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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+7.66%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$73.6B
AUM Growth
+$13B
Cap. Flow
+$743M
Cap. Flow %
1.01%
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 Miscellaneous 95.88%
2 Financials 0.85%
3 Technology 0.73%
4 Consumer Discretionary 0.62%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EPE
2551
PUT
DELISTED
EP Energy Corporation
EPE
$143K ﹤0.01%
60,800
– –
KRO icon
2552
KRONOS Worldwide
KRO
$974M
$142K ﹤0.01%
+5,503
New +$144K
MAGN
2553
Magnera Corp
MAGN
$413M
$142K ﹤0.01%
+510
New +$133K
ACOR
2554
DELISTED
Acorda Therapeutics
ACOR
$142K ﹤0.01%
+55
New +$156K
CYB
2555
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
$142K ﹤0.01%
5,429
-626
-10% -$16K
PWR icon
2556
Quanta Services
PWR
$94.3B
$141K ﹤0.01%
+3,600
New +$135K
SASR
2557
DELISTED
Sandy Spring Bancorp Inc
SASR
$141K ﹤0.01%
+3,612
New +$145K
LORL
2558
DELISTED
Loral Space and Communications, Inc.
LORL
$141K ﹤0.01%
+3,207
New +$150K
CWST icon
2559
Casella Waste Systems
CWST
$5.8B
$140K ﹤0.01%
+6,090
New +$120K
HFWA icon
2560
Heritage Financial
HFWA
$1.16B
$140K ﹤0.01%
+4,536
New +$140K
PETS icon
2561
PetMed Express
PETS
$37.1M
$140K ﹤0.01%
+3,068
New +$121K
RGNX icon
2562
Regenxbio
RGNX
$576M
$140K ﹤0.01%
+4,200
New +$127K
UVE icon
2563
Universal Insurance Holdings
UVE
$1.21B
$140K ﹤0.01%
+5,134
New +$129K
INFN
2564
DELISTED
Infinera Corporation Common Stock
INFN
$140K ﹤0.01%
+22,134
New +$169K
CPLA
2565
DELISTED
Capella Education Company
CPLA
$140K ﹤0.01%
+1,806
New +$140K
GRA
2566
CALL
DELISTED
W.R. Grace & Co.
GRA
$140K ﹤0.01%
2,000
-100,100
-98% -$7.25M
MHO icon
2567
M/I Homes
MHO
$3.59B
$139K ﹤0.01%
+4,032
New +$132K
IPHS
2568
DELISTED
Innophos Holdings, Inc.
IPHS
$139K ﹤0.01%
+2,982
New +$139K
UBNK
2569
DELISTED
United Financial Bancorp, Inc.
UBNK
$139K ﹤0.01%
+7,854
New +$143K
MXWL
2570
PUT
DELISTED
Maxwell Technologies Inc
MXWL
$139K ﹤0.01%
24,100
– –
ATRO icon
2571
Astronics
ATRO
$3.25B
$138K ﹤0.01%
+4,579
New +$124K
ENTA icon
2572
Enanta Pharmaceuticals
ENTA
$386M
$138K ﹤0.01%
+2,352
New +$118K
KTOS icon
2573
Kratos Defense & Security Solutions
KTOS
$8.77B
$138K ﹤0.01%
+13,062
New +$149K
SSP icon
2574
E.W. Scripps
SSP
$291M
$138K ﹤0.01%
+8,820
New +$143K
GLOG
2575
DELISTED
GASLOG LTD
GLOG
$138K ﹤0.01%
+6,216
New +$114K
101 102
103
104 105

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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's Q4 2017 filing shows 2,351 new, 689 increased, 564 reduced and 493 closed positions. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M. The largest sale was iShares MSCI EAFE ETF, an estimated $227M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • 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.