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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 | |
|---|---|---|---|---|---|---|
476
PUT
CSX Corp
CSX
$93.4B
| $6.96M | 0.01% |
384,900
+347,400
| +926% | +$5.96M |
|
477
CALL
Mid-America Apartment Communities
MAA
$15.4B
| $6.95M | 0.01% |
+65,000
| New | +$6.82M |
|
|
478
PUT
Mid-America Apartment Communities
MAA
$15.4B
| $6.95M | 0.01% |
+65,000
| New | +$6.82M |
|
|
BNY
479
Bank of New York Mellon
BNY
$106B
| $6.94M | 0.01% |
130,837
+127,292
| +3,591% | +$6.68M |
|
|
PPLI
480
PUT
People Inc
PPLI
$3.09B
| $6.94M | 0.01% |
330,129
-12,310
| -4% | -$239K |
|
481
PUT
Conagra Brands
CAG
$6.94B
| $6.92M | 0.01% |
205,000
+50,000
| +32% | +$1.7M |
|
482
CALL
Royal Gold
RGLD
$16.8B
| $6.88M | 0.01% |
80,000
+58,000
| +264% | +$5.02M |
|
483
PUT
Harley-Davidson
HOG
$2.58B
| $6.84M | 0.01% |
141,900
+102,900
| +264% | +$5.01M |
|
484
PUT
Regency Centers
REG
$14.7B
| $6.83M | 0.01% |
110,000
+20,000
| +22% | +$1.29M |
|
485
CALL
Ulta Beauty
ULTA
$22B
| $6.78M | 0.01% |
30,000
-71,200
| -70% | -$17.1M |
|
486
PUT
Molina Healthcare
MOH
$10.2B
| $6.78M | 0.01% |
+98,600
| New | +$6.42M |
|
487
CALL
Banc of California
BANC
$3.03B
| $6.77M | 0.01% |
326,400
+131,400
| +67% | +$2.59M |
|
488
Vulcan Materials
VMC
$34.8B
| $6.77M | 0.01% |
+56,595
| New | +$6.79M |
|
489
CALL
Hain Celestial
HAIN
$45M
| $6.75M | 0.01% |
164,000
+89,000
| +119% | +$3.68M |
|
490
CALL
Occidental Petroleum
OXY
$56.8B
| $6.74M | 0.01% |
105,000
+16,200
| +18% | +$987K |
|
|
ZGNX
491
CALL
DELISTED
Zogenix, Inc.
ZGNX
| $6.73M | 0.01% |
+192,100
| New | +$2.61M |
|
492
PUT
Adobe
ADBE
$99.5B
| $6.71M | 0.01% |
45,000
-62,900
| -58% | -$9.39M |
|
493
PUT
Shopify
SHOP
$152B
| $6.7M | 0.01% |
+575,000
| New | +$5.87M |
|
|
SPLK
494
PUT
DELISTED
Splunk Inc
SPLK
| $6.67M | 0.01% |
100,400
+92,000
| +1,095% | +$5.76M |
|
|
VMW
495
CALL
DELISTED
VMware, Inc
VMW
| $6.58M | 0.01% |
60,300
-241,000
| -80% | -$23.8M |
|
496
CALL
ArcelorMittal
MT
$52.9B
| $6.57M | 0.01% |
255,000
+235,200
| +1,188% | +$6.09M |
|
497
NXP Semiconductors
NXPI
$57.8B
| $6.52M | 0.01% |
57,674
+20,135
| +54% | +$2.25M |
|
|
SRG
498
Seritage Growth Properties
SRG
$136M
| $6.39M | 0.01% |
138,674
+130,331
| +1,562% | +$6.05M |
|
499
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
| $6.36M | 0.01% |
263,000
-20,000
| -7% | -$484K |
|
|
STRP
500
CALL
DELISTED
Straight Path Communications Inc.
STRP
| $6.32M | 0.01% |
35,000
-600
| -2% | -$108K |
|
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.