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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 | |
|---|---|---|---|---|---|---|
1876
Knight Transportation
KNX
$11.3B
| $4K | ﹤0.01% |
+96
| New | +$3.64K |
|
1877
Martin Marietta Materials
MLM
$31.5B
| $4K | ﹤0.01% |
18
-136
| -88% | -$28.7K |
|
1878
OneMain Financial
OMF
$7.2B
| $4K | ﹤0.01% |
+147
| New | +$3.94K |
|
1879
POSCO
PKX
$16.1B
| $4K | ﹤0.01% |
54
-741
| -93% | -$53.2K |
|
1880
Republic Services
RSG
$64.8B
| $4K | ﹤0.01% |
63
-31
| -33% | -$2.02K |
|
1881
SM Energy
SM
$7.8B
| $4K | ﹤0.01% |
+232
| New | +$3.63K |
|
1882
CALL
Trimble
TRMB
$13.2B
| $4K | ﹤0.01% |
100
-4,000
| -98% | -$152K |
|
1883
UGI
UGI
$7.74B
| $4K | ﹤0.01% |
+82
| New | +$4K |
|
|
VTLE
1884
DELISTED
Vital Energy
VTLE
| $4K | ﹤0.01% |
+15
| New | +$3.63K |
|
1885
W.P. Carey
WPC
$16.8B
| $4K | ﹤0.01% |
+58
| New | +$3.86K |
|
|
MRTX
1886
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
| $4K | ﹤0.01% |
350
-1,250
| -78% | -$7.23K |
|
|
TECD
1887
DELISTED
Tech Data Corp
TECD
| $4K | ﹤0.01% |
+47
| New | +$4.64K |
|
|
LPT
1888
DELISTED
Liberty Property Trust
LPT
| $4K | ﹤0.01% |
+97
| New | +$4.05K |
|
|
HSNI
1889
DELISTED
HSN, Inc.
HSNI
| $4K | ﹤0.01% |
+110
| New | +$4.17K |
|
1890
Arch Capital
ACGL
$34.3B
| $3K | ﹤0.01% |
+81
| New | +$2.61K |
|
1891
Assurant
AIZ
$13.8B
| $3K | ﹤0.01% |
+28
| New | +$2.8K |
|
|
AL
1892
DELISTED
Air Lease Corp
AL
| $3K | ﹤0.01% |
61
-393
| -87% | -$15.7K |
|
1893
Ameriprise Financial
AMP
$48.3B
| $3K | ﹤0.01% |
+22
| New | +$3.07K |
|
1894
Arrow Electronics
ARW
$11.1B
| $3K | ﹤0.01% |
+33
| New | +$2.61K |
|
1895
Avnet
AVT
$7.29B
| $3K | ﹤0.01% |
84
+51
| +155% | +$1.95K |
|
1896
Bankunited
BKU
$3.37B
| $3K | ﹤0.01% |
78
-1,325
| -94% | -$44.5K |
|
1897
CBRE Group
CBRE
$42.5B
| $3K | ﹤0.01% |
84
+30
| +56% | +$1.1K |
|
1898
Cognex
CGNX
$10.9B
| $3K | ﹤0.01% |
56
-1,862
| -97% | -$94.6K |
|
1899
Cincinnati Financial
CINF
$27.3B
| $3K | ﹤0.01% |
35
+19
| +119% | +$1.45K |
|
1900
Camping World
CWH
$639M
| $3K | ﹤0.01% |
+85
| New | +$2.95K |
|
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.