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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
+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
(+21%)
Cap. Flow
+$9.23B
Cap. Flow
% of AUM
12.54%
Top 10 Holdings %
Top 10 Hldgs %
62.59%
Holding
5,549
New
2,351
Increased
689
Reduced
564
Closed
493
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$118M |
| 2 |
Qualcomm
QCOM
|
+$107M |
| 3 |
Macerich
MAC
|
+$80M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$48.7M |
| 5 |
Meta Platforms (Facebook)
META
|
+$43.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$227M |
| 2 |
Apple
AAPL
|
+$173M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$85M |
| 4 |
Citigroup
C
|
+$74.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
XENT
2626
DELISTED
Intersect ENT, Inc
XENT
| $129K | ﹤0.01% |
+3,990
| New | +$120K |
|
|
MTGE
2627
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $129K | ﹤0.01% |
+6,972
| New | +$131K |
|
2628
Andersons Inc
ANDE
$2.41B
| $128K | ﹤0.01% |
+4,116
| New | +$137K |
|
2629
Pathward Financial
CASH
$1.86B
| $128K | ﹤0.01% |
+4,158
| New | +$121K |
|
2630
CTS Corp
CTS
$1.83B
| $128K | ﹤0.01% |
+4,956
| New | +$130K |
|
2631
GoPro
GPRO
$130M
| $128K | ﹤0.01% |
+16,926
| New | +$150K |
|
2632
Warrior Met Coal
HCC
$4.19B
| $128K | ﹤0.01% |
+5,082
| New | +$128K |
|
2633
ICICI Bank
IBN
$108B
| $128K | ﹤0.01% |
13,106
-16,457
| -56% | -$152K |
|
2634
Natural Resource Partners
NRP
$1.3B
| $128K | ﹤0.01% |
+4,938
| New | +$126K |
|
2635
PJT Partners
PJT
$4.3B
| $128K | ﹤0.01% |
+2,814
| New | +$114K |
|
|
VCRA
2636
DELISTED
VOCERA COMMUNICATIONS, INC.
VCRA
| $128K | ﹤0.01% |
+4,242
| New | +$121K |
|
|
LDL
2637
DELISTED
Lydall, Inc.
LDL
| $128K | ﹤0.01% |
+2,520
| New | +$138K |
|
2638
Kelly Services Class A
KELYA
$514M
| $127K | ﹤0.01% |
4,662
+4,403
| +1,700% | +$122K |
|
2639
Douglas Dynamics
PLOW
$1.02B
| $127K | ﹤0.01% |
+3,360
| New | +$134K |
|
2640
Super Micro Computer
SMCI
$18.4B
| $127K | ﹤0.01% |
+60,900
| New | +$131K |
|
2641
Xencor
XNCR
$1.5B
| $127K | ﹤0.01% |
+5,796
| New | +$126K |
|
|
PRTY
2642
DELISTED
Party City Holdco Inc.
PRTY
| $127K | ﹤0.01% |
+9,128
| New | +$112K |
|
|
AEGN
2643
DELISTED
Aegion Corp
AEGN
| $127K | ﹤0.01% |
+4,998
| New | +$125K |
|
|
CRC
2644
DELISTED
California Resources Corporation
CRC
| $127K | ﹤0.01% |
+6,552
| New | +$91.9K |
|
2645
PUT
KKR & Co
KKR
$91.1B
| $126K | ﹤0.01% |
6,000
| – | – |
|
2646
CALL
Lennar Class A
LEN
$19.8B
| $126K | ﹤0.01% |
2,066
-35
| -2% | -$1.99K |
|
2647
OceanFirst Financial
OCFC
$1.68B
| $126K | ﹤0.01% |
+4,788
| New | +$130K |
|
|
BMTC
2648
DELISTED
Bryn Mawr Bank Corp
BMTC
| $126K | ﹤0.01% |
+2,856
| New | +$126K |
|
2649
Assurant
AIZ
$13.8B
| $125K | ﹤0.01% |
1,240
+1,212
| +4,329% | +$120K |
|
2650
PUT
Herc Holdings
HRI
$5.02B
| $125K | ﹤0.01% |
2,000
| – | – |
|
Similar funds
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.