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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
NBIS
1026
Nebius Group N.V.
NBIS
$48.3B
$1.51M ﹤0.01%
46,114
+30,995
+205% +$1.01M
MNRO icon
1027
PUT
Monro
MNRO
$383M
$1.51M ﹤0.01%
+26,500
New +$1.38M
MSM icon
1028
MSC Industrial Direct
MSM
$6.89B
$1.51M ﹤0.01%
+15,613
New +$1.3M
PEGI
1029
PUT
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$1.5M ﹤0.01%
70,000
– –
MDLZ icon
1030
Mondelez International
MDLZ
$79.5B
$1.5M ﹤0.01%
34,920
-431,861
-93% -$18.1M
SKX
1031
CALL
DELISTED
Skechers
SKX
$1.5M ﹤0.01%
+39,500
New +$1.28M
SBAC icon
1032
SBA Communications
SBAC
$19.2B
$1.49M ﹤0.01%
9,145
+5,908
+183% +$939K
GLPI icon
1033
CALL
Gaming and Leisure Properties
GLPI
$12.7B
$1.48M ﹤0.01%
40,000
– –
THC icon
1034
Tenet Healthcare
THC
$20.5B
$1.48M ﹤0.01%
97,654
+63,329
+184% +$891K
EPI icon
1035
WisdomTree India Earnings Fund ETF
EPI
$2.06B
$1.47M ﹤0.01%
52,904
+52,903
+5,290,300% +$1.41M
EMR icon
1036
PUT
Emerson Electric
EMR
$83.9B
$1.47M ﹤0.01%
21,100
– –
CTXS
1037
PUT
DELISTED
Citrix Systems Inc
CTXS
$1.47M ﹤0.01%
16,700
-24,600
-60% -$2.08M
ENR icon
1038
Energizer
ENR
$1.44B
$1.47M ﹤0.01%
30,573
-171,182
-85% -$7.87M
HZNP
1039
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$1.46M ﹤0.01%
100,000
– –
EOG icon
1040
EOG Resources
EOG
$79.2B
$1.46M ﹤0.01%
13,520
+10,731
+385% +$1.08M
CBRE icon
1041
PUT
CBRE Group
CBRE
$42.5B
$1.45M ﹤0.01%
+33,500
New +$1.39M
CARS icon
1042
CALL
Cars.com
CARS
$662M
$1.44M ﹤0.01%
+50,000
New +$1.29M
FLS icon
1043
Flowserve
FLS
$9.71B
$1.44M ﹤0.01%
34,129
+11,184
+49% +$468K
FDX icon
1044
FedEx
FDX
$72.7B
$1.44M ﹤0.01%
+5,760
New +$1.32M
CS
1045
PUT
DELISTED
Credit Suisse Group
CS
$1.43M ﹤0.01%
80,000
-90,000
-53% -$1.49M
AMT icon
1046
American Tower
AMT
$80.8B
$1.43M ﹤0.01%
10,000
+4,457
+80% +$636K
GFI icon
1047
CALL
Gold Fields
GFI
$29B
$1.43M ﹤0.01%
331,800
+134,000
+68% +$540K
MDXG icon
1048
PUT
MiMedx Group
MDXG
$602M
$1.42M ﹤0.01%
112,900
-116,800
-51% -$1.42M
PF
1049
DELISTED
Pinnacle Foods, Inc.
PF
$1.42M ﹤0.01%
23,931
+16,930
+242% +$954K
AXTA icon
1050
Axalta
AXTA
$7.66B
$1.42M ﹤0.01%
43,840
-26,270
-37% -$832K
40 41
42
43 44

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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.