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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 | |
|---|---|---|---|---|---|---|
|
VIAB
401
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $10.3M | 0.02% |
368,700
+78,000
| +27% | +$2.41M |
|
|
TWX
402
CALL
DELISTED
Time Warner Inc
TWX
| $10.2M | 0.02% |
100,000
| – | – |
|
403
PUT
Dillards
DDS
$9.2B
| $10.2M | 0.02% |
182,500
+178,500
| +4,463% | +$11M |
|
404
CALL
Halozyme
HALO
$9.88B
| $10.2M | 0.02% |
587,000
+420,400
| +252% | +$5.69M |
|
|
CELG
405
PUT
DELISTED
Celgene Corp
CELG
| $10.2M | 0.02% |
69,900
-148,000
| -68% | -$20.2M |
|
406
PUT
Carnival Corporation Ltd
CCL
$38.1B
| $10.1M | 0.02% |
157,000
+38,200
| +32% | +$2.55M |
|
407
PUT
Hain Celestial
HAIN
$44.6M
| $10.1M | 0.02% |
245,000
+5,000
| +2% | +$207K |
|
408
Western Digital
WDC
$159B
| $10.1M | 0.02% |
153,981
+97,973
| +175% | +$6.5M |
|
409
Rio Tinto
RIO
$152B
| $10M | 0.02% |
+212,767
| New | +$9.89M |
|
|
X
410
DELISTED
US Steel
X
| $9.92M | 0.02% |
386,600
+232,209
| +150% | +$5.68M |
|
411
CALL
AstraZeneca
AZN
$269B
| $9.83M | 0.02% |
145,050
-193,700
| -57% | -$12.2M |
|
|
JWN
412
PUT
DELISTED
Nordstrom
JWN
| $9.81M | 0.02% |
208,000
+176,400
| +558% | +$8.19M |
|
413
CALL
Bristol-Myers Squibb
BMY
$129B
| $9.56M | 0.02% |
+150,000
| New | +$8.76M |
|
414
PUT
Banc of California
BANC
$2.87B
| $9.54M | 0.02% |
460,000
-100
| -0% | -$1.97K |
|
415
CALL
Travel + Leisure Co
TNL
$4.76B
| $9.49M | 0.02% |
199,350
| – | – |
|
416
CALL
PNC Financial Services
PNC
$99.1B
| $9.43M | 0.02% |
70,000
-1,700
| -2% | -$218K |
|
417
CALL
Nike
NKE
$64.1B
| $9.43M | 0.02% |
181,900
-56,900
| -24% | -$3.19M |
|
418
CALL
Netflix
NFLX
$307B
| $9.41M | 0.02% |
519,000
-761,000
| -59% | -$13.3M |
|
|
APC
419
PUT
DELISTED
Anadarko Petroleum
APC
| $9.4M | 0.02% |
192,500
+72,500
| +60% | +$3.2M |
|
|
GGP
420
CALL
DELISTED
GGP Inc.
GGP
| $9.35M | 0.02% |
450,000
+400,000
| +800% | +$8.75M |
|
421
CALL
Texas Instruments
TXN
$248B
| $9.32M | 0.02% |
104,000
+34,800
| +50% | +$2.86M |
|
422
PUT
Teck Resources
TECK
$28.2B
| $9.32M | 0.02% |
442,000
-200,000
| -31% | -$4.35M |
|
423
Advanced Micro Devices
AMD
$700B
| $9.29M | 0.02% |
728,820
+336,065
| +86% | +$4.38M |
|
424
Energizer
ENR
$1.47B
| $9.29M | 0.02% |
201,755
-542,129
| -73% | -$24.4M |
|
425
PUT
JetBlue
JBLU
$2.16B
| $9.27M | 0.02% |
+500,000
| New | +$10.5M |
|
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.