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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 | |
|---|---|---|---|---|---|---|
|
RTN
1151
CALL
DELISTED
Raytheon Company
RTN
| $746K | ﹤0.01% |
4,000
-39,100
| -91% | -$6.89M |
|
|
BBBY
1152
CALL
Bed Bath & Beyond
BBBY
$481M
| $743K | ﹤0.01% |
+33,275
| New | +$502K |
|
1153
CALL
VOC Energy
VOC
$50.7M
| $742K | ﹤0.01% |
198,900
| – | – |
|
1154
PUT
TripAdvisor
TRIP
$1.65B
| $729K | ﹤0.01% |
18,000
-70,600
| -80% | -$2.87M |
|
1155
CALL
Itaú Unibanco
ITUB
$93.2B
| $728K | ﹤0.01% |
+109,465
| New | +$669K |
|
1156
Associated Banc-Corp
ASB
$5.83B
| $725K | ﹤0.01% |
+29,913
| New | +$696K |
|
1157
CALL
Las Vegas Sands
LVS
$31.7B
| $725K | ﹤0.01% |
11,300
-205,000
| -95% | -$12.7M |
|
|
ZVO
1158
DELISTED
Zovio Inc. Common Stock
ZVO
| $722K | ﹤0.01% |
+75,212
| New | +$781K |
|
1159
Unisys
UIS
$209M
| $718K | ﹤0.01% |
+84,505
| New | +$819K |
|
|
PARA
1160
DELISTED
Paramount Global Class B
PARA
| $717K | ﹤0.01% |
12,370
-34,381
| -74% | -$2.17M |
|
1161
PUT
FMC
FMC
$1.34B
| $714K | ﹤0.01% |
9,224
-34,590
| -79% | -$2.48M |
|
1162
CALL
VeriSign
VRSN
$26.2B
| $713K | ﹤0.01% |
6,700
-4,400
| -40% | -$443K |
|
1163
PUT
ZTO Express
ZTO
$18.3B
| $702K | ﹤0.01% |
+50,000
| New | +$721K |
|
|
BDN
1164
CALL
Brandywine Realty Trust
BDN
$524M
| $700K | ﹤0.01% |
+40,000
| New | +$680K |
|
|
IMMU
1165
CALL
DELISTED
Immunomedics Inc
IMMU
| $695K | ﹤0.01% |
49,700
| – | – |
|
|
TIVO
1166
DELISTED
Tivo Inc
TIVO
| $695K | ﹤0.01% |
+35,000
| New | +$654K |
|
1167
CALL
Stratasys
SSYS
$679M
| $694K | ﹤0.01% |
30,000
| – | – |
|
|
STI
1168
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $694K | ﹤0.01% |
11,600
-15,900
| -58% | -$899K |
|
|
KEM
1169
CALL
DELISTED
KEMET Corporation
KEM
| $693K | ﹤0.01% |
+32,800
| New | +$620K |
|
1170
PUT
Camtek
CAMT
$6.18B
| $691K | ﹤0.01% |
+135,000
| New | +$665K |
|
1171
CALL
Axcelis
ACLS
$4.01B
| $684K | ﹤0.01% |
+25,000
| New | +$554K |
|
|
1172
PUT
Axcelis
ACLS
$4.01B
| $684K | ﹤0.01% |
+25,000
| New | +$554K |
|
1173
PUT
Marathon Petroleum
MPC
$92.4B
| $673K | ﹤0.01% |
12,000
-16,200
| -57% | -$869K |
|
|
JONE
1174
PUT
DELISTED
Jones Energy, Inc.
JONE
| $672K | ﹤0.01% |
17,500
+12,500
| +250% | +$334K |
|
1175
AGNC Investment
AGNC
$12.4B
| $671K | ﹤0.01% |
30,952
+7,842
| +34% | +$168K |
|
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.