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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 | |
|---|---|---|---|---|---|---|
1251
PUT
SITE Centers
SITC
$225M
| $504K | ﹤0.01% |
+42,685
| New | +$535K |
|
1252
CALL
O-I Glass
OI
$1.1B
| $503K | ﹤0.01% |
20,000
-183,000
| -90% | -$4.44M |
|
|
LAYN
1253
CALL
DELISTED
Layne Christensen Co
LAYN
| $502K | ﹤0.01% |
+40,000
| New | +$423K |
|
1254
PUT
Bath & Body Works
BBWI
$4.06B
| $499K | ﹤0.01% |
14,844
+9,896
| +200% | +$332K |
|
|
NBIS
1255
Nebius Group N.V.
NBIS
$48.3B
| $498K | ﹤0.01% |
15,119
+13,790
| +1,038% | +$421K |
|
1256
Ciena
CIEN
$53.4B
| $497K | ﹤0.01% |
22,638
-112,841
| -83% | -$2.7M |
|
1257
CALL
HF Sinclair
DINO
$16.3B
| $496K | ﹤0.01% |
13,800
| – | – |
|
|
RHT
1258
DELISTED
Red Hat Inc
RHT
| $496K | ﹤0.01% |
4,474
+2,846
| +175% | +$291K |
|
1259
CALL
Ventas
VTR
$48B
| $495K | ﹤0.01% |
7,600
-400
| -5% | -$27K |
|
1260
PUT
Albemarle
ALB
$13.9B
| $491K | ﹤0.01% |
3,600
-4,400
| -55% | -$523K |
|
1261
Eldorado Gold
EGO
$7.87B
| $491K | ﹤0.01% |
44,656
-23,857
| -35% | -$260K |
|
1262
PUT
Lesaka Technologies
LSAK
$396M
| $487K | ﹤0.01% |
+50,000
| New | +$483K |
|
|
TGNA
1263
DELISTED
TEGNA Inc
TGNA
| $485K | ﹤0.01% |
36,421
+30,400
| +505% | +$408K |
|
|
SN
1264
CALL
DELISTED
Sanchez Energy Corporation
SN
| $482K | ﹤0.01% |
+100,000
| New | +$514K |
|
1265
CALL
Silicon Motion
SIMO
$8.6B
| $480K | ﹤0.01% |
+10,000
| New | +$443K |
|
|
SRCI
1266
CALL
DELISTED
SRC Energy Inc
SRCI
| $479K | ﹤0.01% |
+49,500
| New | +$391K |
|
|
JONE
1267
DELISTED
Jones Energy, Inc.
JONE
| $472K | ﹤0.01% |
12,279
+8,855
| +259% | +$236K |
|
|
OAK
1268
CALL
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $471K | ﹤0.01% |
10,000
-36,400
| -78% | -$1.7M |
|
1269
CALL
Brighthouse Financial
BHF
$3.56B
| $469K | ﹤0.01% |
+7,713
| New | +$440K |
|
1270
CALL
Burlington
BURL
$23.2B
| $468K | ﹤0.01% |
4,900
-185,500
| -97% | -$16.3M |
|
|
HBI
1271
CALL
DELISTED
Hanesbrands
HBI
| $468K | ﹤0.01% |
+19,000
| New | +$456K |
|
1272
Graphic Packaging
GPK
$3.17B
| $467K | ﹤0.01% |
+33,486
| New | +$449K |
|
1273
SBA Communications
SBAC
$19.2B
| $466K | ﹤0.01% |
3,237
-11,265
| -78% | -$1.6M |
|
1274
iShares MSCI Canada ETF
EWC
$6.13B
| $461K | ﹤0.01% |
15,933
+15,932
| +1,593,200% | +$443K |
|
|
CBL
1275
PUT
DELISTED
CBL& Associates Properties, Inc.
CBL
| $458K | ﹤0.01% |
54,600
-75,000
| -58% | -$636K |
|
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.