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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
BLUE
1076
DELISTED
bluebird bio
BLUE
$1.33M ﹤0.01%
+577
New +$1.17M
BNY
1077
Bank of New York Mellon
BNY
$106B
$1.33M ﹤0.01%
24,668
-106,169
-81% -$5.66M
DHR icon
1078
Danaher
DHR
$137B
$1.33M ﹤0.01%
+16,153
New +$1.31M
BDX icon
1079
Becton Dickinson
BDX
$45.6B
$1.33M ﹤0.01%
+6,348
New +$1.33M
HPQ icon
1080
HP
HPQ
$24.9B
$1.31M ﹤0.01%
62,535
+60,680
+3,271% +$1.29M
LAZ icon
1081
CALL
Lazard
LAZ
$4.13B
$1.31M ﹤0.01%
25,000
-78,200
-76% -$3.75M
SNAP icon
1082
Snap
SNAP
$7.89B
$1.31M ﹤0.01%
+89,833
New +$1.31M
KGC icon
1083
PUT
Kinross Gold
KGC
$27.4B
$1.3M ﹤0.01%
300,000
– –
BBD icon
1084
Banco Bradesco
BBD
$38.2B
$1.29M ﹤0.01%
+221,265
New +$1.33M
FOLD
1085
DELISTED
Amicus Therapeutics
FOLD
$1.29M ﹤0.01%
89,673
-43,050
-32% -$591K
FE icon
1086
CALL
FirstEnergy
FE
$28B
$1.29M ﹤0.01%
42,000
-2,000
-5% -$65K
ANF icon
1087
CALL
Abercrombie & Fitch
ANF
$4.42B
$1.28M ﹤0.01%
73,600
– –
LCI
1088
CALL
DELISTED
Lannett Company, Inc.
LCI
$1.28M ﹤0.01%
13,825
+1,325
+11% +$129K
ACC
1089
DELISTED
American Campus Communities, Inc.
ACC
$1.28M ﹤0.01%
+31,244
New +$1.33M
CIEN icon
1090
PUT
Ciena
CIEN
$53.4B
$1.28M ﹤0.01%
61,200
+17,000
+38% +$360K
TWNK
1091
DELISTED
Hostess Brands, Inc. Class A Common Stock
TWNK
$1.28M ﹤0.01%
+86,438
New +$1.14M
XLRN
1092
CALL
DELISTED
Acceleron Pharma
XLRN
$1.27M ﹤0.01%
+30,000
New +$1.13M
TROX icon
1093
PUT
Tronox
TROX
$932M
$1.27M ﹤0.01%
+62,000
New +$1.51M
ALNY icon
1094
PUT
Alnylam Pharmaceuticals
ALNY
$27.5B
$1.27M ﹤0.01%
+10,000
New +$1.26M
RTN
1095
DELISTED
Raytheon Company
RTN
$1.27M ﹤0.01%
6,760
-4,727
-41% -$882K
AGN
1096
DELISTED
Allergan plc
AGN
$1.27M ﹤0.01%
7,760
+693
+10% +$124K
TOO
1097
PUT
DELISTED
Teekay Offshore Partners L.P.
TOO
$1.27M ﹤0.01%
537,500
+100,000
+23% +$245K
MAT icon
1098
PUT
Mattel
MAT
$4.38B
$1.26M ﹤0.01%
82,200
-9,500
-10% -$151K
CIEN icon
1099
Ciena
CIEN
$53.4B
$1.26M ﹤0.01%
60,219
+37,581
+166% +$797K
CF icon
1100
CALL
CF Industries
CF
$19.2B
$1.25M ﹤0.01%
29,500
-195,000
-87% -$7.36M
42 43
44
45 46

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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.