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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
THRM icon
2376
Gentherm
THRM
$1.25B
$177K ﹤0.01%
5,586
+1,874
+50% +$64.8K
FIZZ icon
2377
National Beverage
FIZZ
$2.93B
$176K ﹤0.01%
+3,612
New +$185K
RPT
2378
DELISTED
RPT Realty Common Shares of Beneficial Interest (MD)
RPT
$176K ﹤0.01%
+11,970
New +$166K
NTUS
2379
DELISTED
Natus Medical Inc
NTUS
$176K ﹤0.01%
+4,620
New +$184K
UNT
2380
DELISTED
UNIT Corporation
UNT
$176K ﹤0.01%
+8,022
New +$162K
ALLE icon
2381
Allegion
ALLE
$13.6B
$175K ﹤0.01%
+2,200
New +$184K
CVI icon
2382
CVR Energy
CVI
$3.48B
$175K ﹤0.01%
+4,687
New +$146K
DVAX
2383
DELISTED
Dynavax Technologies
DVAX
$175K ﹤0.01%
+9,366
New +$188K
ESI icon
2384
PUT
Element Solutions
ESI
$9.06B
$175K ﹤0.01%
17,600
-57,400
-77% -$596K
KRNY icon
2385
Kearny Financial
KRNY
$610M
$175K ﹤0.01%
+12,096
New +$180K
QTWO icon
2386
Q2 Holdings
QTWO
$3.87B
$175K ﹤0.01%
+4,746
New +$194K
WATT icon
2387
PUT
Energous
WATT
$87.4M
$175K ﹤0.01%
15
-43
-74% -$270K
BNCL
2388
DELISTED
Beneficial Bancorp, Inc.
BNCL
$175K ﹤0.01%
+10,626
New +$177K
DDD icon
2389
PUT
3D Systems Corp
DDD
$452M
$174K ﹤0.01%
20,200
– –
FSP
2390
Franklin Street Properties
FSP
$48M
$174K ﹤0.01%
+16,212
New +$170K
SCHL icon
2391
Scholastic
SCHL
$776M
$174K ﹤0.01%
+4,326
New +$168K
WING icon
2392
Wingstop
WING
$3.53B
$174K ﹤0.01%
+4,452
New +$164K
AYR
2393
DELISTED
Aircastle Ltd
AYR
$173K ﹤0.01%
+7,392
New +$174K
STBZ
2394
DELISTED
State Bank Financial Corporation. Common Stock
STBZ
$173K ﹤0.01%
+5,796
New +$171K
FORM icon
2395
FormFactor
FORM
$8.51B
$172K ﹤0.01%
+11,004
New +$184K
LNG icon
2396
PUT
Cheniere Energy
LNG
$54.5B
$172K ﹤0.01%
3,200
– –
RWT
2397
Redwood Trust
RWT
$579M
$172K ﹤0.01%
+11,634
New +$180K
PRSU
2398
Pursuit Attractions and Hospitality Inc
PRSU
$1.41B
$172K ﹤0.01%
+3,108
New +$180K
AAP icon
2399
Advance Auto Parts
AAP
$3.34B
$171K ﹤0.01%
+1,720
New +$158K
NUS icon
2400
PUT
Nu Skin
NUS
$255M
$171K ﹤0.01%
+2,500
New +$162K
94 95
96
97 98

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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.