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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 | |
|---|---|---|---|---|---|---|
|
NAV
1876
DELISTED
Navistar International
NAV
| $326K | ﹤0.01% |
+7,602
| New | +$316K |
|
1877
Baker Hughes
BKR
$60B
| $324K | ﹤0.01% |
10,230
+9,915
| +3,148% | +$318K |
|
1878
ABM Industries
ABM
$2.81B
| $323K | ﹤0.01% |
+8,568
| New | +$354K |
|
1879
Vornado Realty Trust
VNO
$7.41B
| $323K | ﹤0.01% |
+4,133
| New | +$316K |
|
|
ATVI
1880
CALL
DELISTED
Activision Blizzard
ATVI
| $323K | ﹤0.01% |
5,100
| – | – |
|
1881
Watts Water Technologies
WTS
$11.5B
| $322K | ﹤0.01% |
+4,242
| New | +$302K |
|
1882
TechnipFMC
FTI
$28.1B
| $321K | ﹤0.01% |
+13,763
| New | +$285K |
|
1883
Merit Medical Systems
MMSI
$5.08B
| $321K | ﹤0.01% |
+7,434
| New | +$312K |
|
1884
Power Integrations
POWI
$3.38B
| $321K | ﹤0.01% |
+8,736
| New | +$333K |
|
|
DOOR
1885
DELISTED
MASONITE INTERNATIONAL CORP
DOOR
| $321K | ﹤0.01% |
+4,326
| New | +$302K |
|
|
TSS
1886
DELISTED
Total System Services, Inc.
TSS
| $321K | ﹤0.01% |
4,059
+1,509
| +59% | +$110K |
|
1887
Columbia Sportswear
COLM
$3.04B
| $320K | ﹤0.01% |
+4,452
| New | +$292K |
|
1888
CALL
Corning
GLW
$119B
| $320K | ﹤0.01% |
+10,000
| New | +$315K |
|
|
KW
1889
DELISTED
Kennedy-Wilson Holdings
KW
| $320K | ﹤0.01% |
18,438
-29,482
| -62% | -$555K |
|
1890
Ubiquiti
UI
$33.7B
| $320K | ﹤0.01% |
+4,505
| New | +$289K |
|
1891
American States Water
AWR
$3.36B
| $319K | ﹤0.01% |
+5,502
| New | +$301K |
|
1892
Cooper-Standard Automotive
CPS
$523M
| $319K | ﹤0.01% |
+2,604
| New | +$307K |
|
1893
CALL
Wolverine World Wide
WWW
$1.61B
| $319K | ﹤0.01% |
+10,000
| New | +$289K |
|
1894
FirstEnergy
FE
$28B
| $318K | ﹤0.01% |
+10,400
| New | +$338K |
|
1895
LXP Industrial Trust
LXP
$3.57B
| $318K | ﹤0.01% |
+6,594
| New | +$339K |
|
1896
Insperity
NSP
$1.93B
| $318K | ﹤0.01% |
+5,544
| New | +$293K |
|
1897
Signet Jewelers
SIG
$3.61B
| $318K | ﹤0.01% |
5,615
+4,388
| +358% | +$268K |
|
|
XRM
1898
DELISTED
Xerium Technologies Inc (new)
XRM
| $317K | ﹤0.01% |
+74,392
| New | +$327K |
|
1899
Quest Diagnostics
DGX
$25.7B
| $315K | ﹤0.01% |
+3,200
| New | +$303K |
|
|
IMPV
1900
DELISTED
Imperva, Inc.
IMPV
| $315K | ﹤0.01% |
+7,932
| New | +$331K |
|
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.