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Parallax Volatility Advisers

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
Cap. Flow
+$9.23B
Cap. Flow %
12.54%
Top 10 Hldgs %
62.59%
Holding
5,549
New
2,351
Increased
689
Reduced
564
Closed
493

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$118M
2
QCOM icon
Qualcomm
QCOM
+$107M
3
MAC icon
Macerich
MAC
+$80M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$48.7M
5
META icon
Meta Platforms (Facebook)
META
+$43.6M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$227M
2
AAPL icon
Apple
AAPL
+$173M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$85M
4
C icon
Citigroup
C
+$74.8M
5
BA icon
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
ULTA icon
1926
Ulta Beauty
ULTA
$22B
$304K ﹤0.01%
+1,360
New +$288K
EXPR
1927
CALL
DELISTED
Express, Inc.
EXPR
$304K ﹤0.01%
1,500
– –
FOE
1928
DELISTED
Ferro Corporation
FOE
$304K ﹤0.01%
+12,894
New +$305K
KS
1929
DELISTED
KapStone Paper and Pack Corp.
KS
$304K ﹤0.01%
+13,398
New +$296K
MTH icon
1930
Meritage Homes
MTH
$4.58B
$303K ﹤0.01%
+11,844
New +$294K
TMHC
1931
DELISTED
Taylor Morrison
TMHC
$303K ﹤0.01%
+12,390
New +$290K
PRTK
1932
CALL
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$303K ﹤0.01%
+16,900
New +$353K
PAY
1933
DELISTED
Verifone Systems Inc
PAY
$303K ﹤0.01%
+17,094
New +$318K
ARI
1934
Apollo Commercial Real Estate
ARI
$867M
$302K ﹤0.01%
+16,380
New +$302K
EXLS icon
1935
EXL Service
EXLS
$5.14B
$302K ﹤0.01%
+24,990
New +$305K
NPO icon
1936
Enpro
NPO
$6.63B
$302K ﹤0.01%
+3,234
New +$274K
AERI
1937
DELISTED
Aerie Pharmaceuticals
AERI
$301K ﹤0.01%
+5,040
New +$306K
BID
1938
DELISTED
Sotheby's
BID
$301K ﹤0.01%
+5,838
New +$291K
ESL
1939
DELISTED
Esterline Technologies
ESL
$301K ﹤0.01%
+4,032
New +$331K
FLOW
1940
DELISTED
SPX FLOW, Inc.
FLOW
$300K ﹤0.01%
+6,300
New +$271K
TIME
1941
DELISTED
Time Inc.
TIME
$300K ﹤0.01%
+16,247
New +$243K
KWR icon
1942
Quaker Houghton
KWR
$2.76B
$298K ﹤0.01%
+1,974
New +$305K
ANSS
1943
DELISTED
Ansys
ANSS
$297K ﹤0.01%
+2,015
New +$285K
NTB icon
1944
Bank of N.T. Butterfield & Son
NTB
$2.43B
$297K ﹤0.01%
+8,190
New +$305K
VRE
1945
DELISTED
Veris Residential
VRE
$297K ﹤0.01%
13,776
-30,009
-69% -$677K
FMC icon
1946
FMC
FMC
$1.34B
$296K ﹤0.01%
3,602
+3,521
+4,347% +$283K
MWA icon
1947
Mueller Water Products
MWA
$3.95B
$296K ﹤0.01%
+23,604
New +$291K
UNM icon
1948
Unum
UNM
$13.6B
$296K ﹤0.01%
5,396
+5,361
+15,317% +$288K
CALD
1949
DELISTED
Callidus Software, Inc.
CALD
$296K ﹤0.01%
+10,332
New +$282K
HAWK
1950
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$296K ﹤0.01%
+8,316
New +$300K
76 77
78
79 80

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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.