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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 | |
|---|---|---|---|---|---|---|
2051
Towne Bank
TOWN
$3.46B
| $265K | ﹤0.01% |
+8,610
| New | +$287K |
|
2052
WesBanco
WSBC
$3.97B
| $265K | ﹤0.01% |
+6,510
| New | +$266K |
|
|
ENLC
2053
CALL
DELISTED
ENLINK MIDSTREAM, LLC
ENLC
| $264K | ﹤0.01% |
+15,000
| New | +$246K |
|
|
NEWR
2054
DELISTED
New Relic, Inc.
NEWR
| $264K | ﹤0.01% |
+4,578
| New | +$249K |
|
2055
Affiliated Managers Group
AMG
$9.69B
| $263K | ﹤0.01% |
+1,280
| New | +$248K |
|
2056
PUT
CME Group
CME
$96.3B
| $263K | ﹤0.01% |
1,800
| – | – |
|
2057
Forward Air
FWRD
$444M
| $263K | ﹤0.01% |
+4,578
| New | +$262K |
|
2058
Pegasystems
PEGA
$5.02B
| $263K | ﹤0.01% |
+11,172
| New | +$300K |
|
2059
Capitol Federal Financial
CFFN
$1.09B
| $262K | ﹤0.01% |
+19,530
| New | +$274K |
|
|
GMS
2060
DELISTED
GMS Inc
GMS
| $262K | ﹤0.01% |
+6,955
| New | +$248K |
|
|
LTC
2061
LTC Properties
LTC
$2.06B
| $262K | ﹤0.01% |
+6,006
| New | +$278K |
|
|
CZR
2062
DELISTED
Caesars Entertainment Corporation
CZR
| $262K | ﹤0.01% |
+20,748
| New | +$263K |
|
2063
Gartner
IT
$10.1B
| $261K | ﹤0.01% |
+2,120
| New | +$257K |
|
2064
Northwest Natural Holdings
NWN
$2.06B
| $261K | ﹤0.01% |
+4,368
| New | +$286K |
|
|
BSFT
2065
DELISTED
BroadSoft, Inc.
BSFT
| $261K | ﹤0.01% |
+4,746
| New | +$258K |
|
2066
Akamai
AKAM
$16.7B
| $260K | ﹤0.01% |
4,003
-14,083
| -78% | -$780K |
|
2067
Patrick Industries
PATK
$2.74B
| $260K | ﹤0.01% |
+5,607
| New | +$230K |
|
2068
Boston Beer
SAM
$1.91B
| $260K | ﹤0.01% |
+1,360
| New | +$243K |
|
2069
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$224M
| $260K | ﹤0.01% |
2
| – | – |
|
2070
Extra Space Storage
EXR
$31.3B
| $259K | ﹤0.01% |
+2,962
| New | +$250K |
|
2071
Innospec
IOSP
$2.12B
| $258K | ﹤0.01% |
+3,654
| New | +$243K |
|
|
STI
2072
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $258K | ﹤0.01% |
4,000
-73,100
| -95% | -$4.46M |
|
|
DCH
2073
Dauch Corp
DCH
$1.34B
| $257K | ﹤0.01% |
+15,120
| New | +$268K |
|
2074
PUT
Etsy
ETSY
$7.75B
| $254K | ﹤0.01% |
+12,400
| New | +$219K |
|
2075
HNI Corp
HNI
$3.24B
| $254K | ﹤0.01% |
+6,594
| New | +$241K |
|
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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.