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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 | |
|---|---|---|---|---|---|---|
1126
PUT
Element Solutions
ESI
$8.95B
| $836K | ﹤0.01% |
75,000
+55,000
| +275% | +$681K |
|
|
SAND
1127
CALL
DELISTED
Sandstorm Gold
SAND
| $836K | ﹤0.01% |
184,100
| – | – |
|
|
LMRK
1128
CALL
DELISTED
Landmark Infrastructure Partners LP Common Units
LMRK
| $824K | ﹤0.01% |
+48,600
| New | +$815K |
|
1129
CALL
Capri Holdings
CPRI
$1.83B
| $823K | ﹤0.01% |
17,200
-5,900
| -26% | -$240K |
|
1130
Everest Group
EG
$14.5B
| $823K | ﹤0.01% |
+3,605
| New | +$909K |
|
1131
CALL
Aecom
ACM
$9.3B
| $814K | ﹤0.01% |
+22,100
| New | +$726K |
|
|
HCR
1132
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $813K | ﹤0.01% |
85,595
+85,594
| +8,559,400% | +$752K |
|
1133
Golar LNG
GLNG
$5B
| $811K | ﹤0.01% |
+35,872
| New | +$788K |
|
|
AVP
1134
DELISTED
Avon Products, Inc.
AVP
| $808K | ﹤0.01% |
346,969
+167,284
| +93% | +$496K |
|
1135
CALL
Cenovus Energy
CVE
$55.7B
| $802K | ﹤0.01% |
80,000
+79,000
| +7,900% | +$646K |
|
|
ARRY
1136
CALL
DELISTED
Array Biopharma Inc
ARRY
| $800K | ﹤0.01% |
65,000
-17,500
| -21% | -$163K |
|
1137
CALL
Sysco
SYY
$40.8B
| $798K | ﹤0.01% |
+14,800
| New | +$770K |
|
1138
PUT
Nabors Industries
NBR
$1.27B
| $791K | ﹤0.01% |
+1,960
| New | +$717K |
|
|
CS
1139
CALL
DELISTED
Credit Suisse Group
CS
| $790K | ﹤0.01% |
50,000
| – | – |
|
1140
CALL
ATI
ATI
$25.6B
| $789K | ﹤0.01% |
+33,000
| New | +$653K |
|
1141
Hormel Foods
HRL
$13.8B
| $787K | ﹤0.01% |
24,479
+3,900
| +19% | +$128K |
|
1142
CALL
Kimco Realty
KIM
$17.2B
| $782K | ﹤0.01% |
+40,000
| New | +$785K |
|
|
ETP
1143
DELISTED
Energy Transfer Partners, L.P.
ETP
| $782K | ﹤0.01% |
+42,755
| New | +$830K |
|
|
ESRX
1144
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $779K | ﹤0.01% |
12,300
-71,600
| -85% | -$4.45M |
|
1145
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
| $778K | ﹤0.01% |
41,000
| – | – |
|
1146
Shopify
SHOP
$152B
| $777K | ﹤0.01% |
+66,690
| New | +$681K |
|
1147
Banco Santander
SAN
$202B
| $770K | ﹤0.01% |
115,742
+18,116
| +19% | +$116K |
|
|
CZR
1148
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $768K | ﹤0.01% |
57,500
-421,500
| -88% | -$5.11M |
|
1149
American Tower
AMT
$80.8B
| $758K | ﹤0.01% |
+5,543
| New | +$772K |
|
1150
Starwood Property Trust
STWD
$5.92B
| $757K | ﹤0.01% |
+34,862
| New | +$768K |
|
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.