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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
WRD
2576
DELISTED
WildHorse Resource Development
WRD
$138K ﹤0.01%
+7,518
New +$113K
MTSC
2577
DELISTED
MTS Systems Corp
MTSC
$138K ﹤0.01%
+2,562
New +$138K
DEA
2578
Easterly Government Properties
DEA
$1.13B
$137K ﹤0.01%
+2,570
New +$134K
MSFG
2579
DELISTED
MainSource Financial Group Inc
MSFG
$137K ﹤0.01%
+3,780
New +$141K
DIN icon
2580
Dine Brands
DIN
$369M
$136K ﹤0.01%
+2,688
New +$125K
GPRO icon
2581
CALL
GoPro
GPRO
$293M
$136K ﹤0.01%
18,000
– –
HURN icon
2582
Huron Consulting
HURN
$2.38B
$136K ﹤0.01%
+3,360
New +$129K
HY icon
2583
Hyster-Yale Materials Handling
HY
$625M
$136K ﹤0.01%
+1,596
New +$131K
RDUS
2584
DELISTED
Radius Recycling
RDUS
$136K ﹤0.01%
+4,074
New +$119K
EGRX
2585
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
$136K ﹤0.01%
2,543
+2,445
+2,495% +$136K
CBB
2586
DELISTED
Cincinnati Bell Inc.
CBB
$136K ﹤0.01%
+6,510
New +$132K
FL
2587
DELISTED
Foot Locker
FL
$135K ﹤0.01%
+2,880
New +$108K
OMER icon
2588
Omeros
OMER
$1.4B
$135K ﹤0.01%
+6,930
New +$130K
RYAM icon
2589
Rayonier Advanced Materials
RYAM
$574M
$135K ﹤0.01%
+6,594
New +$111K
SCSC icon
2590
Scansource
SCSC
$1.16B
$135K ﹤0.01%
+3,780
New +$148K
STC icon
2591
Stewart Information Services
STC
$2.04B
$135K ﹤0.01%
3,192
+3,033
+1,908% +$120K
WATT icon
2592
Energous
WATT
$62.8M
$135K ﹤0.01%
12
+9
+300% +$56.6K
DNR
2593
DELISTED
Denbury Resources, Inc.
DNR
$135K ﹤0.01%
+61,152
New +$96.1K
NCI
2594
DELISTED
Navigant Consulting, Inc.
NCI
$135K ﹤0.01%
+6,972
New +$126K
CROX icon
2595
Crocs
CROX
$5.33B
$134K ﹤0.01%
+10,584
New +$113K
LL
2596
DELISTED
LL Flooring Holdings, Inc.
LL
$134K ﹤0.01%
4,284
+1,700
+66% +$53.8K
RRD
2597
DELISTED
RR Donnelley & Sons Co.
RRD
$134K ﹤0.01%
14,399
+13,631
+1,775% +$124K
ALX
2598
Alexander's
ALX
$1.32B
$133K ﹤0.01%
+336
New +$139K
BANF icon
2599
BancFirst
BANF
$3.72B
$133K ﹤0.01%
+2,604
New +$144K
BHF icon
2600
Brighthouse Financial
BHF
$2.94B
$133K ﹤0.01%
+2,274
New +$135K
102 103
104
105 106

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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.