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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 | |
|---|---|---|---|---|---|---|
1976
Healthpeak Properties
DOC
$15.1B
| $286K | ﹤0.01% |
10,961
+10,956
| +219,120% | +$290K |
|
1977
Banc of California
BANC
$3.03B
| $285K | ﹤0.01% |
13,786
-78,809
| -85% | -$1.65M |
|
|
HES
1978
CALL
DELISTED
Hess
HES
| $285K | ﹤0.01% |
6,000
| – | – |
|
1979
Hexcel
HXL
$7.79B
| $285K | ﹤0.01% |
4,608
+4,605
| +153,500% | +$280K |
|
1980
ResMed
RMD
$30.6B
| $285K | ﹤0.01% |
+3,361
| New | +$278K |
|
|
NLSN
1981
DELISTED
Nielsen Holdings plc
NLSN
| $285K | ﹤0.01% |
7,840
-5,831
| -43% | -$222K |
|
1982
Bread Financial
BFH
$4.37B
| $284K | ﹤0.01% |
+1,403
| New | +$260K |
|
1983
Hilltop Holdings
HTH
$2.26B
| $283K | ﹤0.01% |
+11,172
| New | +$274K |
|
1984
International Flavors & Fragrances
IFF
$20.2B
| $283K | ﹤0.01% |
+1,854
| New | +$279K |
|
1985
TriNet
TNET
$3.02B
| $283K | ﹤0.01% |
+6,384
| New | +$256K |
|
1986
Whirlpool
WHR
$2.43B
| $283K | ﹤0.01% |
+1,680
| New | +$285K |
|
1987
Ultragenyx Pharmaceutical
RARE
$2.45B
| $282K | ﹤0.01% |
+6,090
| New | +$299K |
|
1988
Renasant Corp
RNST
$3.98B
| $282K | ﹤0.01% |
+6,888
| New | +$288K |
|
|
CSOD
1989
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $282K | ﹤0.01% |
+7,980
| New | +$298K |
|
1990
Exponent
EXPO
$3.24B
| $281K | ﹤0.01% |
+7,896
| New | +$290K |
|
1991
Werner Enterprises
WERN
$2.24B
| $281K | ﹤0.01% |
+7,266
| New | +$264K |
|
1992
Plains All American Pipeline
PAA
$17.3B
| $280K | ﹤0.01% |
+13,558
| New | +$276K |
|
|
AMWD
1993
DELISTED
American Woodmark
AMWD
| $279K | ﹤0.01% |
+2,142
| New | +$225K |
|
1994
NETGEAR
NTGR
$648M
| $279K | ﹤0.01% |
+4,746
| New | +$243K |
|
1995
Banner Corp
BANR
$2.39B
| $278K | ﹤0.01% |
+5,040
| New | +$292K |
|
1996
Terreno Realty
TRNO
$7.57B
| $278K | ﹤0.01% |
+7,938
| New | +$292K |
|
|
JO
1997
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
| $278K | ﹤0.01% |
17,746
+16,900
| +1,998% | +$270K |
|
1998
Campbell Soup
CPB
$6.55B
| $277K | ﹤0.01% |
5,752
+5,664
| +6,436% | +$269K |
|
1999
Darden Restaurants
DRI
$23.3B
| $277K | ﹤0.01% |
+2,880
| New | +$243K |
|
2000
Twilio
TWLO
$30B
| $277K | ﹤0.01% |
+11,730
| New | +$329K |
|
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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.