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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
STT icon
1226
State Street
STT
$52.7B
$903K ﹤0.01%
+9,247
New +$884K
CC icon
1227
PUT
Chemours
CC
$2.26B
$901K ﹤0.01%
+18,000
New +$943K
SWBI icon
1228
Smith & Wesson
SWBI
$601M
$901K ﹤0.01%
91,263
+90,741
+17,383% +$981K
SYY icon
1229
CALL
Sysco
SYY
$39.1B
$899K ﹤0.01%
14,800
– –
MTZ icon
1230
CALL
MasTec
MTZ
$19.3B
$896K ﹤0.01%
18,300
-31,700
-63% -$1.41M
ETP
1231
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
$896K ﹤0.01%
50,000
– –
GRMN
1232
CALL
Garmin
GRMN
$52.5B
$894K ﹤0.01%
+15,000
New +$880K
SNCR
1233
PUT
DELISTED
Synchronoss Technologies
SNCR
$894K ﹤0.01%
11,111
– –
CS
1234
CALL
DELISTED
Credit Suisse Group
CS
$893K ﹤0.01%
50,000
– –
VRTX icon
1235
Vertex Pharmaceuticals
VRTX
$132B
$887K ﹤0.01%
+5,920
New +$877K
HAS icon
1236
CALL
Hasbro
HAS
$12.5B
$881K ﹤0.01%
+9,700
New +$910K
LMRK
1237
CALL
DELISTED
Landmark Infrastructure Partners LP Common Units
LMRK
$880K ﹤0.01%
48,600
– –
AXTA icon
1238
PUT
Axalta
AXTA
$7.37B
$874K ﹤0.01%
27,000
-46,900
-63% -$1.49M
CBRE icon
1239
CBRE Group
CBRE
$40.4B
$871K ﹤0.01%
20,108
+20,024
+23,838% +$830K
TRV icon
1240
Travelers Companies
TRV
$76.5B
$868K ﹤0.01%
+6,400
New +$845K
WY icon
1241
Weyerhaeuser
WY
$16.3B
$864K ﹤0.01%
24,516
+20,473
+506% +$724K
OCLR
1242
DELISTED
Oclaro Inc.
OCLR
$864K ﹤0.01%
+128,135
New +$946K
MTG icon
1243
MGIC Investment
MTG
$6.33B
$859K ﹤0.01%
60,874
+60,144
+8,239% +$846K
STT icon
1244
PUT
State Street
STT
$52.7B
$859K ﹤0.01%
8,800
– –
DAL icon
1245
Delta Air Lines
DAL
$51.8B
$858K ﹤0.01%
15,320
-115,486
-88% -$6.03M
STML
1246
PUT
DELISTED
Stemline Therapeutics, Inc.
STML
$858K ﹤0.01%
+55,000
New +$736K
DBRG icon
1247
PUT
DigitalBridge
DBRG
$2.98B
$856K ﹤0.01%
18,750
– –
EBAY icon
1248
eBay
EBAY
$46.1B
$856K ﹤0.01%
+22,680
New +$842K
NAVI icon
1249
Navient
NAVI
$870M
$853K ﹤0.01%
+64,066
New +$809K
RRC icon
1250
PUT
Range Resources
RRC
$9.75B
$853K ﹤0.01%
50,000
+32,000
+178% +$576K
48 49
50
51 52

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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.