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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 | |
|---|---|---|---|---|---|---|
|
BFYT
1301
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
| $420K | ﹤0.01% |
+28,962
| New | +$799K |
|
1302
CALL
SLB Ltd
SLB
$73.6B
| $419K | ﹤0.01% |
6,000
| – | – |
|
|
ZYNE
1303
CALL
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
| $418K | ﹤0.01% |
+50,000
| New | +$529K |
|
|
GRMN
1304
PUT
Garmin
GRMN
$56.7B
| $416K | ﹤0.01% |
7,700
-24,700
| -76% | -$1.28M |
|
1305
CALL
Bath & Body Works
BBWI
$4.06B
| $415K | ﹤0.01% |
12,370
-2,474
| -17% | -$83.1K |
|
1306
Lincoln National
LNC
$8.73B
| $412K | ﹤0.01% |
+5,612
| New | +$396K |
|
|
CA
1307
DELISTED
CA, Inc.
CA
| $412K | ﹤0.01% |
12,354
-2,627
| -18% | -$86.9K |
|
|
LUMO
1308
PUT
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
| $409K | ﹤0.01% |
+4,467
| New | +$343K |
|
1309
CALL
Newell Brands
NWL
$2.38B
| $405K | ﹤0.01% |
9,500
-20,500
| -68% | -$1M |
|
1310
CALL
TripAdvisor
TRIP
$1.65B
| $405K | ﹤0.01% |
10,000
-2,000
| -17% | -$81.2K |
|
|
PEGI
1311
DELISTED
Pattern Energy Group Inc. Class A
PEGI
| $404K | ﹤0.01% |
+16,751
| New | +$416K |
|
|
SYKE
1312
CALL
DELISTED
SYKES Enterprises Inc
SYKE
| $402K | ﹤0.01% |
13,800
-2,000
| -13% | -$59.3K |
|
|
PF
1313
DELISTED
Pinnacle Foods, Inc.
PF
| $400K | ﹤0.01% |
7,001
+6,711
| +2,314% | +$398K |
|
1314
PUT
Vodafone
VOD
$36.3B
| $399K | ﹤0.01% |
14,000
| – | – |
|
1315
ProShares Ultra Gold
UGL
$650M
| $396K | ﹤0.01% |
40,004
| – | – |
|
|
GAP
1316
CALL
The Gap Inc
GAP
$7.23B
| $390K | ﹤0.01% |
13,200
-203,200
| -94% | -$4.99M |
|
1317
CALL
Ralph Lauren
RL
$22.6B
| $388K | ﹤0.01% |
4,400
-128,800
| -97% | -$10.6M |
|
|
SOHU
1318
CALL
Sohu.com
SOHU
$362M
| $387K | ﹤0.01% |
7,100
-5,000
| -41% | -$261K |
|
|
QEP
1319
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $386K | ﹤0.01% |
+45,000
| New | +$368K |
|
1320
PUT
Itaú Unibanco
ITUB
$93.2B
| $385K | ﹤0.01% |
+57,928
| New | +$354K |
|
1321
CALL
BorgWarner
BWA
$13.1B
| $384K | ﹤0.01% |
8,520
+6,248
| +275% | +$255K |
|
1322
CALL
Community Health Systems
CYH
$393M
| $384K | ﹤0.01% |
50,000
-300,000
| -86% | -$2.34M |
|
1323
PUT
Eaton
ETN
$161B
| $384K | ﹤0.01% |
+5,000
| New | +$377K |
|
1324
NatWest
NWG
$75.4B
| $380K | ﹤0.01% |
48,504
+22,909
| +90% | +$166K |
|
1325
CALL
Energous
WATT
$77.6M
| $380K | ﹤0.01% |
+50
| New | +$391K |
|
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.