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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+7.66%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$73.6B
AUM Growth
+$13B
Cap. Flow
+$9.23B
Cap. Flow %
12.54%
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 Financials 0.85%
2 Technology 0.72%
3 Consumer Discretionary 0.46%
4 Industrials 0.43%
5 Communication Services 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CRM icon
251
CALL
Salesforce
CRM
$154B
$20.9M 0.03%
204,000
-34,400
-14% -$3.51M
TEVA icon
252
PUT
Teva Pharmaceuticals
TEVA
$40.4B
$20.8M 0.03%
1,095,000
+845,000
+338% +$12.7M
SPB icon
253
Spectrum Brands
SPB
$2.03B
$20.7M 0.03%
+183,942
New +$20.1M
MDT icon
254
CALL
Medtronic
MDT
$112B
$20.6M 0.03%
254,600
– –
AXP icon
255
CALL
American Express
AXP
$224B
$20.5M 0.03%
206,800
-242,100
-54% -$23.1M
BRK.B icon
256
Berkshire Hathaway Class B
BRK.B
$1.1T
$20.4M 0.03%
+102,828
New +$19.5M
IBM icon
257
IBM
IBM
$213B
$20.3M 0.03%
138,586
-58,661
-30% -$8.53M
AAPL icon
258
Apple
AAPL
$4.97T
$20.3M 0.03%
479,840
-4,141,612
-90% -$173M
XYZ
259
PUT
Block Inc
XYZ
$48.9B
$20.3M 0.03%
585,000
+460,000
+368% +$16.8M
RDS.A
260
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$20.2M 0.03%
302,500
+180,000
+147% +$11.3M
VALE icon
261
CALL
Vale
VALE
$62.3B
$20.2M 0.03%
1,649,000
-270,000
-14% -$2.87M
XOP icon
262
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
$20.1M 0.03%
135,000
-37,925
-22% -$5.28M
CAT icon
263
CALL
Caterpillar
CAT
$361B
$19.9M 0.03%
126,500
-160,300
-56% -$22.2M
LOW icon
264
PUT
Lowe's Companies
LOW
$121B
$19.5M 0.03%
+210,000
New +$17.4M
BX icon
265
CALL
Blackstone
BX
$104B
$19.1M 0.03%
596,600
-50,400
-8% -$1.64M
UNP icon
266
Union Pacific
UNP
$174B
$18.9M 0.03%
141,184
+139,734
+9,637% +$16.9M
HLF icon
267
CALL
Herbalife
HLF
$1.3B
$18.7M 0.03%
552,000
+440,000
+393% +$15.4M
HUN icon
268
CALL
Huntsman Corp
HUN
$2.1B
$18.5M 0.03%
+557,200
New +$17.1M
LMT icon
269
Lockheed Martin
LMT
$131B
$18.5M 0.03%
57,512
+20,662
+56% +$6.51M
FTNT icon
270
Fortinet
FTNT
$112B
$18.3M 0.02%
2,099,665
+2,099,295
+567,377% +$17.1M
PFE icon
271
PUT
Pfizer
PFE
$143B
$18.1M 0.02%
527,000
+157,257
+43% +$5.36M
XLE icon
272
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39B
$18.1M 0.02%
500,000
-1,592,600
-76% -$54.8M
RDS.A
273
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$18.1M 0.02%
+270,800
New +$17.1M
JWN
274
DELISTED
Nordstrom
JWN
$18M 0.02%
+379,530
New +$16.3M
ILG
275
CALL
DELISTED
ILG, Inc Common Stock
ILG
$17.9M 0.02%
630,000
-470,200
-43% -$13.6M
9 10
11
12 13

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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 deployed $9.23B of net new capital in Q4 2017, opening 2,351 new positions and adding to 689 existing holdings. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M.

By sector, the portfolio is most concentrated in Financials at 0.85% of assets, up from 0.69% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $227M trimmed.

  • 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.