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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
YPF icon
1051
PUT
YPF Sociedad Anonima ADS
YPF
$21.4B
$1.42M ﹤0.01%
61,800
– –
ISBC
1052
CALL
DELISTED
Investors Bancorp, Inc.
ISBC
$1.42M ﹤0.01%
102,000
– –
NETI
1053
DELISTED
Eneti Inc.
NETI
$1.41M ﹤0.01%
20,549
-269
-1% -$18.7K
AVP
1054
PUT
DELISTED
Avon Products, Inc.
AVP
$1.4M ﹤0.01%
650,000
– –
RJF icon
1055
Raymond James Financial
RJF
$33.8B
$1.4M ﹤0.01%
+23,465
New +$1.35M
CALY
1056
CALL
Callaway Golf Company
CALY
$2.75B
$1.39M ﹤0.01%
+100,000
New +$1.43M
GCO icon
1057
Genesco
GCO
$381M
$1.39M ﹤0.01%
42,777
+42,537
+17,724% +$1.17M
AN icon
1058
PUT
AutoNation
AN
$6.92B
$1.39M ﹤0.01%
27,000
+7,000
+35% +$355K
FNB icon
1059
PUT
FNB Corp
FNB
$6.47B
$1.38M ﹤0.01%
100,000
– –
GBT
1060
PUT
DELISTED
Global Blood Therapeutics, Inc.
GBT
$1.38M ﹤0.01%
+35,000
New +$1.31M
DUK icon
1061
Duke Energy
DUK
$93.9B
$1.38M ﹤0.01%
+16,360
New +$1.43M
CSX icon
1062
PUT
CSX Corp
CSX
$89.6B
$1.38M ﹤0.01%
75,000
-309,900
-81% -$5.49M
TRIP icon
1063
TripAdvisor
TRIP
$1.03B
$1.38M ﹤0.01%
39,898
+25,228
+172% +$911K
AET
1064
DELISTED
Aetna Inc
AET
$1.37M ﹤0.01%
+7,600
New +$1.31M
ILF icon
1065
PUT
iShares Latin America 40 ETF
ILF
$4B
$1.37M ﹤0.01%
+40,000
New +$1.36M
MXWL
1066
DELISTED
Maxwell Technologies Inc
MXWL
$1.36M ﹤0.01%
236,830
+124,213
+110% +$646K
BEN icon
1067
PUT
Franklin Templeton
BEN
$17.3B
$1.36M ﹤0.01%
31,400
– –
CZR
1068
CALL
DELISTED
Caesars Entertainment Corporation
CZR
$1.36M ﹤0.01%
107,500
+50,000
+87% +$634K
ELV icon
1069
Elevance Health
ELV
$86.1B
$1.36M ﹤0.01%
+6,029
New +$1.28M
CIEN icon
1070
CALL
Ciena
CIEN
$47.9B
$1.35M ﹤0.01%
64,500
+17,000
+36% +$360K
NKTR icon
1071
Nektar Therapeutics
NKTR
$2.5B
$1.35M ﹤0.01%
+1,504
New +$890K
BCS icon
1072
Barclays
BCS
$88.6B
$1.34M ﹤0.01%
129,022
-101,221
-44% -$982K
SRC
1073
CALL
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$1.34M ﹤0.01%
+34,922
New +$1.33M
MODN
1074
PUT
DELISTED
MODEL N, INC.
MODN
$1.34M ﹤0.01%
+85,000
New +$1.28M
ADSK icon
1075
Autodesk
ADSK
$43.2B
$1.34M ﹤0.01%
12,753
+5,185
+69% +$605K
41 42
43
44 45

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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.