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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 | |
|---|---|---|---|---|---|---|
|
GNC
1551
CALL
DELISTED
GNC Holdings, Inc.
GNC
| $135K | ﹤0.01% |
15,200
+15,000
| +7,500% | +$135K |
|
1552
PUT
Signet Jewelers
SIG
$3.61B
| $133K | ﹤0.01% |
2,000
| – | – |
|
1553
CALL
Shake Shack
SHAK
$2.53B
| $132K | ﹤0.01% |
4,000
-54,800
| -93% | -$1.79M |
|
1554
Adobe
ADBE
$99.5B
| $131K | ﹤0.01% |
875
-29,186
| -97% | -$4.36M |
|
|
FINL
1555
DELISTED
Finish Line
FINL
| $130K | ﹤0.01% |
+10,788
| New | +$129K |
|
|
AAMI
1556
Acadian Asset Management
AAMI
$3.08B
| $129K | ﹤0.01% |
+8,650
| New | +$123K |
|
1557
AptarGroup
ATR
$8.55B
| $128K | ﹤0.01% |
1,481
-6,035
| -80% | -$513K |
|
1558
Canadian Natural Resources
CNQ
$99.4B
| $128K | ﹤0.01% |
7,823
+4,256
| +119% | +$65.2K |
|
1559
PUT
Trinity Industries
TRN
$2.49B
| $128K | ﹤0.01% |
5,556
-9,445
| -63% | -$195K |
|
|
XLNX
1560
DELISTED
Xilinx Inc
XLNX
| $127K | ﹤0.01% |
1,798
-17,769
| -91% | -$1.16M |
|
|
MXWL
1561
PUT
DELISTED
Maxwell Technologies Inc
MXWL
| $124K | ﹤0.01% |
+24,100
| New | +$137K |
|
|
ECYT
1562
DELISTED
Endocyte, Inc. Common Stock
ECYT
| $124K | ﹤0.01% |
87,920
| – | – |
|
|
DGI
1563
DELISTED
DigitalGlobe Inc.
DGI
| $124K | ﹤0.01% |
+3,524
| New | +$121K |
|
1564
CALL
Alaunos Therapeutics
TCRT
$4.59M
| $123K | ﹤0.01% |
+133
| New | +$118K |
|
1565
PUT
KKR & Co
KKR
$91.1B
| $122K | ﹤0.01% |
6,000
| – | – |
|
1566
CALL
Five Below
FIVE
$12B
| $121K | ﹤0.01% |
2,200
-4,000
| -65% | -$196K |
|
|
MXIM
1567
DELISTED
Maxim Integrated Products
MXIM
| $121K | ﹤0.01% |
2,527
+1,198
| +90% | +$54.9K |
|
|
SVU
1568
DELISTED
SUPERVALU Inc.
SVU
| $121K | ﹤0.01% |
5,552
-6,104
| -52% | -$135K |
|
1569
PUT
APA Corp
APA
$13.2B
| $119K | ﹤0.01% |
2,600
-4,800
| -65% | -$212K |
|
|
FLIR
1570
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $119K | ﹤0.01% |
3,065
+776
| +34% | +$29.4K |
|
1571
Dick's Sporting Goods
DKS
$17.5B
| $117K | ﹤0.01% |
4,332
+2,456
| +131% | +$78.1K |
|
1572
ZTO Express
ZTO
$18.3B
| $117K | ﹤0.01% |
+8,317
| New | +$120K |
|
|
FIG
1573
DELISTED
Fortress Investment Group Llc
FIG
| $116K | ﹤0.01% |
+14,580
| New | +$116K |
|
1574
PUT
Realty Income
O
$59.6B
| $114K | ﹤0.01% |
2,064
-42,725
| -95% | -$2.37M |
|
|
HBI
1575
PUT
DELISTED
Hanesbrands
HBI
| $113K | ﹤0.01% |
+4,600
| New | +$110K |
|
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.