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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 | |
|---|---|---|---|---|---|---|
1526
Agilent Technologies
A
$39.1B
| $504K | ﹤0.01% |
+7,520
| New | +$507K |
|
1527
Avista
AVA
$3.34B
| $504K | ﹤0.01% |
+9,786
| New | +$508K |
|
|
KYNB
1528
Kyntra Bio
KYNB
$27.2M
| $504K | ﹤0.01% |
+425
| New | +$533K |
|
|
TIVO
1529
DELISTED
Tivo Inc
TIVO
| $504K | ﹤0.01% |
32,291
-2,709
| -8% | -$46.9K |
|
|
PARA
1530
DELISTED
Paramount Global Class B
PARA
| $500K | ﹤0.01% |
8,480
-3,890
| -31% | -$224K |
|
1531
ICU Medical
ICUI
$4.21B
| $499K | ﹤0.01% |
+2,310
| New | +$467K |
|
1532
Northern Trust
NTRS
$33.3B
| $499K | ﹤0.01% |
5,000
+4,980
| +24,900% | +$474K |
|
1533
Ventas
VTR
$48B
| $499K | ﹤0.01% |
+8,320
| New | +$526K |
|
1534
WEC Energy
WEC
$35.7B
| $498K | ﹤0.01% |
7,491
+7,439
| +14,306% | +$499K |
|
|
TSE
1535
DELISTED
Trinseo
TSE
| $497K | ﹤0.01% |
+6,845
| New | +$488K |
|
1536
Belden
BDC
$4.85B
| $496K | ﹤0.01% |
+6,426
| New | +$531K |
|
1537
Builders FirstSource
BLDR
$7.15B
| $495K | ﹤0.01% |
+22,719
| New | +$431K |
|
1538
MasTec
MTZ
$21.1B
| $495K | ﹤0.01% |
+10,122
| New | +$452K |
|
1539
UMB Financial
UMBF
$11.1B
| $495K | ﹤0.01% |
+6,888
| New | +$506K |
|
|
KEM
1540
CALL
DELISTED
KEMET Corporation
KEM
| $494K | ﹤0.01% |
32,800
| – | – |
|
1541
Black Hills Corp
BKH
$5.42B
| $492K | ﹤0.01% |
+8,190
| New | +$507K |
|
1542
Sensient Technologies
SXT
$5.26B
| $492K | ﹤0.01% |
+6,720
| New | +$512K |
|
1543
Starwood Property Trust
STWD
$5.92B
| $491K | ﹤0.01% |
23,012
-11,850
| -34% | -$257K |
|
1544
CACI
CACI
$11B
| $489K | ﹤0.01% |
+3,696
| New | +$499K |
|
1545
Cathay General Bancorp
CATY
$4.22B
| $489K | ﹤0.01% |
+11,592
| New | +$484K |
|
|
BPMC
1546
DELISTED
Blueprint Medicines
BPMC
| $488K | ﹤0.01% |
+6,468
| New | +$455K |
|
1547
Citizens Financial Group
CFG
$30.3B
| $488K | ﹤0.01% |
+11,616
| New | +$454K |
|
|
CRZO
1548
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $488K | ﹤0.01% |
+22,926
| New | +$423K |
|
1549
Microchip Technology
MCHP
$40.3B
| $487K | ﹤0.01% |
11,094
+5,036
| +83% | +$228K |
|
1550
CALL
Pentair
PNR
$10.4B
| $487K | ﹤0.01% |
10,274
-23,080
| -69% | -$1.08M |
|
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.