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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 | |
|---|---|---|---|---|---|---|
1526
Amphenol
APH
$198B
| $150K | ﹤0.01% |
+7,072
| New | +$139K |
|
1527
Kura Oncology
KURA
$800M
| $150K | ﹤0.01% |
+10,000
| New | +$93.9K |
|
1528
CALL
Deutsche Bank
DB
$69B
| $148K | ﹤0.01% |
8,600
-153,600
| -95% | -$2.66M |
|
1529
PUT
Knowles
KN
$3.13B
| $148K | ﹤0.01% |
9,700
-14,300
| -60% | -$220K |
|
1530
Eli Lilly
LLY
$1.02T
| $148K | ﹤0.01% |
1,731
-1,810
| -51% | -$148K |
|
1531
PUT
Invesco
IVZ
$13.1B
| $147K | ﹤0.01% |
4,200
| – | – |
|
1532
PUT
Cognizant
CTSH
$24.9B
| $145K | ﹤0.01% |
2,000
-2,000
| -50% | -$140K |
|
1533
PUT
Cheniere Energy
LNG
$55.2B
| $144K | ﹤0.01% |
3,200
-67,700
| -95% | -$2.99M |
|
|
BBG
1534
DELISTED
Bill Barrett Corp
BBG
| $144K | ﹤0.01% |
+33,662
| New | +$112K |
|
|
TGP
1535
DELISTED
Teekay LNG Partners L.P.
TGP
| $143K | ﹤0.01% |
+8,024
| New | +$139K |
|
1536
DigitalBridge
DBRG
$2.93B
| $142K | ﹤0.01% |
2,828
| – | – |
|
1537
CALL
Universal Display
OLED
$3.68B
| $142K | ﹤0.01% |
1,100
| – | – |
|
|
EMWP
1538
DELISTED
Eros Media World PLC
EMWP
| $142K | ﹤0.01% |
+495
| New | +$111K |
|
|
ZNGA
1539
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $142K | ﹤0.01% |
37,400
| – | – |
|
1540
RLJ Lodging Trust
RLJ
$1.86B
| $141K | ﹤0.01% |
+6,416
| New | +$132K |
|
1541
Ryanair
RYAAY
$30.4B
| $140K | ﹤0.01% |
+3,320
| New | +$150K |
|
1542
Heritage Insurance Holdings
HRTG
$889M
| $139K | ﹤0.01% |
+10,503
| New | +$126K |
|
1543
Gentherm
THRM
$1.25B
| $138K | ﹤0.01% |
+3,712
| New | +$127K |
|
1544
Weyerhaeuser
WY
$18B
| $138K | ﹤0.01% |
4,043
+369
| +10% | +$12.1K |
|
1545
CALL
Rayonier Advanced Materials
RYAM
$604M
| $137K | ﹤0.01% |
+10,000
| New | +$143K |
|
|
PENG
1546
Penguin Solutions Inc
PENG
$2.7B
| $137K | ﹤0.01% |
+10,258
| New | +$97.9K |
|
|
NPTN
1547
DELISTED
NEOPHOTONICS CORP
NPTN
| $137K | ﹤0.01% |
24,594
+22,736
| +1,224% | +$153K |
|
|
ISBC
1548
DELISTED
Investors Bancorp, Inc.
ISBC
| $137K | ﹤0.01% |
+10,064
| New | +$133K |
|
1549
Carter's
CRI
$1.42B
| $136K | ﹤0.01% |
+1,376
| New | +$123K |
|
1550
Shutterstock
SSTK
$198M
| $136K | ﹤0.01% |
4,074
+1,768
| +77% | +$65.2K |
|
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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.