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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
TROX icon
1176
CALL
Tronox
TROX
$743M
$1.03M ﹤0.01%
+50,000
New +$1.22M
GHDX
1177
CALL
DELISTED
Genomic Health, Inc.
GHDX
$1.03M ﹤0.01%
+30,000
New +$957K
GDXJ icon
1178
PUT
VanEck Junior Gold Miners ETF
GDXJ
$9.6B
$1.02M ﹤0.01%
+30,000
New +$979K
ADI icon
1179
Analog Devices
ADI
$177B
$1.02M ﹤0.01%
11,459
+10,285
+876% +$911K
CVI icon
1180
PUT
CVR Energy
CVI
$4.8B
$1.02M ﹤0.01%
+27,400
New +$852K
DATA
1181
DELISTED
Tableau Software, Inc.
DATA
$1.02M ﹤0.01%
14,693
+315
+2% +$23.2K
HAPN
1182
Happen Inc
HAPN
$1.94B
$1.02M ﹤0.01%
49,212
+30,232
+159% +$751K
CBI
1183
DELISTED
Chicago Bridge & Iron Nv
CBI
$1.01M ﹤0.01%
62,781
-46,751
-43% -$762K
CCS icon
1184
Century Communities
CCS
$1.77B
$1.01M ﹤0.01%
+32,534
New +$929K
ETFC
1185
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$1.01M ﹤0.01%
20,400
– –
SPGI icon
1186
S&P Global
SPGI
$123B
$1.01M ﹤0.01%
+5,960
New +$973K
ETD icon
1187
Ethan Allen Interiors
ETD
$547M
$1.01M ﹤0.01%
+35,267
New +$1.03M
LNC icon
1188
Lincoln National
LNC
$8.34B
$1.01M ﹤0.01%
13,123
+7,511
+134% +$568K
RSO
1189
DELISTED
Resource Capital Corp.
RSO
$1.01M ﹤0.01%
+107,477
New +$1.08M
SWKS icon
1190
Skyworks Solutions
SWKS
$11.5B
$1M ﹤0.01%
10,582
-30,600
-74% -$3.19M
GEN icon
1191
Gen Digital
GEN
$17.8B
$1M ﹤0.01%
+35,648
New +$1.07M
GEN icon
1192
PUT
Gen Digital
GEN
$17.8B
$999K ﹤0.01%
35,600
-98,100
-73% -$2.93M
IRWD icon
1193
Ironwood Pharmaceuticals
IRWD
$673M
$999K ﹤0.01%
79,599
-32,895
-29% -$430K
GOLD
1194
CALL
DELISTED
Randgold Resources Ltd
GOLD
$989K ﹤0.01%
10,000
– –
ESRX
1195
DELISTED
Express Scripts Holding Company
ESRX
$988K ﹤0.01%
13,240
+8,274
+167% +$529K
WY icon
1196
CALL
Weyerhaeuser
WY
$16.3B
$987K ﹤0.01%
+28,000
New +$991K
XLY icon
1197
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$987K ﹤0.01%
20,000
-92,200
-82% -$4.34M
MO icon
1198
CALL
Altria Group
MO
$113B
$978K ﹤0.01%
13,700
-2,000
-13% -$134K
MRSH
1199
Marsh
MRSH
$84.4B
$972K ﹤0.01%
+11,944
New +$993K
STX icon
1200
Seagate
STX
$201B
$967K ﹤0.01%
+23,115
New +$883K
46 47
48
49 50

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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.