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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
PZZA icon
2201
Papa John's
PZZA
$984M
$222K ﹤0.01%
+3,948
New +$246K
PNW icon
2202
Pinnacle West Capital
PNW
$12.2B
$221K ﹤0.01%
2,600
+2,560
+6,400% +$226K
MDC
2203
DELISTED
M.D.C. Holdings, Inc.
MDC
$221K ﹤0.01%
+8,083
New +$223K
PRTK
2204
DELISTED
Paratek Pharmaceuticals, Inc.
PRTK
$221K ﹤0.01%
12,332
-10,731
-47% -$224K
KRA
2205
DELISTED
Kraton Corporation
KRA
$221K ﹤0.01%
+4,578
New +$212K
DNR
2206
CALL
DELISTED
Denbury Resources, Inc.
DNR
$221K ﹤0.01%
+100,000
New +$157K
GTT
2207
DELISTED
GTT Communications, Inc.
GTT
$221K ﹤0.01%
+4,704
New +$179K
CHRS icon
2208
Coherus Oncology
CHRS
$217M
$220K ﹤0.01%
25,022
+24,001
+2,351% +$257K
KOP icon
2209
Koppers
KOP
$943M
$220K ﹤0.01%
4,316
+4,168
+2,816% +$203K
OIS icon
2210
Oil States International
OIS
$489M
$220K ﹤0.01%
+7,770
New +$188K
SFM icon
2211
Sprouts Farmers Market
SFM
$8.13B
$220K ﹤0.01%
9,047
-17,794
-66% -$377K
TTMI icon
2212
TTM Technologies
TTMI
$12B
$220K ﹤0.01%
+14,070
New +$226K
LGF.A
2213
DELISTED
Lions Gate Entertainment Corp. Class A Voting Shares
LGF.A
$220K ﹤0.01%
+6,517
New +$205K
AIMC
2214
DELISTED
Altra Industrial Motion Corp
AIMC
$220K ﹤0.01%
+4,368
New +$209K
HMSY
2215
DELISTED
HMS Holdings Corp.
HMSY
$220K ﹤0.01%
+12,978
New +$227K
FNB icon
2216
FNB Corp
FNB
$6.73B
$219K ﹤0.01%
15,874
-16,599
-51% -$228K
GPI icon
2217
Group 1 Automotive
GPI
$3.42B
$218K ﹤0.01%
+3,066
New +$234K
GTLS
2218
DELISTED
Chart Industries
GTLS
$218K ﹤0.01%
+4,662
New +$208K
MFIN icon
2219
Medallion Financial
MFIN
$229M
$218K ﹤0.01%
+61,709
New +$168K
TSCO icon
2220
Tractor Supply
TSCO
$16.1B
$218K ﹤0.01%
+14,600
New +$187K
CWH icon
2221
Camping World
CWH
$639M
$216K ﹤0.01%
4,830
+4,745
+5,582% +$206K
GNL icon
2222
Global Net Lease
GNL
$1.84B
$216K ﹤0.01%
+10,500
New +$226K
LJPC
2223
PUT
DELISTED
La Jolla Pharmaceutical Company
LJPC
$216K ﹤0.01%
6,700
-64,200
-91% -$2.1M
CAL icon
2224
Caleres
CAL
$431M
$215K ﹤0.01%
+6,426
New +$195K
ITGR icon
2225
Integer Holdings
ITGR
$4.12B
$215K ﹤0.01%
+4,746
New +$231K
87 88
89
90 91

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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.