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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
TDOC icon
801
PUT
Teladoc Health
TDOC
$1.21B
$2.79M ﹤0.01%
+80,000
New +$2.66M
NAV
802
CALL
DELISTED
Navistar International
NAV
$2.79M ﹤0.01%
65,000
– –
UPL
803
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$2.77M ﹤0.01%
306,028
+74,344
+32% +$649K
SUM
804
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
$2.77M ﹤0.01%
+89,538
New +$2.69M
AVXS
805
CALL
DELISTED
AveXis, Inc. Common Stock
AVXS
$2.77M ﹤0.01%
+25,000
New +$2.51M
EVHC
806
PUT
DELISTED
Envision Healthcare Holdings Inc
EVHC
$2.77M ﹤0.01%
80,000
+45,300
+131% +$1.58M
VWO icon
807
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$120B
$2.76M ﹤0.01%
60,100
– –
GLUU
808
PUT
DELISTED
Glu Mobile Inc.
GLUU
$2.75M ﹤0.01%
757,000
+257,000
+51% +$1.03M
ADBE icon
809
Adobe
ADBE
$98.2B
$2.75M ﹤0.01%
15,690
+14,815
+1,693% +$2.55M
FNGN
810
DELISTED
Financial Engines, Inc.
FNGN
$2.73M ﹤0.01%
+90,180
New +$2.83M
HON icon
811
Honeywell
HON
$76B
$2.73M ﹤0.01%
+19,705
New +$2.64M
DNKN
812
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.73M ﹤0.01%
+42,337
New +$2.47M
MHK icon
813
Mohawk Industries
MHK
$7.39B
$2.73M ﹤0.01%
9,875
+9,113
+1,196% +$2.44M
PAYX icon
814
PUT
Paychex
PAYX
$41.2B
$2.72M ﹤0.01%
40,000
– –
JNJ icon
815
PUT
Johnson & Johnson
JNJ
$612B
$2.7M ﹤0.01%
19,300
– –
EXPE icon
816
Expedia Group
EXPE
$35.2B
$2.69M ﹤0.01%
+22,503
New +$2.92M
PARA
817
PUT
DELISTED
Paramount Global Class B
PARA
$2.69M ﹤0.01%
45,600
-4,400
-9% -$253K
NKTR icon
818
CALL
Nektar Therapeutics
NKTR
$2.37B
$2.69M ﹤0.01%
+3,000
New +$1.77M
SRI icon
819
CALL
Stoneridge
SRI
$192M
$2.69M ﹤0.01%
+117,500
New +$2.63M
SSRM icon
820
CALL
SSR Mining
SSRM
$5.21B
$2.68M ﹤0.01%
305,000
– –
LRCX icon
821
PUT
Lam Research
LRCX
$372B
$2.67M ﹤0.01%
145,000
-276,000
-66% -$5.42M
TCBI icon
822
PUT
Texas Capital Bancshares
TCBI
$4.28B
$2.67M ﹤0.01%
+30,000
New +$2.6M
PANW icon
823
Palo Alto Networks
PANW
$264B
$2.65M ﹤0.01%
109,860
+37,020
+51% +$901K
KMB icon
824
CALL
Kimberly-Clark
KMB
$36.3B
$2.64M ﹤0.01%
21,900
– –
JACK icon
825
Jack in the Box
JACK
$310M
$2.64M ﹤0.01%
+26,901
New +$2.74M
31 32
33
34 35

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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.