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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 | |
|---|---|---|---|---|---|---|
|
PPL
1626
CALL
PPL Corp
PPL
$26.5B
| $65K | ﹤0.01% |
1,700
-12,000
| -88% | -$464K |
|
|
VIA
1627
DELISTED
Via Renewables, Inc. Class A Common Stock
VIA
| $63K | ﹤0.01% |
+842
| New | +$75.4K |
|
|
SEAC
1628
DELISTED
Seachange International Inc
SEAC
| $61K | ﹤0.01% |
1,107
+97
| +10% | +$5.24K |
|
1629
PUT
Knight Transportation
KNX
$11.3B
| $60K | ﹤0.01% |
+1,440
| New | +$54.6K |
|
1630
NOV
NOV
$6.93B
| $60K | ﹤0.01% |
1,684
+794
| +89% | +$25.9K |
|
|
VNET
1631
CALL
VNET Group
VNET
$2.04B
| $60K | ﹤0.01% |
10,600
+10,000
| +1,667% | +$49.7K |
|
1632
CALL
Williams-Sonoma
WSM
$26.9B
| $60K | ﹤0.01% |
2,400
| – | – |
|
|
GRMN
1633
Garmin
GRMN
$56.7B
| $57K | ﹤0.01% |
1,051
-292
| -22% | -$15.1K |
|
1634
D.R. Horton
DHI
$40B
| $56K | ﹤0.01% |
1,391
+1,364
| +5,052% | +$49.7K |
|
1635
CALL
MPLX
MPLX
$59.3B
| $56K | ﹤0.01% |
1,600
| – | – |
|
|
JUNO
1636
DELISTED
Juno Therapeutics, Inc.
JUNO
| $56K | ﹤0.01% |
+1,246
| New | +$42.5K |
|
|
REV
1637
DELISTED
Revlon, Inc.
REV
| $56K | ﹤0.01% |
+2,293
| New | +$44.3K |
|
1638
TotalEnergies
TTE
$195B
| $55K | ﹤0.01% |
+1,019
| New | +$52.4K |
|
|
XYZ
1639
CALL
Block Inc
XYZ
$48.4B
| $55K | ﹤0.01% |
1,900
| – | – |
|
|
VSI
1640
DELISTED
Vitamin Shoppe Inc.
VSI
| $55K | ﹤0.01% |
+10,189
| New | +$78.7K |
|
1641
CALL
H&R Block
HRB
$5.58B
| $53K | ﹤0.01% |
2,000
| – | – |
|
1642
Mercado Libre
MELI
$95.2B
| $52K | ﹤0.01% |
199
-5,148
| -96% | -$1.36M |
|
|
RRD
1643
PUT
DELISTED
RR Donnelley & Sons Co.
RRD
| $52K | ﹤0.01% |
+5,000
| New | +$51.8K |
|
1644
Blue Bird Corp
BLBD
$2.35B
| $51K | ﹤0.01% |
+2,484
| New | +$44.6K |
|
|
QEP
1645
DELISTED
QEP RESOURCES, INC.
QEP
| $51K | ﹤0.01% |
5,971
+875
| +17% | +$7.16K |
|
1646
AutoNation
AN
$7.11B
| $48K | ﹤0.01% |
1,007
-5,694
| -85% | -$247K |
|
|
BHR
1647
Braemar Hotels & Resorts
BHR
$156M
| $48K | ﹤0.01% |
5,050
| – | – |
|
|
1648
H&R Block
HRB
$5.58B
| $48K | ﹤0.01% |
+1,831
| New | +$53.2K |
|
1649
PUT
Kinder Morgan
KMI
$71.7B
| $48K | ﹤0.01% |
2,500
-1,637,300
| -100% | -$31.9M |
|
|
RXDX
1650
DELISTED
Ignyta, Inc.
RXDX
| $48K | ﹤0.01% |
+3,910
| New | +$40.3K |
|
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.