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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
(+18%)
Cap. Flow
-$159M
Cap. Flow
% of AUM
-0.26%
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 | Miscellaneous | 96.71% |
| 2 | Technology | 0.76% |
| 3 | Financials | 0.69% |
| 4 | Consumer Discretionary | 0.53% |
| 5 | Industrials | 0.31% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
501
Delta Air Lines
DAL
$51.8B
| $6.31M | 0.01% |
130,806
+83,180
| +175% | +$4.15M |
|
502
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
| $6.27M | 0.01% |
114,560
+18,018
| +19% | +$945K |
|
503
CALL
BHP
BHP
$234B
| $6.25M | 0.01% |
172,970
+156,715
| +964% | +$5.73M |
|
504
Energy Transfer Partners
ET
$74.7B
| $6.22M | 0.01% |
358,100
-377,953
| -51% | -$6.61M |
|
505
CALL
NMI Holdings
NMIH
$3.34B
| $6.2M | 0.01% |
+500,000
| New | +$5.79M |
|
506
PUT
GameStop
GME
$8.92B
| $6.2M | 0.01% |
1,200,000
+1,162,400
| +3,091% | +$6.02M |
|
507
Weibo
WB
$1.63B
| $6.2M | 0.01% |
62,627
+26,425
| +73% | +$2.33M |
|
|
TTM
508
CALL
DELISTED
Tata Motors Limited
TTM
| $6.18M | 0.01% |
197,500
| – | – |
|
|
HDS
509
DELISTED
HD Supply Holdings, Inc.
HDS
| $6.17M | 0.01% |
171,015
+168,013
| +5,597% | +$5.4M |
|
510
Intercontinental Exchange
ICE
$87.9B
| $6.15M | 0.01% |
89,513
-25,439
| -22% | -$1.68M |
|
511
CALL
Teck Resources
TECK
$34.5B
| $6.13M | 0.01% |
290,700
-200,000
| -41% | -$4.35M |
|
512
PUT
Cardinal Health
CAH
$55.8B
| $6.11M | 0.01% |
+91,300
| New | +$6.45M |
|
|
513
PUT
NRG Energy
NRG
$24.3B
| $6.11M | 0.01% |
+238,700
| New | +$5.64M |
|
514
PUT
Altria Group
MO
$113B
| $6.05M | 0.01% |
95,400
| – | – |
|
|
DMK
515
CALL
DELISTED
DMK Pharmaceuticals Corporation Common Stock
DMK
| $6.03M | 0.01% |
16,473
+7,007
| +74% | +$2.49M |
|
516
PUT
The Greenbrier Companies
GBX
$1.32B
| $6.02M | 0.01% |
125,000
+103,000
| +468% | +$4.57M |
|
517
CALL
Archer Daniels Midland
ADM
$41.7B
| $6.01M | 0.01% |
141,400
+88,300
| +166% | +$3.72M |
|
518
CarMax
KMX
$8.56B
| $6M | 0.01% |
79,130
-156
| -0.2% | -$10.4K |
|
|
ZGNX
519
PUT
DELISTED
Zogenix, Inc.
ZGNX
| $5.97M | 0.01% |
+170,400
| New | +$2.31M |
|
|
STRP
520
DELISTED
Straight Path Communications Inc.
STRP
| $5.96M | 0.01% |
33,000
-32,071
| -49% | -$5.76M |
|
|
HTZ
521
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $5.92M | 0.01% |
305,015
+258,975
| +563% | +$4.08M |
|
522
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $5.91M | 0.01% |
200,000
-75,000
| -27% | -$2.16M |
|
523
Nucor
NUE
$58.5B
| $5.91M | 0.01% |
105,425
+3,294
| +3% | +$186K |
|
524
PUT
Illinois Tool Works
ITW
$75.2B
| $5.9M | 0.01% |
+39,900
| New | +$5.67M |
|
525
Yelp
YELP
$1.11B
| $5.9M | 0.01% |
136,176
-45,626
| -25% | -$1.76M |
|
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TI
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's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.
By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.
- 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.