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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
PIR
1126
PUT
DELISTED
Pier 1 Imports, Inc.
PIR
$1.18M ﹤0.01%
14,225
-275
-2% -$24.5K
CI icon
1127
Cigna
CI
$73.5B
$1.17M ﹤0.01%
+5,775
New +$1.15M
CONN
1128
DELISTED
Conn's Inc.
CONN
$1.17M ﹤0.01%
32,770
-9,893
-23% -$302K
SYK icon
1129
Stryker
SYK
$106B
$1.16M ﹤0.01%
+7,520
New +$1.15M
FINL
1130
PUT
DELISTED
Finish Line
FINL
$1.16M ﹤0.01%
+80,000
New +$862K
AVP
1131
CALL
DELISTED
Avon Products, Inc.
AVP
$1.16M ﹤0.01%
537,500
+437,500
+438% +$940K
DRI icon
1132
PUT
Darden Restaurants
DRI
$23.8B
$1.15M ﹤0.01%
12,000
– –
TCBI icon
1133
Texas Capital Bancshares
TCBI
$4.24B
$1.15M ﹤0.01%
+12,957
New +$1.12M
GCAP
1134
CALL
DELISTED
Gain Capital Holdings, Inc.
GCAP
$1.15M ﹤0.01%
+115,000
New +$824K
DXCM icon
1135
PUT
DexCom
DXCM
$31.7B
$1.15M ﹤0.01%
+80,000
New +$1.04M
GAP
1136
The Gap Inc
GAP
$7.5B
$1.15M ﹤0.01%
33,659
-23,817
-41% -$710K
SRI icon
1137
PUT
Stoneridge
SRI
$206M
$1.14M ﹤0.01%
+50,000
New +$1.12M
PRU icon
1138
Prudential Financial
PRU
$40.6B
$1.14M ﹤0.01%
+9,920
New +$1.11M
MNK
1139
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$1.14M ﹤0.01%
50,572
+44,348
+713% +$1.19M
F icon
1140
Ford
F
$53.6B
$1.14M ﹤0.01%
91,160
+9,038
+11% +$111K
TJX icon
1141
TJX Companies
TJX
$139B
$1.14M ﹤0.01%
+29,760
New +$1.08M
LFUS icon
1142
Littelfuse
LFUS
$10.7B
$1.13M ﹤0.01%
+5,716
New +$1.15M
COF icon
1143
Capital One
COF
$129B
$1.13M ﹤0.01%
+11,320
New +$1.03M
BBY icon
1144
Best Buy
BBY
$18.5B
$1.13M ﹤0.01%
+16,432
New +$972K
ATVI
1145
DELISTED
Activision Blizzard
ATVI
$1.12M ﹤0.01%
17,680
+8,603
+95% +$544K
FITB
1146
Fifth Third Bancorp
FITB
$49.1B
$1.12M ﹤0.01%
+36,859
New +$1.08M
DO
1147
PUT
DELISTED
Diamond Offshore Drilling
DO
$1.12M ﹤0.01%
60,000
-550,000
-90% -$8.94M
PPLI
1148
PUT
People Inc
PPLI
$2.81B
$1.11M ﹤0.01%
50,918
-279,211
-85% -$6.25M
SRPT icon
1149
CALL
Sarepta Therapeutics
SRPT
$2.33B
$1.11M ﹤0.01%
20,000
+19,900
+19,900% +$1.05M
AON icon
1150
PUT
Aon
AON
$64.6B
$1.11M ﹤0.01%
+8,300
New +$1.18M
44 45
46
47 48

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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.