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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 | |
|---|---|---|---|---|---|---|
|
RESI
1476
DELISTED
Front Yard Residential Corporation Common Stock
RESI
| $197K | ﹤0.01% |
17,724
-46,344
| -72% | -$565K |
|
|
XLRN
1477
DELISTED
Acceleron Pharma
XLRN
| $194K | ﹤0.01% |
5,208
+536
| +11% | +$18.6K |
|
1478
CALL
Cleveland-Cliffs
CLF
$6.57B
| $193K | ﹤0.01% |
27,000
-12,500
| -32% | -$93.4K |
|
1479
CALL
Corcept Therapeutics
CORT
$12.4B
| $193K | ﹤0.01% |
10,000
| – | – |
|
1480
Generac Holdings
GNRC
$11.6B
| $193K | ﹤0.01% |
4,200
+4,185
| +27,900% | +$164K |
|
1481
Ferrari
RACE
$69.2B
| $193K | ﹤0.01% |
+1,748
| New | +$186K |
|
1482
CALL
Viavi Solutions
VIAV
$9.12B
| $192K | ﹤0.01% |
+20,300
| New | +$212K |
|
1483
PUT
Lincoln National
LNC
$8.73B
| $191K | ﹤0.01% |
2,600
-800
| -24% | -$56.4K |
|
1484
Aptiv
APTV
$12B
| $189K | ﹤0.01% |
1,923
-6,286
| -77% | -$593K |
|
1485
Mohawk Industries
MHK
$7.5B
| $189K | ﹤0.01% |
+762
| New | +$190K |
|
|
PCOM
1486
CALL
DELISTED
Points.com Inc. Common Shares
PCOM
| $188K | ﹤0.01% |
16,500
-83,500
| -84% | -$758K |
|
1487
DHT Holdings
DHT
$2.99B
| $186K | ﹤0.01% |
46,687
-142,039
| -75% | -$570K |
|
1488
Devon Energy
DVN
$52.1B
| $186K | ﹤0.01% |
+5,075
| New | +$164K |
|
|
SGG
1489
DELISTED
iPath Bloomberg Sugar Subindex Total Return ETN due June 24, 2038
SGG
| $186K | ﹤0.01% |
6,501
| – | – |
|
|
SOHU
1490
PUT
Sohu.com
SOHU
$362M
| $185K | ﹤0.01% |
3,400
-66,700
| -95% | -$3.49M |
|
1491
BorgWarner
BWA
$13.1B
| $184K | ﹤0.01% |
4,069
+1,169
| +40% | +$47.7K |
|
1492
CALL
First Solar
FSLR
$22.7B
| $184K | ﹤0.01% |
4,000
-500
| -11% | -$23.2K |
|
1493
CALL
Mitsubishi UFJ Financial
MUFG
$253B
| $184K | ﹤0.01% |
+28,500
| New | +$180K |
|
1494
CALL
APA Corp
APA
$13.2B
| $183K | ﹤0.01% |
4,000
-10,800
| -73% | -$476K |
|
1495
WisdomTree
WT
$2.96B
| $183K | ﹤0.01% |
+17,958
| New | +$174K |
|
|
TFCF
1496
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $181K | ﹤0.01% |
+7,037
| New | +$191K |
|
1497
Marvell Technology
MRVL
$168B
| $180K | ﹤0.01% |
10,078
-337,814
| -97% | -$5.62M |
|
1498
CALL
Shutterstock
SSTK
$198M
| $180K | ﹤0.01% |
5,400
-17,400
| -76% | -$642K |
|
1499
CALL
Bread Financial
BFH
$4.37B
| $177K | ﹤0.01% |
1,002
| – | – |
|
1500
CALL
McEwen Inc
MUX
$1.03B
| $175K | ﹤0.01% |
9,000
+8,940
| +14,900% | +$219K |
|
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.