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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
HRTX icon
2651
Heron Therapeutics
HRTX
$96.8M
$125K ﹤0.01%
6,888
+4,307
+167% +$70.2K
PRDO icon
2652
Perdoceo Education
PRDO
$2.04B
$125K ﹤0.01%
+10,374
New +$123K
SYBT icon
2653
Stock Yards Bancorp
SYBT
$2.62B
$125K ﹤0.01%
+3,318
New +$127K
FLXN
2654
DELISTED
Flexion Therapeutics, Inc.
FLXN
$125K ﹤0.01%
+4,998
New +$122K
NBHC icon
2655
National Bank Holdings
NBHC
$1.92B
$124K ﹤0.01%
+3,822
New +$127K
SPSC icon
2656
SPS Commerce
SPSC
$2.72B
$124K ﹤0.01%
+5,124
New +$132K
TRUE
2657
DELISTED
TrueCar
TRUE
$124K ﹤0.01%
+11,046
New +$145K
ONIT
2658
Onity Group
ONIT
$319M
$124K ﹤0.01%
2,633
-3,023
-53% -$152K
CNSL
2659
DELISTED
Consolidated Communications Holdings, Inc.
CNSL
$124K ﹤0.01%
+10,164
New +$160K
PGTI
2660
DELISTED
PGT, Inc.
PGTI
$124K ﹤0.01%
+7,350
New +$113K
WIFI
2661
DELISTED
Boingo Wireless, Inc.
WIFI
$124K ﹤0.01%
+5,502
New +$126K
MYOK
2662
DELISTED
MyoKardia, Inc. Common Stock
MYOK
$124K ﹤0.01%
+2,940
New +$113K
KGC icon
2663
Kinross Gold
KGC
$27.8B
$123K ﹤0.01%
28,486
+6,513
+30% +$27.1K
SRCE icon
2664
1st Source
SRCE
$2.18B
$123K ﹤0.01%
+2,478
New +$126K
VOC icon
2665
VOC Energy
VOC
$50.8M
$123K ﹤0.01%
+20,860
New +$89.5K
WASH icon
2666
Washington Trust Bancorp
WASH
$755M
$123K ﹤0.01%
+2,310
New +$128K
CIR
2667
DELISTED
CIRCOR International, Inc
CIR
$123K ﹤0.01%
+2,520
New +$123K
FMSA
2668
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
$123K ﹤0.01%
+23,604
New +$111K
FTR
2669
PUT
DELISTED
Frontier Communications Corp.
FTR
$123K ﹤0.01%
18,264
– –
AMC icon
2670
AMC Entertainment Holdings
AMC
$2.54B
$122K ﹤0.01%
811
-1,455
-64% -$204K
NX icon
2671
Quanex
NX
$883M
$122K ﹤0.01%
+5,208
New +$115K
TVTX icon
2672
Travere Therapeutics
TVTX
$5.11B
$122K ﹤0.01%
+5,796
New +$132K
LMNX
2673
DELISTED
Luminex Corp
LMNX
$122K ﹤0.01%
+6,174
New +$128K
HIFR
2674
DELISTED
InfraREIT, Inc.
HIFR
$122K ﹤0.01%
+6,552
New +$139K
CBZ icon
2675
CBIZ
CBZ
$2.99B
$121K ﹤0.01%
+7,812
New +$123K
105 106
107
108 109

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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.