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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
AEP icon
1251
American Electric Power
AEP
$67.9B
$851K ﹤0.01%
+11,567
New +$864K
TFCFA
1252
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$851K ﹤0.01%
24,640
-11,089
-31% -$331K
WFT
1253
PUT
DELISTED
Weatherford International plc
WFT
$842K ﹤0.01%
202,000
-150,000
-43% -$553K
KNX icon
1254
Knight Transportation
KNX
$11.2B
$841K ﹤0.01%
19,231
+19,135
+19,932% +$786K
GTN icon
1255
Gray Television
GTN
$491M
$838K ﹤0.01%
+50,029
New +$782K
CTLT
1256
DELISTED
CATALENT, INC.
CTLT
$837K ﹤0.01%
+20,370
New +$829K
OSG
1257
Octave Specialty Group
OSG
$226M
$836K ﹤0.01%
+52,346
New +$805K
LUV icon
1258
Southwest Airlines
LUV
$18.9B
$835K ﹤0.01%
+12,760
New +$750K
APD icon
1259
Air Products & Chemicals
APD
$65.7B
$834K ﹤0.01%
5,081
+4,996
+5,878% +$796K
EQIX icon
1260
Equinix
EQIX
$103B
$834K ﹤0.01%
+1,841
New +$852K
DERM
1261
PUT
DELISTED
Dermira, Inc.
DERM
$834K ﹤0.01%
+30,000
New +$796K
CHKP icon
1262
CALL
Check Point Software Technologies
CHKP
$13.8B
$829K ﹤0.01%
8,000
– –
VOC icon
1263
PUT
VOC Energy
VOC
$55.9M
$829K ﹤0.01%
+140,000
New +$600K
HUM icon
1264
Humana
HUM
$48B
$824K ﹤0.01%
+3,320
New +$820K
JCI icon
1265
Johnson Controls International
JCI
$87.8B
$823K ﹤0.01%
+21,600
New +$844K
DLPH
1266
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$823K ﹤0.01%
+15,688
New +$815K
ACM icon
1267
CALL
Aecom
ACM
$8.24B
$821K ﹤0.01%
22,100
– –
ZTS icon
1268
Zoetis
ZTS
$30.3B
$821K ﹤0.01%
+11,400
New +$783K
CW icon
1269
Curtiss-Wright
CW
$20.9B
$819K ﹤0.01%
+6,720
New +$793K
ECL icon
1270
Ecolab
ECL
$76.3B
$816K ﹤0.01%
+6,080
New +$809K
EPAM icon
1271
EPAM Systems
EPAM
$5.92B
$812K ﹤0.01%
+7,560
New +$748K
ETN icon
1272
Eaton
ETN
$161B
$812K ﹤0.01%
10,280
+9,120
+786% +$709K
KMI icon
1273
Kinder Morgan
KMI
$69.9B
$811K ﹤0.01%
+44,880
New +$805K
AFL icon
1274
Aflac
AFL
$57.5B
$808K ﹤0.01%
+18,400
New +$785K
BSX icon
1275
Boston Scientific
BSX
$65.2B
$808K ﹤0.01%
+32,580
New +$899K
49 50
51
52 53

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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.