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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 | |
|---|---|---|---|---|---|---|
201
CALL
Delta Air Lines
DAL
$56.7B
| $28.9M | 0.05% |
600,000
+279,800
| +87% | +$13.9M |
|
202
CALL
Zoetis
ZTS
$32.7B
| $28.9M | 0.05% |
453,400
| – | – |
|
203
PUT
CVS Health
CVS
$135B
| $28.8M | 0.05% |
354,000
-509,400
| -59% | -$40.3M |
|
204
PUT
US Bancorp
USB
$97.9B
| $28.5M | 0.05% |
532,700
+366,700
| +221% | +$19.2M |
|
|
205
PUT
Alphabet (Google) Class A
GOOGL
$4.12T
| $28.2M | 0.05% |
580,000
+80,000
| +16% | +$3.79M |
|
206
CALL
Verizon
VZ
$197B
| $27.8M | 0.05% |
562,600
-1,938,100
| -78% | -$91.2M |
|
207
iShares US Real Estate ETF
IYR
$4.75B
| $27.6M | 0.05% |
345,999
+58,365
| +20% | +$4.69M |
|
208
CALL
iShares MSCI South Korea ETF
EWY
$20.1B
| $27.6M | 0.05% |
400,000
+300,000
| +300% | +$20.6M |
|
209
PUT
McDonald's
MCD
$193B
| $27.5M | 0.05% |
175,600
-17,000
| -9% | -$2.66M |
|
|
210
CALL
McDonald's
MCD
$193B
| $27.4M | 0.05% |
175,000
-4,600
| -3% | -$721K |
|
211
IBM
IBM
$213B
| $27.4M | 0.05% |
197,247
-80,338
| -29% | -$11.2M |
|
|
RSX
212
CALL
DELISTED
VanEck Russia ETF
RSX
| $27.3M | 0.05% |
1,225,000
+1,150,000
| +1,533% | +$23.7M |
|
213
CALL
Travelers Companies
TRV
$81.1B
| $26.7M | 0.04% |
218,100
+216,100
| +10,805% | +$27M |
|
|
STMP
214
PUT
DELISTED
Stamps.com, Inc.
STMP
| $26.6M | 0.04% |
+131,200
| New | +$24.1M |
|
215
CALL
JD.com
JD
$43.5B
| $26.2M | 0.04% |
685,000
-60,000
| -8% | -$2.57M |
|
216
CALL
Harley-Davidson
HOG
$2.61B
| $25.7M | 0.04% |
534,000
+495,000
| +1,269% | +$24.1M |
|
217
CALL
Danaher
DHR
$138B
| $25.7M | 0.04% |
338,400
| – | – |
|
218
PUT
iShares Silver Trust
SLV
$27.7B
| $25.3M | 0.04% |
1,605,000
-100,000
| -6% | -$1.59M |
|
219
PUT
Comcast
CMCSA
$87.3B
| $25.2M | 0.04% |
654,600
-563,300
| -46% | -$22.2M |
|
|
AABA
220
PUT
DELISTED
Altaba Inc
AABA
| $24.8M | 0.04% |
+375,000
| New | +$23M |
|
221
CALL
Gilead Sciences
GILD
$165B
| $24.8M | 0.04% |
306,000
+51,000
| +20% | +$3.9M |
|
222
PUT
AngloGold Ashanti
AU
$39.4B
| $24.6M | 0.04% |
2,645,000
+1,425,000
| +117% | +$13.8M |
|
223
PUT
United Airlines
UAL
$38.8B
| $24.3M | 0.04% |
399,700
+327,600
| +454% | +$21.8M |
|
224
PUT
Chubb
CB
$140B
| $24.2M | 0.04% |
+170,000
| New | +$24.6M |
|
225
PUT
ArcelorMittal
MT
$49.5B
| $24M | 0.04% |
+930,000
| New | +$24.1M |
|
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.