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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 | |
|---|---|---|---|---|---|---|
|
IMMU
376
PUT
DELISTED
Immunomedics Inc
IMMU
| $11.1M | 0.02% |
794,900
-195,100
| -20% | -$1.94M |
|
377
PUT
Macy's
M
$6.51B
| $11.1M | 0.02% |
507,600
+348,200
| +218% | +$7.66M |
|
378
CALL
AutoZone
AZO
$51.3B
| $11.1M | 0.02% |
+18,600
| New | +$9.91M |
|
379
CALL
Agnico Eagle Mines
AEM
$72.2B
| $11M | 0.02% |
244,000
+243,300
| +34,757% | +$11.4M |
|
380
CALL
Target
TGT
$66.3B
| $11M | 0.02% |
186,600
+110,900
| +146% | +$6.21M |
|
381
PUT
Kraft Heinz
KHC
$32.8B
| $11M | 0.02% |
141,300
-48,100
| -25% | -$4.02M |
|
382
CALL
Tower Semiconductor
TSEM
$21.2B
| $10.9M | 0.02% |
356,000
| – | – |
|
|
TTM
383
PUT
DELISTED
Tata Motors Limited
TTM
| $10.9M | 0.02% |
350,000
+153,000
| +78% | +$4.92M |
|
|
384
PUT
Target
TGT
$66.3B
| $10.9M | 0.02% |
184,000
-234,200
| -56% | -$13.1M |
|
385
CALL
Goodyear
GT
$2.09B
| $10.8M | 0.02% |
325,000
| – | – |
|
386
Walt Disney
DIS
$171B
| $10.7M | 0.02% |
+108,890
| New | +$11.2M |
|
387
CALL
Prudential Financial
PRU
$42.6B
| $10.7M | 0.02% |
100,800
-112,000
| -53% | -$12M |
|
388
PUT
BHP
BHP
$211B
| $10.6M | 0.02% |
292,805
+108,849
| +59% | +$3.98M |
|
389
NetEase
NTES
$83B
| $10.6M | 0.02% |
200,585
+96,420
| +93% | +$5.54M |
|
390
PUT
Costco
COST
$432B
| $10.6M | 0.02% |
64,400
-150,800
| -70% | -$23.7M |
|
391
CALL
eBay
EBAY
$51.2B
| $10.5M | 0.02% |
274,100
+38,400
| +16% | +$1.4M |
|
392
CALL
Wynn Resorts
WYNN
$10.3B
| $10.5M | 0.02% |
70,700
-32,900
| -32% | -$4.49M |
|
393
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
| $10.5M | 0.02% |
148,200
-88,000
| -37% | -$6.05M |
|
394
PUT
HCA Healthcare
HCA
$88.4B
| $10.5M | 0.02% |
+131,500
| New | +$10.6M |
|
395
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
| $10.4M | 0.02% |
127,242
+31,688
| +33% | +$2.54M |
|
396
PUT
BlackBerry
BB
$4.58B
| $10.3M | 0.02% |
925,500
+519,900
| +128% | +$4.89M |
|
397
PUT
General Mills
GIS
$20.2B
| $10.3M | 0.02% |
199,700
+108,500
| +119% | +$5.95M |
|
398
PUT
Applied Materials
AMAT
$347B
| $10.3M | 0.02% |
197,900
-45,200
| -19% | -$2.04M |
|
399
CALL
Zimmer Biomet
ZBH
$18.8B
| $10.3M | 0.02% |
+90,640
| New | +$10.5M |
|
|
DISH
400
CALL
DELISTED
DISH Network Corp.
DISH
| $10.3M | 0.02% |
190,000
-449,500
| -70% | -$26.6M |
|
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.