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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
LEMB icon
4526
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$727M
$0 ﹤0.01%
1
– –
LEN.B icon
4527
Lennar Class B
LEN.B
$19.1B
$0 ﹤0.01%
+6
New +$277
LGLV icon
4528
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.2B
$0 ﹤0.01%
1
– –
LNW
4529
PUT
DELISTED
Light & Wonder
LNW
– –
-43,400
Closed -$1.99M
LQDH icon
4530
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$555M
$0 ﹤0.01%
1
– –
LSTR icon
4531
CALL
Landstar System
LSTR
$5.89B
– –
-240,000
Closed -$23.9M
LTPZ icon
4532
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$887M
$0 ﹤0.01%
1
– –
LVS icon
4533
Las Vegas Sands
LVS
$28.1B
– –
-58,327
Closed -$3.89M
LXRX icon
4534
PUT
Lexicon Pharmaceuticals
LXRX
$957M
– –
-417,500
Closed -$5.13M
LYB icon
4535
PUT
LyondellBasell Industries
LYB
$20.8B
– –
-14,000
Closed -$1.39M
MAA icon
4536
CALL
Mid-America Apartment Communities
MAA
$14.8B
– –
-65,000
Closed -$6.95M
MAA icon
4537
PUT
Mid-America Apartment Communities
MAA
$14.8B
– –
-65,000
Closed -$6.95M
MAN icon
4538
ManpowerGroup
MAN
$2.64B
– –
-23
Closed -$3K
MBB icon
4539
iShares MBS ETF
MBB
$39.3B
$0 ﹤0.01%
1
– –
MCD icon
4540
CALL
McDonald's
MCD
$179B
– –
-175,000
Closed -$27.4M
MCHI icon
4541
iShares MSCI China ETF
MCHI
$6.14B
$0 ﹤0.01%
1
– –
MD icon
4542
Pediatrix Medical
MD
$2.2B
– –
-38
Closed -$2K
MDIV icon
4543
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$431M
$0 ﹤0.01%
1
– –
MDU icon
4544
MDU Resources
MDU
$4.12B
– –
-16
Closed –
MDY icon
4545
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
$0 ﹤0.01%
1
– –
MDYG icon
4546
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.82B
$0 ﹤0.01%
3
– –
MDYV icon
4547
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.79B
$0 ﹤0.01%
2
– –
MFC icon
4548
CALL
Manulife Financial
MFC
$71.1B
– –
-50,000
Closed -$1.01M
MFC icon
4549
PUT
Manulife Financial
MFC
$71.1B
– –
-50,000
Closed -$1.01M
MGC icon
4550
Vanguard Morningstar Mega Cap ETF
MGC
$10.3B
$0 ﹤0.01%
1
– –
180 181
182
183 184

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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.