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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 | |
|---|---|---|---|---|---|---|
1276
CALL
Realty Income
O
$59.6B
| $457K | ﹤0.01% |
8,256
| – | – |
|
1277
FNB Corp
FNB
$6.73B
| $456K | ﹤0.01% |
+32,473
| New | +$434K |
|
1278
CALL
CarMax
KMX
$8.13B
| $455K | ﹤0.01% |
6,000
-2,000
| -25% | -$133K |
|
1279
CALL
Hecla Mining
HL
$9.47B
| $454K | ﹤0.01% |
90,500
+44,500
| +97% | +$228K |
|
1280
CALL
General Dynamics
GD
$104B
| $452K | ﹤0.01% |
2,200
-27,600
| -93% | -$5.53M |
|
1281
CALL
Transocean
RIG
$5.89B
| $452K | ﹤0.01% |
42,000
+40,000
| +2,000% | +$344K |
|
|
RTN
1282
PUT
DELISTED
Raytheon Company
RTN
| $448K | ﹤0.01% |
2,400
-200
| -8% | -$35.2K |
|
1283
PUT
AbbVie
ABBV
$443B
| $444K | ﹤0.01% |
5,000
| – | – |
|
1284
PUT
Energous
WATT
$77.6M
| $443K | ﹤0.01% |
+58
| New | +$454K |
|
1285
VistaGen Therapeutics
VTGN
$9.89M
| $441K | ﹤0.01% |
9,195
| – | – |
|
1286
Sturm, Ruger & Co
RGR
$594M
| $437K | ﹤0.01% |
+8,462
| New | +$447K |
|
1287
CALL
Mattel
MAT
$4.38B
| $435K | ﹤0.01% |
28,100
-12,000
| -30% | -$215K |
|
1288
Acadia Pharmaceuticals
ACAD
$4.43B
| $433K | ﹤0.01% |
11,482
-15,214
| -57% | -$495K |
|
1289
CALL
Estee Lauder
EL
$30.4B
| $432K | ﹤0.01% |
4,000
-2,000
| -33% | -$205K |
|
|
1290
PUT
Estee Lauder
EL
$30.4B
| $432K | ﹤0.01% |
4,000
| – | – |
|
|
SPLK
1291
CALL
DELISTED
Splunk Inc
SPLK
| $432K | ﹤0.01% |
6,500
-8,000
| -55% | -$501K |
|
1292
Canadian Pacific Kansas City
CP
$78.1B
| $431K | ﹤0.01% |
12,815
+11,485
| +864% | +$365K |
|
|
ARRY
1293
PUT
DELISTED
Array Biopharma Inc
ARRY
| $431K | ﹤0.01% |
+35,000
| New | +$325K |
|
|
QVCGA
1294
PUT
DELISTED
QVC Group Inc Series A
QVCGA
| $429K | ﹤0.01% |
375
| – | – |
|
1295
CALL
Scorpio Tankers
STNG
$3.9B
| $428K | ﹤0.01% |
12,490
| – | – |
|
|
EPE
1296
CALL
DELISTED
EP Energy Corporation
EPE
| $428K | ﹤0.01% |
131,300
| – | – |
|
1297
Park Aerospace
PKE
$737M
| $426K | ﹤0.01% |
+23,043
| New | +$419K |
|
|
WPX
1298
PUT
DELISTED
WPX Energy, Inc.
WPX
| $426K | ﹤0.01% |
37,000
-145,000
| -80% | -$1.48M |
|
|
BIG
1299
PUT
DELISTED
Big Lots, Inc.
BIG
| $423K | ﹤0.01% |
7,900
+4,300
| +119% | +$212K |
|
1300
PUT
American Electric Power
AEP
$69.6B
| $421K | ﹤0.01% |
6,000
| – | – |
|
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.