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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 | |
|---|---|---|---|---|---|---|
876
CALL
Abbott
ABT
$183B
| $1.85M | ﹤0.01% |
34,700
-113,600
| -77% | -$5.7M |
|
|
CBI
877
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.84M | ﹤0.01% |
109,532
-211,991
| -66% | -$3.25M |
|
878
CALL
Royal Bank of Canada
RY
$291B
| $1.83M | ﹤0.01% |
23,700
-17,500
| -42% | -$1.31M |
|
879
Home BancShares
HOMB
$6.23B
| $1.83M | ﹤0.01% |
+72,446
| New | +$1.74M |
|
|
PE
880
PUT
DELISTED
PARSLEY ENERGY INC
PE
| $1.82M | ﹤0.01% |
69,000
+25,000
| +57% | +$659K |
|
881
PUT
Sturm, Ruger & Co
RGR
$594M
| $1.81M | ﹤0.01% |
+35,000
| New | +$1.85M |
|
882
CALL
HP
HPQ
$24.9B
| $1.8M | ﹤0.01% |
90,000
-227,000
| -72% | -$4.32M |
|
|
MNK
883
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $1.79M | ﹤0.01% |
+48,000
| New | +$1.91M |
|
884
CALL
Boeing
BA
$171B
| $1.78M | ﹤0.01% |
+7,000
| New | +$1.63M |
|
885
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
| $1.78M | ﹤0.01% |
50,000
| – | – |
|
886
PUT
Marriott International
MAR
$98.3B
| $1.78M | ﹤0.01% |
16,100
| – | – |
|
887
CALL
Teva Pharmaceuticals
TEVA
$40.8B
| $1.76M | ﹤0.01% |
+100,000
| New | +$2.25M |
|
888
Palo Alto Networks
PANW
$270B
| $1.75M | ﹤0.01% |
+72,840
| New | +$1.66M |
|
889
T-Mobile US
TMUS
$185B
| $1.75M | ﹤0.01% |
+28,373
| New | +$1.78M |
|
890
PUT
AptarGroup
ATR
$8.55B
| $1.73M | ﹤0.01% |
20,000
-20,000
| -50% | -$1.7M |
|
|
CBI
891
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.71M | ﹤0.01% |
102,000
+100,000
| +5,000% | +$1.53M |
|
892
Regency Centers
REG
$14.7B
| $1.71M | ﹤0.01% |
27,560
-5,503
| -17% | -$354K |
|
893
Royal Caribbean
RCL
$85.1B
| $1.7M | ﹤0.01% |
14,326
-22,135
| -61% | -$2.59M |
|
|
GAP
894
The Gap Inc
GAP
$7.23B
| $1.7M | ﹤0.01% |
57,476
-416,678
| -88% | -$10.2M |
|
|
MNDT
895
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.69M | ﹤0.01% |
100,916
-47,068
| -32% | -$723K |
|
|
SGI
896
Somnigroup International
SGI
$13.7B
| $1.69M | ﹤0.01% |
104,828
+101,560
| +3,108% | +$1.5M |
|
|
PEGI
897
PUT
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $1.69M | ﹤0.01% |
+70,000
| New | +$1.74M |
|
898
CALL
Polaris
PII
$3.82B
| $1.67M | ﹤0.01% |
16,000
-11,600
| -42% | -$1.1M |
|
899
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $1.67M | ﹤0.01% |
58,800
+5,200
| +10% | +$143K |
|
|
CY
900
CALL
DELISTED
Cypress Semiconductor
CY
| $1.67M | ﹤0.01% |
111,100
-14,900
| -12% | -$208K |
|
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.