000
+500,000
| +400% | +$34.4M |
|
149
PUT
Newmont
NEM
$96.2B
| $43.1M | 0.07% |
1,150,000
-380,500
| -25% | -$13.8M |
|
150
Bank of America
BAC
$429B
| $41.5M | 0.07% |
1,636,658
+187,325
| +13% | +$4.55M |
|
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.