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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 | |
|---|---|---|---|---|---|---|
1576
Newmont
NEM
$98.7B
| $467K | ﹤0.01% |
+12,440
| New | +$457K |
|
1577
CALL
Pan American Silver
PAAS
$18.2B
| $467K | ﹤0.01% |
30,000
| – | – |
|
1578
Transocean
RIG
$5.89B
| $467K | ﹤0.01% |
43,694
+20,138
| +85% | +$209K |
|
1579
Banco Santander
SAN
$201B
| $467K | ﹤0.01% |
74,550
-41,192
| -36% | -$260K |
|
|
STMP
1580
DELISTED
Stamps.com, Inc.
STMP
| $466K | ﹤0.01% |
+2,478
| New | +$479K |
|
1581
ATI
ATI
$25.6B
| $465K | ﹤0.01% |
+19,278
| New | +$459K |
|
1582
EnerSys
ENS
$6.78B
| $465K | ﹤0.01% |
6,678
+6,590
| +7,489% | +$451K |
|
1583
JELD-WEN Holding
JELD
$122M
| $465K | ﹤0.01% |
+11,816
| New | +$439K |
|
1584
Ryman Hospitality Properties
RHP
$8.43B
| $464K | ﹤0.01% |
+6,720
| New | +$449K |
|
1585
Willis Towers Watson
WTW
$31.2B
| $464K | ﹤0.01% |
+3,080
| New | +$487K |
|
1586
Neogen
NEOG
$2.63B
| $463K | ﹤0.01% |
+15,008
| New | +$455K |
|
1587
Integra LifeSciences
IART
$1.29B
| $462K | ﹤0.01% |
+9,660
| New | +$473K |
|
1588
Matador Resources
MTDR
$6.2B
| $462K | ﹤0.01% |
+14,826
| New | +$407K |
|
|
ELLI
1589
DELISTED
Ellie Mae Inc
ELLI
| $462K | ﹤0.01% |
+5,166
| New | +$457K |
|
|
CVSA
1590
Covista Inc
CVSA
$4.25B
| $461K | ﹤0.01% |
+10,966
| New | +$430K |
|
1591
CALL
Banco Bradesco
BBD
$39.3B
| $461K | ﹤0.01% |
79,061
+43,923
| +125% | +$263K |
|
1592
CALL
SITE Centers
SITC
$225M
| $461K | ﹤0.01% |
+39,969
| New | +$426K |
|
|
MRNS
1593
CALL
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
| $461K | ﹤0.01% |
+14,125
| New | +$381K |
|
1594
PUT
Albemarle
ALB
$13.9B
| $460K | ﹤0.01% |
3,600
| – | – |
|
1595
DTE Energy
DTE
$29.5B
| $460K | ﹤0.01% |
4,935
+4,934
| +493,400% | +$469K |
|
1596
HubSpot
HUBS
$12.2B
| $460K | ﹤0.01% |
+5,208
| New | +$437K |
|
1597
PUT
Cummins
CMI
$87.5B
| $459K | ﹤0.01% |
2,600
-79,400
| -97% | -$13.6M |
|
1598
Ingevity
NGVT
$2.51B
| $459K | ﹤0.01% |
+6,510
| New | +$470K |
|
1599
National Health Investors
NHI
$3.72B
| $459K | ﹤0.01% |
+6,090
| New | +$473K |
|
1600
Wolverine World Wide
WWW
$1.61B
| $459K | ﹤0.01% |
+14,406
| New | +$416K |
|
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.