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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 | |
|---|---|---|---|---|---|---|
2001
Cadence Design Systems
CDNS
$93.6B
| $276K | ﹤0.01% |
+6,600
| New | +$284K |
|
2002
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
| $276K | ﹤0.01% |
8,079
+8,056
| +35,026% | +$263K |
|
|
HF
2003
DELISTED
HFF Inc.
HF
| $276K | ﹤0.01% |
+5,670
| New | +$250K |
|
2004
AnaptysBio
ANAB
$1.58B
| $275K | ﹤0.01% |
+2,730
| New | +$201K |
|
|
HOLX
2005
DELISTED
Hologic
HOLX
| $275K | ﹤0.01% |
+6,440
| New | +$257K |
|
2006
CALL
TransDigm Group
TDG
$70.2B
| $275K | ﹤0.01% |
1,000
-79,700
| -99% | -$21.7M |
|
|
AKS
2007
DELISTED
AK Steel Holding Corp
AKS
| $275K | ﹤0.01% |
+48,594
| New | +$253K |
|
|
FCB
2008
DELISTED
FCB Financial Holdings, Inc.
FCB
| $275K | ﹤0.01% |
+5,418
| New | +$266K |
|
|
PEI
2009
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $275K | ﹤0.01% |
1,541
+449
| +41% | +$72.9K |
|
2010
Brinker International
EAT
$9.17B
| $274K | ﹤0.01% |
7,056
+6,867
| +3,633% | +$237K |
|
2011
Horace Mann Educators
HMN
$2.1B
| $274K | ﹤0.01% |
+6,216
| New | +$271K |
|
2012
Kaiser Aluminum
KALU
$2.61B
| $274K | ﹤0.01% |
+2,562
| New | +$256K |
|
2013
CALL
PVH
PVH
$4B
| $274K | ﹤0.01% |
2,000
-43,100
| -96% | -$5.63M |
|
|
INVX
2014
Innovex International
INVX
$1.96B
| $274K | ﹤0.01% |
+5,754
| New | +$257K |
|
|
XEC
2015
DELISTED
CIMAREX ENERGY CO
XEC
| $274K | ﹤0.01% |
2,247
+2,220
| +8,222% | +$259K |
|
2016
Box
BOX
$4.37B
| $273K | ﹤0.01% |
12,929
+1,866
| +17% | +$39.4K |
|
2017
Cincinnati Financial
CINF
$27.3B
| $273K | ﹤0.01% |
3,647
+3,612
| +10,320% | +$269K |
|
2018
Iron Mountain
IRM
$36.4B
| $273K | ﹤0.01% |
7,246
+4,771
| +193% | +$189K |
|
2019
Mid-America Apartment Communities
MAA
$15.4B
| $273K | ﹤0.01% |
+2,712
| New | +$282K |
|
2020
Omnicell
OMCL
$1.61B
| $273K | ﹤0.01% |
+5,628
| New | +$284K |
|
2021
Saia
SAIA
$9.27B
| $273K | ﹤0.01% |
+3,864
| New | +$248K |
|
2022
Arthur J. Gallagher & Co
AJG
$64.1B
| $272K | ﹤0.01% |
+4,303
| New | +$275K |
|
2023
Artisan Partners
APAM
$2.79B
| $272K | ﹤0.01% |
+6,888
| New | +$255K |
|
2024
CALL
Kimco Realty
KIM
$17.2B
| $272K | ﹤0.01% |
15,000
-25,000
| -63% | -$468K |
|
2025
Mativ Holdings
MATV
$481M
| $272K | ﹤0.01% |
+5,990
| New | +$260K |
|
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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.