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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 | |
|---|---|---|---|---|---|---|
601
PUT
Gen Digital
GEN
$16.3B
| $4.39M | 0.01% |
133,700
+132,300
| +9,450% | +$4.03M |
|
602
CALL
Southern Company
SO
$106B
| $4.35M | 0.01% |
88,500
-64,000
| -42% | -$3.1M |
|
603
PUT
Energy Transfer Partners
ET
$69.6B
| $4.34M | 0.01% |
250,000
| – | – |
|
|
SAVE
604
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $4.34M | 0.01% |
130,000
+100,000
| +333% | +$4M |
|
605
PUT
XPO
XPO
$23.4B
| $4.34M | 0.01% |
+185,049
| New | +$3.88M |
|
606
CALL
Colgate-Palmolive
CL
$73.3B
| $4.33M | 0.01% |
59,500
-170,000
| -74% | -$12.3M |
|
607
PUT
Corning
GLW
$116B
| $4.31M | 0.01% |
144,100
-218,100
| -60% | -$6.46M |
|
608
Lexicon Pharmaceuticals
LXRX
$1.04B
| $4.31M | 0.01% |
+350,589
| New | +$5.18M |
|
609
CALL
Golar LNG
GLNG
$4.91B
| $4.3M | 0.01% |
190,200
+108,200
| +132% | +$2.38M |
|
610
PUT
Akamai
AKAM
$16.5B
| $4.26M | 0.01% |
87,500
| – | – |
|
611
PUT
Howmet Aerospace
HWM
$111B
| $4.25M | 0.01% |
222,984
-161,044
| -42% | -$3.08M |
|
612
CALL
Liberty Global Class A
LBTYA
$3.56B
| $4.24M | 0.01% |
+125,000
| New | +$4.17M |
|
613
Constellation Brands
STZ
$22.3B
| $4.23M | 0.01% |
21,198
-16,244
| -43% | -$3.21M |
|
|
FOLD
614
PUT
DELISTED
Amicus Therapeutics
FOLD
| $4.22M | 0.01% |
+280,000
| New | +$3.7M |
|
615
PUT
Archer Daniels Midland
ADM
$38.9B
| $4.21M | 0.01% |
99,000
+78,200
| +376% | +$3.3M |
|
616
Corpay
CPAY
$25.5B
| $4.2M | 0.01% |
27,166
+14,400
| +113% | +$2.11M |
|
617
CALL
Kohl's
KSS
$2.21B
| $4.2M | 0.01% |
92,000
+62,400
| +211% | +$2.56M |
|
618
Skyworks Solutions
SWKS
$9.4B
| $4.2M | 0.01% |
41,182
-24,468
| -37% | -$2.54M |
|
619
CALL
VF Corp
VFC
$5.87B
| $4.2M | 0.01% |
70,092
+61,596
| +725% | +$3.55M |
|
|
VXX
620
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $4.18M | 0.01% |
106,725
-1,665,075
| -94% | -$77.3M |
|
621
CALL
Goldman Sachs
GS
$302B
| $4.17M | 0.01% |
17,600
-125,200
| -88% | -$28.2M |
|
|
SN
622
PUT
DELISTED
Sanchez Energy Corporation
SN
| $4.12M | 0.01% |
+855,000
| New | +$4.39M |
|
623
PUT
Kimberly-Clark
KMB
$36.6B
| $4.12M | 0.01% |
+35,000
| New | +$4.27M |
|
624
PUT
Ligand Pharmaceuticals
LGND
$5.94B
| $4.08M | 0.01% |
+48,090
| New | +$3.81M |
|
625
CME Group
CME
$96.1B
| $4.07M | 0.01% |
30,000
| – | – |
|
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.