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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
MSGN
2076
DELISTED
MSG Networks Inc.
MSGN
$254K ﹤0.01%
12,545
+12,266
+4,396% +$236K
VIAB
2077
DELISTED
Viacom Inc. Class B
VIAB
$254K ﹤0.01%
+8,240
New +$224K
COO icon
2078
Cooper Companies
COO
$14.1B
$253K ﹤0.01%
+4,640
New +$271K
MATW icon
2079
Matthews International
MATW
$866M
$253K ﹤0.01%
+4,788
New +$279K
PFS icon
2080
Provident Financial Services
PFS
$3.22B
$253K ﹤0.01%
+9,366
New +$255K
KSU
2081
DELISTED
Kansas City Southern
KSU
$253K ﹤0.01%
+2,400
New +$256K
DORM icon
2082
Dorman Products
DORM
$3.98B
$252K ﹤0.01%
+4,116
New +$279K
IBP icon
2083
Installed Building Products
IBP
$6.01B
$252K ﹤0.01%
+3,318
New +$230K
SCS
2084
DELISTED
Steelcase
SCS
$252K ﹤0.01%
16,607
+16,181
+3,798% +$238K
TILE icon
2085
CALL
Interface
TILE
$1.99B
$252K ﹤0.01%
10,000
– –
KAMN
2086
DELISTED
Kaman Corp
KAMN
$252K ﹤0.01%
+4,284
New +$244K
POLY
2087
DELISTED
Plantronics, Inc.
POLY
$252K ﹤0.01%
+4,998
New +$246K
BMCH
2088
DELISTED
BMC Stock Holdings, Inc
BMCH
$252K ﹤0.01%
+9,954
New +$223K
CORT icon
2089
Corcept Therapeutics
CORT
$12.4B
$250K ﹤0.01%
+13,860
New +$251K
AAMI
2090
Acadian Asset Management
AAMI
$3.08B
$250K ﹤0.01%
14,900
+6,250
+72% +$99.2K
CLDR
2091
DELISTED
Cloudera, Inc.
CLDR
$250K ﹤0.01%
+15,162
New +$244K
CSFL
2092
DELISTED
CenterState Bank Corporation Common Stock
CSFL
$250K ﹤0.01%
9,706
+8,380
+632% +$223K
TVPT
2093
DELISTED
Travelport Worldwide Limited
TVPT
$250K ﹤0.01%
+19,110
New +$272K
ASIX icon
2094
AdvanSix
ASIX
$541M
$249K ﹤0.01%
+5,926
New +$254K
AZTA icon
2095
Azenta
AZTA
$1.3B
$249K ﹤0.01%
+10,458
New +$297K
KRG icon
2096
Kite Realty
KRG
$5.81B
$249K ﹤0.01%
+12,684
New +$247K
PCOM
2097
DELISTED
Points.com Inc. Common Shares
PCOM
$249K ﹤0.01%
24,165
-29,380
-55% -$327K
TIF
2098
DELISTED
Tiffany & Co.
TIF
$249K ﹤0.01%
+2,400
New +$229K
SJM icon
2099
PUT
J.M. Smucker
SJM
$12.7B
$248K ﹤0.01%
2,000
-12,200
-86% -$1.36M
WDFC icon
2100
WD-40
WDFC
$3.05B
$248K ﹤0.01%
+2,100
New +$241K
82 83
84
85 86

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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.