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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+7.66%
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
$73.6B
AUM Growth
+$13B
Cap. Flow
+$9.23B
Cap. Flow %
12.54%
Top 10 Hldgs %
62.59%
Holding
5,549
New
2,351
Increased
689
Reduced
564
Closed
493

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$118M
2
QCOM icon
Qualcomm
QCOM
+$107M
3
MAC icon
Macerich
MAC
+$80M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$48.7M
5
META icon
Meta Platforms (Facebook)
META
+$43.6M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$227M
2
AAPL icon
Apple
AAPL
+$173M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$85M
4
C icon
Citigroup
C
+$74.8M
5
BA icon
Boeing
BA
+$30.6M

Sector Composition

Rank Sector Weight
1 Financials 0.85%
2 Technology 0.72%
3 Consumer Discretionary 0.46%
4 Industrials 0.43%
5 Communication Services 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HDP
2476
DELISTED
Hortonworks, Inc.
HDP
$155K ﹤0.01%
+7,686
New +$141K
CGNX icon
2477
Cognex
CGNX
$11.2B
$154K ﹤0.01%
2,519
+2,463
+4,398% +$157K
COKE icon
2478
Coca-Cola Consolidated
COKE
$12.1B
$154K ﹤0.01%
+7,140
New +$155K
ECPG icon
2479
Encore Capital Group
ECPG
$2.08B
$154K ﹤0.01%
+3,654
New +$167K
GES
2480
DELISTED
Guess Inc
GES
$154K ﹤0.01%
9,145
+9,093
+17,487% +$151K
EXTN
2481
DELISTED
Exterran Corporation
EXTN
$154K ﹤0.01%
+4,914
New +$152K
TYPE
2482
DELISTED
Monotype Imaging Holdings Inc.
TYPE
$154K ﹤0.01%
+6,384
New +$150K
DEL
2483
DELISTED
Deltic Timber
DEL
$154K ﹤0.01%
+1,680
New +$154K
CEVA icon
2484
CEVA Inc
CEVA
$927M
$153K ﹤0.01%
+3,318
New +$152K
CNS icon
2485
Cohen & Steers
CNS
$4.35B
$153K ﹤0.01%
3,234
+3,082
+2,028% +$136K
FBNC icon
2486
First Bancorp
FBNC
$2.66B
$153K ﹤0.01%
+4,326
New +$157K
IVZ icon
2487
PUT
Invesco
IVZ
$13.6B
$153K ﹤0.01%
4,200
– –
SGYP
2488
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$153K ﹤0.01%
68,728
+34,674
+102% +$86.2K
NAVG
2489
DELISTED
Navigators Group Inc
NAVG
$153K ﹤0.01%
+3,150
New +$168K
HK
2490
DELISTED
Halcon Resources Corporation
HK
$153K ﹤0.01%
+20,160
New +$138K
BEN icon
2491
CALL
Franklin Resources
BEN
$18.2B
$152K ﹤0.01%
3,500
-2,000
-36% -$86.6K
EFSC icon
2492
Enterprise Financial Services Corp
EFSC
$2.43B
$152K ﹤0.01%
+3,360
New +$147K
MBUU icon
2493
Malibu Boats
MBUU
$551M
$152K ﹤0.01%
+5,126
New +$156K
MOD icon
2494
Modine Manufacturing
MOD
$10.5B
$152K ﹤0.01%
+7,518
New +$162K
PLUS icon
2495
ePlus
PLUS
$2.45B
$152K ﹤0.01%
+4,032
New +$170K
FMI
2496
DELISTED
Foundation Medicine, Inc.
FMI
$152K ﹤0.01%
2,226
-3,880
-64% -$201K
SHAK icon
2497
Shake Shack
SHAK
$2.6B
$151K ﹤0.01%
3,486
-12,738
-79% -$494K
ROCC
2498
DELISTED
Ranger Oil Corporation Class A Common Stock
ROCC
$151K ﹤0.01%
+3,854
New +$147K
PBCT
2499
DELISTED
People's United Financial Inc
PBCT
$151K ﹤0.01%
8,080
+7,964
+6,866% +$148K
EBSB
2500
DELISTED
Meridian Bancorp, Inc.
EBSB
$151K ﹤0.01%
+7,308
New +$144K
98 99
100
101 102

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Parallax Volatility Advisers's Q4 2017 Portfolio in Review

As of Q4 2017, Parallax Volatility Advisers held 5,549 positions worth $73.6B, up 21% from $60.6B the previous quarter. Its ten largest holdings account for 63% of the portfolio.

Parallax Volatility Advisers deployed $9.23B of net new capital in Q4 2017, opening 2,351 new positions and adding to 689 existing holdings. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M.

By sector, the portfolio is most concentrated in Financials at 0.85% of assets, up from 0.69% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $227M trimmed.

  • Parallax Volatility Advisers's largest Q4 2017 buy was iShares MSCI Japan ETF: 520,841 shares worth $31.2M.
  • Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q4 2017, an estimated $118M increase.
  • Parallax Volatility Advisers's biggest Q4 2017 reduction was iShares MSCI EAFE ETF, cutting an estimated $227M.
  • Parallax Volatility Advisers fully exited Berkshire Hathaway Class A in Q4 2017, selling an estimated $19.5M.
  • Parallax Volatility Advisers's ten largest holdings make up 63% of its $73.6B portfolio in Q4 2017.
  • Parallax Volatility Advisers opened 2,351 new positions and closed 493 in Q4 2017.
  • Parallax Volatility Advisers's portfolio value rose 21% quarter-over-quarter to $73.6B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2017, filed 14 Feb 2018.