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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
JCI icon
851
CALL
Johnson Controls International
JCI
$87.9B
$2.45M ﹤0.01%
64,215
+23,500
+58% +$918K
OPLN
852
CALL
Openlane
OPLN
$4.2B
$2.44M ﹤0.01%
+127,873
New +$2.37M
FDC
853
CALL
DELISTED
First Data Corporation
FDC
$2.44M ﹤0.01%
146,200
+92,400
+172% +$1.59M
AMLP icon
854
CALL
Alerian MLP ETF
AMLP
$13B
$2.44M ﹤0.01%
45,220
+45,000
+20,455% +$2.41M
STT icon
855
CALL
State Street
STT
$50.7B
$2.44M ﹤0.01%
25,000
-347,500
-93% -$33.2M
AVGO icon
856
Broadcom
AVGO
$1.83T
$2.44M ﹤0.01%
94,800
-660,820
-87% -$17.2M
BABA icon
857
Alibaba
BABA
$293B
$2.43M ﹤0.01%
+14,091
New +$2.52M
CRC
858
CALL
DELISTED
California Resources Corporation
CRC
$2.43M ﹤0.01%
125,000
– –
KDP icon
859
PUT
Keurig Dr Pepper
KDP
$42.6B
$2.43M ﹤0.01%
+25,000
New +$2.24M
XHB icon
860
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$2.43M ﹤0.01%
54,836
+54,835
+5,483,500% +$2.3M
ESS icon
861
CALL
Essex Property Trust
ESS
$18.3B
$2.41M ﹤0.01%
+10,000
New +$2.52M
ESS icon
862
PUT
Essex Property Trust
ESS
$18.3B
$2.41M ﹤0.01%
+10,000
New +$2.52M
PE
863
CALL
DELISTED
PARSLEY ENERGY INC
PE
$2.41M ﹤0.01%
82,000
+37,000
+82% +$988K
TEX icon
864
PUT
Terex
TEX
$7.22B
$2.41M ﹤0.01%
50,000
-20,000
-29% -$921K
USB icon
865
CALL
US Bancorp
USB
$98.3B
$2.41M ﹤0.01%
45,000
-311,200
-87% -$16.7M
DECK icon
866
CALL
Deckers Outdoor
DECK
$13.4B
$2.41M ﹤0.01%
+180,000
New +$2.16M
BOOT icon
867
PUT
Boot Barn
BOOT
$4.55B
$2.41M ﹤0.01%
145,000
– –
SGEN
868
CALL
DELISTED
Seagen Inc. Common Stock
SGEN
$2.41M ﹤0.01%
+45,000
New +$2.63M
MGM icon
869
MGM Resorts International
MGM
$11.3B
$2.41M ﹤0.01%
72,087
-66,897
-48% -$2.16M
DDS icon
870
PUT
Dillards
DDS
$9.25B
$2.4M ﹤0.01%
40,000
-142,500
-78% -$7.9M
RSX
871
DELISTED
VanEck Russia ETF
RSX
$2.38M ﹤0.01%
112,406
+112,405
+11,240,500% +$2.46M
LGIH icon
872
CALL
LGI Homes
LGIH
$1.29B
$2.38M ﹤0.01%
+31,700
New +$2.01M
ESV
873
PUT
DELISTED
Ensco Rowan plc
ESV
$2.36M ﹤0.01%
+100,000
New +$2.22M
BMY icon
874
Bristol-Myers Squibb
BMY
$133B
$2.34M ﹤0.01%
38,240
+24,067
+170% +$1.51M
PBF icon
875
CALL
PBF Energy
PBF
$8.34B
$2.34M ﹤0.01%
66,000
-59,800
-48% -$1.85M
33 34
35
36 37

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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.