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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 | |
|---|---|---|---|---|---|---|
801
CALL
MasTec
MTZ
$21.1B
| $2.32M | ﹤0.01% |
+50,000
| New | +$2.18M |
|
802
Insmed
INSM
$21.1B
| $2.31M | ﹤0.01% |
+73,869
| New | +$1.41M |
|
803
Macy's
M
$6.53B
| $2.3M | ﹤0.01% |
105,602
+102,232
| +3,034% | +$2.25M |
|
|
MIME
804
DELISTED
Mimecast Limited
MIME
| $2.3M | ﹤0.01% |
81,084
+62,917
| +346% | +$1.73M |
|
|
SP
805
CALL
DELISTED
SP Plus Corporation
SP
| $2.29M | ﹤0.01% |
58,000
| – | – |
|
|
MXIM
806
PUT
DELISTED
Maxim Integrated Products
MXIM
| $2.28M | ﹤0.01% |
47,800
-2,200
| -4% | -$101K |
|
807
Barclays
BCS
$92.7B
| $2.28M | ﹤0.01% |
230,243
-4,523
| -2% | -$44.8K |
|
|
KSU
808
PUT
DELISTED
Kansas City Southern
KSU
| $2.27M | ﹤0.01% |
20,900
| – | – |
|
|
EXAS
809
PUT
DELISTED
Exact Sciences
EXAS
| $2.26M | ﹤0.01% |
+48,000
| New | +$1.93M |
|
810
PUT
Lazard
LAZ
$4.11B
| $2.26M | ﹤0.01% |
+50,000
| New | +$2.22M |
|
811
PUT
Carlisle Companies
CSL
$14.5B
| $2.26M | ﹤0.01% |
+22,500
| New | +$2.18M |
|
|
EQM
812
CALL
DELISTED
EQM Midstream Partners, LP
EQM
| $2.25M | ﹤0.01% |
+30,000
| New | +$2.26M |
|
813
PUT
DXC Technology
DXC
$1.85B
| $2.24M | ﹤0.01% |
30,148
-370
| -1% | -$26.2K |
|
814
CALL
Regeneron Pharmaceuticals
REGN
$76.8B
| $2.24M | ﹤0.01% |
+5,000
| New | +$2.38M |
|
815
CALL
Kroger
KR
$35.6B
| $2.23M | ﹤0.01% |
111,000
+90,300
| +436% | +$2.04M |
|
816
Phillips 66
PSX
$84.2B
| $2.23M | ﹤0.01% |
+24,294
| New | +$2.06M |
|
817
Biogen
BIIB
$30.3B
| $2.21M | ﹤0.01% |
7,060
-9,532
| -57% | -$2.82M |
|
|
SIOX
818
PUT
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
| $2.21M | ﹤0.01% |
+40,175
| New | +$6.78M |
|
|
HABT
819
CALL
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $2.21M | ﹤0.01% |
+169,100
| New | +$2.44M |
|
|
ARCH
820
DELISTED
Arch Resources, Inc.
ARCH
| $2.2M | ﹤0.01% |
30,625
-47,476
| -61% | -$3.55M |
|
821
PUT
Melco Resorts & Entertainment
MLCO
$2.26B
| $2.19M | ﹤0.01% |
91,000
-2,000
| -2% | -$43.4K |
|
822
CALL
Starbucks
SBUX
$120B
| $2.18M | ﹤0.01% |
40,500
+5,200
| +15% | +$288K |
|
823
CALL
SFL Corp
SFL
$1.63B
| $2.17M | ﹤0.01% |
150,000
| – | – |
|
|
VISN
824
CALL
Vistance Networks Inc
VISN
$2.66B
| $2.17M | ﹤0.01% |
+65,400
| New | +$2.23M |
|
825
Norwegian Cruise Line
NCLH
$8.59B
| $2.17M | ﹤0.01% |
40,160
+39,262
| +4,372% | +$2.2M |
|
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.