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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
AX icon
926
Axos Financial
AX
$5.29B
$1.92M ﹤0.01%
64,298
+9,198
+17% +$250K
KANG
927
PUT
DELISTED
iKang Healthcare Group, Inc.
KANG
$1.92M ﹤0.01%
121,500
-148,300
-55% -$2.14M
NKE icon
928
Nike
NKE
$55.4B
$1.92M ﹤0.01%
+30,680
New +$1.76M
WFT
929
CALL
DELISTED
Weatherford International plc
WFT
$1.92M ﹤0.01%
459,500
+169,300
+58% +$624K
LILA icon
930
CALL
Liberty Latin America Class A
LILA
$1.69B
$1.91M ﹤0.01%
+148,058
New +$2.09M
PAYC icon
931
Paycom
PAYC
$9.72B
$1.91M ﹤0.01%
23,775
+10,871
+84% +$870K
RCL icon
932
Royal Caribbean
RCL
$69.5B
$1.9M ﹤0.01%
15,918
+1,592
+11% +$197K
BKD icon
933
CALL
Brookdale Senior Living
BKD
$2.9B
$1.89M ﹤0.01%
+194,600
New +$1.98M
CB icon
934
Chubb
CB
$130B
$1.89M ﹤0.01%
+12,917
New +$1.93M
CB icon
935
CALL
Chubb
CB
$130B
$1.89M ﹤0.01%
12,900
-5,200
-29% -$777K
TIF
936
PUT
DELISTED
Tiffany & Co.
TIF
$1.87M ﹤0.01%
18,000
-45,000
-71% -$4.29M
VYX icon
937
CALL
NCR Voyix
VYX
$1.15B
$1.87M ﹤0.01%
89,650
-58,028
-39% -$1.18M
HAL icon
938
Halliburton
HAL
$30.9B
$1.87M ﹤0.01%
38,237
-12,558
-25% -$554K
NSM
939
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
$1.87M ﹤0.01%
+101,000
New +$1.85M
HMSY
940
CALL
DELISTED
HMS Holdings Corp.
HMSY
$1.86M ﹤0.01%
+110,000
New +$1.93M
HXL icon
941
CALL
Hexcel
HXL
$6.84B
$1.86M ﹤0.01%
+30,000
New +$1.82M
KDP icon
942
Keurig Dr Pepper
KDP
$43.7B
$1.85M ﹤0.01%
+19,089
New +$1.71M
CAR icon
943
Avis
CAR
$4.69B
$1.85M ﹤0.01%
+42,061
New +$1.67M
HBI
944
CALL
DELISTED
Hanesbrands
HBI
$1.84M ﹤0.01%
88,000
+69,000
+363% +$1.47M
UBS icon
945
CALL
UBS Group
UBS
$168B
$1.84M ﹤0.01%
+100,000
New +$1.74M
TSEM icon
946
Tower Semiconductor
TSEM
$24.5B
$1.83M ﹤0.01%
+53,823
New +$1.79M
JUNO
947
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
$1.83M ﹤0.01%
+40,000
New +$2M
PHM icon
948
Pultegroup
PHM
$22.7B
$1.83M ﹤0.01%
+54,929
New +$1.71M
SGI
949
CALL
Somnigroup International
SGI
$14.4B
$1.82M ﹤0.01%
+116,000
New +$1.77M
ARRY
950
DELISTED
Array Biopharma Inc
ARRY
$1.82M ﹤0.01%
+142,019
New +$1.62M
36 37
38
39 40

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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.