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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
1201
DELISTED
Pier 1 Imports, Inc.
PIR
$965K ﹤0.01%
11,652
+5,549
+91% +$493K
HAYN
1202
PUT
DELISTED
Haynes International, Inc.
HAYN
$962K ﹤0.01%
+30,000
New +$1.02M
EXC icon
1203
Exelon
EXC
$45B
$956K ﹤0.01%
+34,003
New +$977K
BMS
1204
CALL
DELISTED
Bemis
BMS
$956K ﹤0.01%
20,000
– –
ISRG icon
1205
Intuitive Surgical
ISRG
$125B
$951K ﹤0.01%
+7,818
New +$978K
SAGE
1206
DELISTED
Sage Therapeutics
SAGE
$948K ﹤0.01%
+5,754
New +$558K
ESV
1207
DELISTED
Ensco Rowan plc
ESV
$948K ﹤0.01%
+40,081
New +$888K
CXW icon
1208
CoreCivic
CXW
$3.4B
$947K ﹤0.01%
42,109
+41,583
+7,906% +$999K
INCY icon
1209
PUT
Incyte
INCY
$25.5B
$947K ﹤0.01%
10,000
-63,900
-86% -$6.68M
VLO icon
1210
Valero Energy
VLO
$112B
$941K ﹤0.01%
+10,240
New +$845K
EXAS
1211
DELISTED
Exact Sciences
EXAS
$940K ﹤0.01%
17,892
+88
+0.5% +$4.7K
FLR icon
1212
Fluor
FLR
$7.33B
$939K ﹤0.01%
18,185
-27,207
-60% -$1.27M
ALL icon
1213
Allstate
ALL
$64.1B
$938K ﹤0.01%
+8,960
New +$883K
GRUB
1214
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$938K ﹤0.01%
+6,531
New +$820K
SGI
1215
Somnigroup International
SGI
$14.4B
$934K ﹤0.01%
59,616
-45,212
-43% -$690K
CHS
1216
DELISTED
Chicos FAS, Inc.
CHS
$929K ﹤0.01%
+105,343
New +$876K
DNKN
1217
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$928K ﹤0.01%
+14,400
New +$840K
DBRG icon
1218
CALL
DigitalBridge
DBRG
$2.98B
$925K ﹤0.01%
20,275
– –
STZ icon
1219
Constellation Brands
STZ
$20.8B
$923K ﹤0.01%
4,040
-17,158
-81% -$3.71M
SAND
1220
CALL
DELISTED
Sandstorm Gold
SAND
$920K ﹤0.01%
184,100
– –
GBT
1221
DELISTED
Global Blood Therapeutics, Inc.
GBT
$918K ﹤0.01%
+23,330
New +$871K
CCS icon
1222
PUT
Century Communities
CCS
$1.77B
$917K ﹤0.01%
+29,500
New +$842K
TFC icon
1223
Truist Financial
TFC
$61.3B
$917K ﹤0.01%
+18,440
New +$890K
JBLU icon
1224
CALL
JetBlue
JBLU
$1.65B
$914K ﹤0.01%
40,900
-573,800
-93% -$11.7M
XRT icon
1225
PUT
State Street SPDR S&P Retail ETF
XRT
$274M
$904K ﹤0.01%
20,000
-50,000
-71% -$2.1M
47 48
49
50 51

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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.