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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
LLY icon
901
PUT
Eli Lilly
LLY
$1.02T
$2.11M ﹤0.01%
25,000
– –
HAS icon
902
Hasbro
HAS
$13.3B
$2.11M ﹤0.01%
23,183
-51,922
-69% -$4.87M
JCP
903
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
$2.1M ﹤0.01%
665,500
+315,500
+90% +$1.02M
BP icon
904
CALL
BP
BP
$116B
$2.1M ﹤0.01%
54,622
-22,999
-30% -$833K
BBBY
905
DELISTED
Bed Bath & Beyond Inc
BBBY
$2.09M ﹤0.01%
95,173
+39,810
+72% +$864K
PENN icon
906
PENN Entertainment
PENN
$2.75B
$2.09M ﹤0.01%
66,723
+28,201
+73% +$761K
MNDT
907
DELISTED
Mandiant, Inc. Common Stock
MNDT
$2.08M ﹤0.01%
146,309
+45,393
+45% +$691K
WBA
908
DELISTED
Walgreens Boots Alliance
WBA
$2.07M ﹤0.01%
28,532
-40,560
-59% -$2.86M
PAA icon
909
CALL
Plains All American Pipeline
PAA
$17.3B
$2.06M ﹤0.01%
100,000
– –
FLR icon
910
PUT
Fluor
FLR
$7.01B
$2.06M ﹤0.01%
39,900
-30,000
-43% -$1.4M
BFYT
911
PUT
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$2.06M ﹤0.01%
82,600
-27,900
-25% -$624K
WELL icon
912
Welltower
WELL
$169B
$2.05M ﹤0.01%
32,199
+32,110
+36,079% +$2.16M
KEY icon
913
CALL
KeyCorp
KEY
$24.2B
$2.05M ﹤0.01%
101,700
– –
AA icon
914
CALL
Alcoa
AA
$11.9B
$2.05M ﹤0.01%
+38,000
New +$1.74M
HEES
915
CALL
DELISTED
H&E Equipment Services
HEES
$2.03M ﹤0.01%
50,000
-151,000
-75% -$5.17M
TMO icon
916
PUT
Thermo Fisher Scientific
TMO
$213B
$2.03M ﹤0.01%
+10,700
New +$2.05M
ROST icon
917
Ross Stores
ROST
$80.5B
$2.02M ﹤0.01%
+25,213
New +$1.76M
KMX icon
918
CALL
CarMax
KMX
$8.13B
$2.01M ﹤0.01%
31,400
+25,400
+423% +$1.81M
AVEO
919
CALL
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
$1.99M ﹤0.01%
71,160
+31,890
+81% +$990K
SO icon
920
CALL
Southern Company
SO
$109B
$1.98M ﹤0.01%
41,200
-47,300
-53% -$2.41M
BEN icon
921
Franklin Resources
BEN
$17.6B
$1.96M ﹤0.01%
45,318
+40,661
+873% +$1.76M
NXTM
922
DELISTED
NxStage Medical Inc.
NXTM
$1.96M ﹤0.01%
80,742
+7,356
+10% +$194K
DOV icon
923
Dover
DOV
$27.6B
$1.95M ﹤0.01%
+23,950
New +$1.85M
LLY icon
924
Eli Lilly
LLY
$1.02T
$1.95M ﹤0.01%
23,034
+21,303
+1,231% +$1.81M
CAKE icon
925
CALL
Cheesecake Factory
CAKE
$5.04B
$1.93M ﹤0.01%
+40,000
New +$1.82M
35 36
37
38 39

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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.