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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 | |
|---|---|---|---|---|---|---|
1676
Canadian Natural Resources
CNQ
$99.4B
| $409K | ﹤0.01% |
23,354
+15,531
| +199% | +$261K |
|
1677
Tetra Tech
TTEK
$8.49B
| $409K | ﹤0.01% |
+42,420
| New | +$412K |
|
1678
Advanced Energy
AEIS
$11.6B
| $408K | ﹤0.01% |
+6,048
| New | +$487K |
|
1679
Centene
CNC
$30.7B
| $408K | ﹤0.01% |
+8,080
| New | +$391K |
|
|
SLCA
1680
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $408K | ﹤0.01% |
+12,516
| New | +$399K |
|
|
SRC
1681
PUT
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $408K | ﹤0.01% |
10,593
-40,140
| -79% | -$1.52M |
|
|
BLD
1682
DELISTED
TopBuild
BLD
| $407K | ﹤0.01% |
+5,376
| New | +$357K |
|
1683
ProShares Ultra Gold
UGL
$650M
| $407K | ﹤0.01% |
40,004
| – | – |
|
|
QTS
1684
DELISTED
QTS REALTY TRUST, INC.
QTS
| $407K | ﹤0.01% |
+7,518
| New | +$419K |
|
1685
ACI Worldwide
ACIW
$5.83B
| $406K | ﹤0.01% |
+17,892
| New | +$415K |
|
1686
Align Technology
ALGN
$12.1B
| $405K | ﹤0.01% |
+1,825
| New | +$415K |
|
|
MDRX
1687
DELISTED
Veradigm Inc. Common Stock
MDRX
| $405K | ﹤0.01% |
+27,846
| New | +$387K |
|
|
EDR
1688
DELISTED
Education Realty Trust Inc
EDR
| $405K | ﹤0.01% |
+11,592
| New | +$418K |
|
1689
CALL
SLB Ltd
SLB
$73.6B
| $404K | ﹤0.01% |
6,000
| – | – |
|
|
NE
1690
DELISTED
Noble Corporation
NE
| $403K | ﹤0.01% |
+89,221
| New | +$370K |
|
1691
Community Bank
CBU
$3.41B
| $402K | ﹤0.01% |
+7,476
| New | +$406K |
|
1692
CALL
FerroAtlántica
GSM
$594M
| $402K | ﹤0.01% |
+24,800
| New | +$384K |
|
1693
L3Harris
LHX
$51.6B
| $402K | ﹤0.01% |
2,840
+2,829
| +25,718% | +$395K |
|
1694
Helen of Troy
HELE
$644M
| $401K | ﹤0.01% |
+4,158
| New | +$383K |
|
1695
Mettler-Toledo International
MTD
$28.6B
| $401K | ﹤0.01% |
+648
| New | +$415K |
|
1696
Urban Edge Properties
UE
$2.86B
| $401K | ﹤0.01% |
+15,750
| New | +$391K |
|
1697
Unisys
UIS
$209M
| $401K | ﹤0.01% |
49,255
-35,250
| -42% | -$289K |
|
1698
Peabody Energy
BTU
$2.6B
| $400K | ﹤0.01% |
+10,164
| New | +$330K |
|
1699
SiteOne Landscape Supply
SITE
$4.12B
| $399K | ﹤0.01% |
+5,208
| New | +$353K |
|
|
VRNT
1700
DELISTED
Verint Systems
VRNT
| $399K | ﹤0.01% |
18,715
+18,489
| +8,181% | +$398K |
|
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.