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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
REXR icon
1826
Rexford Industrial Realty
REXR
$8.27B
$344K ﹤0.01%
+11,802
New +$356K
HST icon
1827
Host Hotels & Resorts
HST
$15.1B
$343K ﹤0.01%
+17,280
New +$339K
KMI icon
1828
PUT
Kinder Morgan
KMI
$69.9B
$343K ﹤0.01%
19,000
+16,500
+660% +$296K
MSI icon
1829
Motorola Solutions
MSI
$76.1B
$343K ﹤0.01%
+3,800
New +$346K
EE
1830
DELISTED
El Paso Electric Company
EE
$342K ﹤0.01%
+6,174
New +$358K
CHRS icon
1831
PUT
Coherus Oncology
CHRS
$204M
$340K ﹤0.01%
38,600
+37,500
+3,409% +$401K
NUAN
1832
PUT
DELISTED
Nuance Communications, Inc.
NUAN
$340K ﹤0.01%
24,024
– –
ALB icon
1833
Albemarle
ALB
$14.9B
$338K ﹤0.01%
+2,641
New +$358K
GOGO icon
1834
PUT
Gogo Inc
GOGO
$352M
$338K ﹤0.01%
30,000
– –
MYGN icon
1835
Myriad Genetics
MYGN
$305M
$338K ﹤0.01%
+9,828
New +$332K
SMTC icon
1836
Semtech
SMTC
$15.3B
$338K ﹤0.01%
+9,870
New +$369K
SNDR icon
1837
Schneider National
SNDR
$5.92B
$338K ﹤0.01%
+11,850
New +$307K
AXE
1838
DELISTED
Anixter International Inc
AXE
$338K ﹤0.01%
+4,452
New +$328K
AEE icon
1839
Ameren
AEE
$29.4B
$337K ﹤0.01%
5,714
+5,639
+7,519% +$347K
MGEE icon
1840
MGE Energy Inc
MGEE
$2.9B
$337K ﹤0.01%
+5,334
New +$347K
URI icon
1841
United Rentals
URI
$64B
$337K ﹤0.01%
+1,960
New +$298K
MRO
1842
DELISTED
Marathon Oil Corporation
MRO
$336K ﹤0.01%
19,840
-64,444
-76% -$957K
VGR
1843
DELISTED
Vector Group Ltd.
VGR
$336K ﹤0.01%
+23,309
New +$324K
CVG
1844
DELISTED
Convergys
CVG
$336K ﹤0.01%
+14,280
New +$353K
COST icon
1845
CALL
Costco
COST
$400B
$335K ﹤0.01%
1,800
– –
IBOC icon
1846
International Bancshares
IBOC
$4.39B
$335K ﹤0.01%
+8,442
New +$341K
RAMP icon
1847
LiveRamp
RAMP
$2.3B
$335K ﹤0.01%
+12,138
New +$319K
MLCO icon
1848
Melco Resorts & Entertainment
MLCO
$1.92B
$334K ﹤0.01%
11,496
-179,831
-94% -$4.59M
CTSH icon
1849
CALL
Cognizant
CTSH
$26.2B
$333K ﹤0.01%
4,700
-7,500
-61% -$548K
CWT icon
1850
California Water Service
CWT
$3.06B
$333K ﹤0.01%
+7,350
New +$317K
72 73
74
75 76

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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.