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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 | |
|---|---|---|---|---|---|---|
1726
Incyte
INCY
$24.2B
| $386K | ﹤0.01% |
4,080
-21,048
| -84% | -$2.2M |
|
1727
Infosys
INFY
$48.7B
| $386K | ﹤0.01% |
47,596
-308,810
| -87% | -$2.35M |
|
1728
Ollie's Bargain Outlet
OLLI
$4.44B
| $385K | ﹤0.01% |
+7,224
| New | +$341K |
|
|
ANDV
1729
DELISTED
Andeavor
ANDV
| $384K | ﹤0.01% |
+3,360
| New | +$361K |
|
1730
CALL
Axos Financial
AX
$5.77B
| $383K | ﹤0.01% |
+12,800
| New | +$348K |
|
1731
CALL
BorgWarner
BWA
$13.1B
| $383K | ﹤0.01% |
8,520
| – | – |
|
|
SJI
1732
DELISTED
South Jersey Industries, Inc.
SJI
| $383K | ﹤0.01% |
+12,264
| New | +$405K |
|
|
INFO
1733
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $383K | ﹤0.01% |
+8,480
| New | +$374K |
|
|
KG
1734
Kestrel Group
KG
$69.4M
| $381K | ﹤0.01% |
2,886
-3,312
| -53% | -$496K |
|
1735
United Natural Foods
UNFI
$3.08B
| $381K | ﹤0.01% |
+7,728
| New | +$338K |
|
1736
Commercial Metals
CMC
$7.6B
| $379K | ﹤0.01% |
+17,766
| New | +$354K |
|
|
WRK
1737
DELISTED
WestRock Company
WRK
| $379K | ﹤0.01% |
5,990
+5,943
| +12,645% | +$361K |
|
|
PSB
1738
DELISTED
PS Business Parks, Inc.
PSB
| $378K | ﹤0.01% |
+3,024
| New | +$400K |
|
|
WAGE
1739
DELISTED
WageWorks, Inc.
WAGE
| $378K | ﹤0.01% |
+6,090
| New | +$382K |
|
1740
Hilton Worldwide
HLT
$72.1B
| $377K | ﹤0.01% |
4,720
+822
| +21% | +$61K |
|
|
SNCR
1741
DELISTED
Synchronoss Technologies
SNCR
| $377K | ﹤0.01% |
4,680
+893
| +24% | +$86.3K |
|
|
CPE
1742
DELISTED
Callon Petroleum Company
CPE
| $377K | ﹤0.01% |
+3,100
| New | +$343K |
|
1743
DexCom
DXCM
$31.5B
| $376K | ﹤0.01% |
26,204
+12,224
| +87% | +$159K |
|
1744
Etsy
ETSY
$7.75B
| $376K | ﹤0.01% |
+18,396
| New | +$325K |
|
1745
Realty Income
O
$59.6B
| $376K | ﹤0.01% |
+6,811
| New | +$370K |
|
1746
Compass Minerals
CMP
$1.23B
| $373K | ﹤0.01% |
+5,166
| New | +$348K |
|
|
ELME
1747
Elme Communities
ELME
$143M
| $373K | ﹤0.01% |
+11,970
| New | +$388K |
|
1748
Global Payments
GPN
$23B
| $373K | ﹤0.01% |
+3,720
| New | +$372K |
|
|
FMBI
1749
DELISTED
First Midwest Bancorp Inc/IL
FMBI
| $373K | ﹤0.01% |
+15,540
| New | +$369K |
|
1750
CVB Financial
CVBF
$3.94B
| $372K | ﹤0.01% |
+15,792
| New | +$375K |
|
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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.