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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 | |
|---|---|---|---|---|---|---|
|
TBI
2401
Trueblue
TBI
$231M
| $171K | ﹤0.01% |
6,216
+5,940
| +2,152% | +$158K |
|
2402
Diodes
DIOD
$3.76B
| $170K | ﹤0.01% |
+5,922
| New | +$184K |
|
2403
McGrath RentCorp
MGRC
$2.91B
| $170K | ﹤0.01% |
+3,612
| New | +$167K |
|
2404
OSI Systems
OSIS
$3.69B
| $170K | ﹤0.01% |
+2,646
| New | +$222K |
|
|
BEL
2405
DELISTED
Belmond Ltd.
BEL
| $170K | ﹤0.01% |
+13,902
| New | +$178K |
|
|
WLL
2406
DELISTED
Whiting Petroleum Corporation
WLL
| $170K | ﹤0.01% |
86
-50
| -37% | -$87.7K |
|
|
SGY
2407
DELISTED
Stone Energy
SGY
| $170K | ﹤0.01% |
+5,290
| New | +$154K |
|
2408
CALL
APA Corp
APA
$13.1B
| $169K | ﹤0.01% |
4,000
| – | – |
|
|
ESPR
2409
DELISTED
Esperion Therapeutics
ESPR
| $169K | ﹤0.01% |
2,562
-7,907
| -76% | -$426K |
|
2410
Kadant
KAI
$3.8B
| $169K | ﹤0.01% |
+1,680
| New | +$171K |
|
2411
Quad
QUAD
$564M
| $169K | ﹤0.01% |
7,476
+7,172
| +2,359% | +$163K |
|
|
ECOL
2412
DELISTED
US Ecology, Inc.
ECOL
| $169K | ﹤0.01% |
+3,318
| New | +$167K |
|
|
FIT
2413
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $169K | ﹤0.01% |
+29,526
| New | +$188K |
|
2414
Hovnanian Enterprises
HOV
$757M
| $168K | ﹤0.01% |
+2,001
| New | +$124K |
|
2415
Heartland Express
HTLD
$949M
| $168K | ﹤0.01% |
7,182
-3,483
| -33% | -$78.6K |
|
2416
Olin
OLN
$2.11B
| $168K | ﹤0.01% |
+4,718
| New | +$168K |
|
2417
AES
AES
$10.5B
| $167K | ﹤0.01% |
15,440
+15,063
| +3,995% | +$163K |
|
2418
Alamo Group
ALG
$1.97B
| $166K | ﹤0.01% |
+1,470
| New | +$164K |
|
2419
Primoris Services
PRIM
$4.7B
| $166K | ﹤0.01% |
+6,090
| New | +$169K |
|
2420
Seacoast Banking Corp of Florida
SBCF
$3.39B
| $166K | ﹤0.01% |
+6,594
| New | +$165K |
|
|
ABAX
2421
DELISTED
Abaxis Inc
ABAX
| $166K | ﹤0.01% |
+3,360
| New | +$160K |
|
|
LADR
2422
Ladder Capital
LADR
$1.23B
| $165K | ﹤0.01% |
+12,096
| New | +$166K |
|
2423
Robert Half
RHI
$4B
| $165K | ﹤0.01% |
+2,965
| New | +$158K |
|
2424
Trade Desk
TTD
$8.73B
| $165K | ﹤0.01% |
+36,120
| New | +$199K |
|
|
BRSS
2425
DELISTED
Global Brass & Copper Hldgs, Inc
BRSS
| $165K | ﹤0.01% |
4,994
+4,798
| +2,448% | +$163K |
|
Similar funds
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.