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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
MBI icon
1101
PUT
MBIA
MBI
$261M
$1.25M ﹤0.01%
171,000
+60,000
+54% +$467K
OXY icon
1102
CALL
Occidental Petroleum
OXY
$56.8B
$1.25M ﹤0.01%
17,000
-88,000
-84% -$5.97M
LSAK icon
1103
Lesaka Technologies
LSAK
$396M
$1.25M ﹤0.01%
105,250
+71,252
+210% +$723K
SPG icon
1104
Simon Property Group
SPG
$74.4B
$1.25M ﹤0.01%
+7,280
New +$1.18M
RVNC
1105
DELISTED
Revance Therapeutics, Inc.
RVNC
$1.24M ﹤0.01%
+34,794
New +$999K
CHKP icon
1106
PUT
Check Point Software Technologies
CHKP
$13B
$1.24M ﹤0.01%
12,000
– –
PHG icon
1107
CALL
Philips
PHG
$25.7B
$1.24M ﹤0.01%
43,211
+13,042
+43% +$393K
REGN icon
1108
Regeneron Pharmaceuticals
REGN
$78.5B
$1.24M ﹤0.01%
3,299
-222
-6% -$89.9K
GM icon
1109
General Motors
GM
$80.4B
$1.23M ﹤0.01%
+29,880
New +$1.3M
MOMO
1110
PUT
Hello Group
MOMO
$885M
$1.22M ﹤0.01%
+50,000
New +$1.44M
TT icon
1111
Trane Technologies
TT
$101B
$1.22M ﹤0.01%
+13,687
New +$1.21M
ADP icon
1112
Automatic Data Processing
ADP
$106B
$1.21M ﹤0.01%
10,360
+1,854
+22% +$212K
CNC icon
1113
CALL
Centene
CNC
$30.7B
$1.21M ﹤0.01%
24,000
– –
ZNGA
1114
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$1.21M ﹤0.01%
302,000
-39,200
-11% -$153K
AVP
1115
DELISTED
Avon Products, Inc.
AVP
$1.2M ﹤0.01%
559,863
+212,894
+61% +$457K
ITW icon
1116
Illinois Tool Works
ITW
$82.6B
$1.2M ﹤0.01%
7,200
-5,913
-45% -$943K
MON
1117
DELISTED
Monsanto Co
MON
$1.2M ﹤0.01%
+10,280
New +$1.22M
PEGI
1118
DELISTED
Pattern Energy Group Inc. Class A
PEGI
$1.2M ﹤0.01%
55,700
+38,949
+233% +$876K
IMPV
1119
PUT
DELISTED
Imperva, Inc.
IMPV
$1.2M ﹤0.01%
+30,100
New +$1.25M
RCL icon
1120
PUT
Royal Caribbean
RCL
$85.1B
$1.19M ﹤0.01%
+10,000
New +$1.24M
ONCE
1121
DELISTED
Spark Therapeutics, Inc. Common Stock
ONCE
$1.19M ﹤0.01%
+23,171
New +$1.66M
SRCL
1122
PUT
DELISTED
Stericycle Inc
SRCL
$1.19M ﹤0.01%
+17,500
New +$1.19M
VFC icon
1123
CALL
VF Corp
VFC
$5.63B
$1.18M ﹤0.01%
16,992
-53,100
-76% -$3.51M
APA icon
1124
APA Corp
APA
$13.2B
$1.18M ﹤0.01%
28,019
+4,654
+20% +$196K
DLPH
1125
CALL
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$1.18M ﹤0.01%
+22,500
New +$1.17M
43 44
45
46 47

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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.