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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
HSIC icon
776
Henry Schein
HSIC
$9.64B
$3.05M ﹤0.01%
+55,585
New +$3.22M
CLB icon
777
CALL
Core Laboratories
CLB
$475M
$3.04M ﹤0.01%
+27,800
New +$2.77M
GG
778
DELISTED
Goldcorp Inc
GG
$3.04M ﹤0.01%
238,251
+85,318
+56% +$1.1M
WHR icon
779
CALL
Whirlpool
WHR
$2.43B
$3.04M ﹤0.01%
18,000
-300
-2% -$50.8K
PBR icon
780
CALL
Petrobras
PBR
$122B
$3.01M ﹤0.01%
292,500
+13,900
+5% +$142K
AMGN icon
781
Amgen
AMGN
$205B
$3.01M ﹤0.01%
+17,290
New +$3.06M
OCLR
782
PUT
DELISTED
Oclaro Inc.
OCLR
$3M ﹤0.01%
+445,000
New +$3.29M
ABT icon
783
PUT
Abbott
ABT
$181B
$2.99M ﹤0.01%
52,400
– –
ADSK icon
784
CALL
Autodesk
ADSK
$49B
$2.99M ﹤0.01%
28,500
+3,500
+14% +$408K
SO icon
785
Southern Company
SO
$108B
$2.96M ﹤0.01%
+61,531
New +$3.14M
LOXO
786
CALL
DELISTED
Loxo Oncology, Inc
LOXO
$2.95M ﹤0.01%
35,000
+24,000
+218% +$2M
APO icon
787
CALL
Apollo Global Management
APO
$69.7B
$2.94M ﹤0.01%
87,900
-21,900
-20% -$686K
JWN
788
CALL
DELISTED
Nordstrom
JWN
$2.94M ﹤0.01%
62,000
-177,500
-74% -$7.65M
SPXS icon
789
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$348M
$2.9M ﹤0.01%
966
– –
HSBC icon
790
PUT
HSBC
HSBC
$361B
$2.89M ﹤0.01%
61,287
– –
LH icon
791
PUT
Labcorp
LH
$25.4B
$2.87M ﹤0.01%
+20,952
New +$2.77M
UVXY icon
792
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$241M
$2.87M ﹤0.01%
22
– –
CATM
793
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
$2.87M ﹤0.01%
+154,727
New +$3.09M
COF icon
794
PUT
Capital One
COF
$128B
$2.86M ﹤0.01%
28,700
– –
DHX icon
795
PUT
DHI Group
DHX
$175M
$2.85M ﹤0.01%
1,501,100
+1,100
+0.1% +$2.28K
ZG icon
796
CALL
Zillow
ZG
$7.77B
$2.85M ﹤0.01%
70,000
– –
WPX
797
CALL
DELISTED
WPX Energy, Inc.
WPX
$2.81M ﹤0.01%
+200,000
New +$2.42M
BUD icon
798
PUT
AB InBev
BUD
$166B
$2.81M ﹤0.01%
+25,200
New +$2.96M
KEX icon
799
Kirby Corp
KEX
$7.07B
$2.8M ﹤0.01%
41,974
+41,934
+104,835% +$2.75M
COF icon
800
CALL
Capital One
COF
$128B
$2.8M ﹤0.01%
28,100
– –
30 31
32
33 34

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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.