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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
ISBC
1151
PUT
DELISTED
Investors Bancorp, Inc.
ISBC
$1.11M ﹤0.01%
80,000
– –
LGND icon
1152
Ligand Pharmaceuticals
LGND
$5.76B
$1.11M ﹤0.01%
12,986
-776
-6% -$67.3K
GOLD
1153
DELISTED
Randgold Resources Ltd
GOLD
$1.11M ﹤0.01%
11,217
-9,462
-46% -$899K
EL icon
1154
Estee Lauder
EL
$30.4B
$1.1M ﹤0.01%
+8,687
New +$1.04M
NWG icon
1155
PUT
NatWest
NWG
$75.4B
$1.1M ﹤0.01%
134,271
– –
FDC
1156
PUT
DELISTED
First Data Corporation
FDC
$1.1M ﹤0.01%
+65,800
New +$1.13M
TVTY
1157
PUT
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$1.1M ﹤0.01%
+30,000
New +$1.14M
HWM icon
1158
Howmet Aerospace
HWM
$113B
$1.09M ﹤0.01%
52,060
-27,767
-35% -$540K
XLK icon
1159
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.09M ﹤0.01%
+34,000
New +$1.07M
OIL
1160
PUT
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$1.08M ﹤0.01%
165,000
– –
KEY icon
1161
PUT
KeyCorp
KEY
$24.2B
$1.07M ﹤0.01%
52,900
+50,600
+2,200% +$954K
XL
1162
DELISTED
XL Group Ltd.
XL
$1.07M ﹤0.01%
30,343
+29,377
+3,041% +$1.14M
WLK icon
1163
CALL
Westlake Corp
WLK
$9.03B
$1.06M ﹤0.01%
+10,000
New +$926K
WLK icon
1164
PUT
Westlake Corp
WLK
$9.03B
$1.06M ﹤0.01%
+10,000
New +$926K
APTV icon
1165
Aptiv
APTV
$12B
$1.06M ﹤0.01%
12,468
+10,545
+548% +$1M
XLU icon
1166
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$1.05M ﹤0.01%
40,000
-650,000
-94% -$17.8M
CBOE icon
1167
Cboe Global Markets
CBOE
$32.5B
$1.05M ﹤0.01%
+8,448
New +$989K
CCI icon
1168
Crown Castle
CCI
$33.3B
$1.05M ﹤0.01%
+9,480
New +$1.02M
TEL icon
1169
TE Connectivity
TEL
$59.6B
$1.05M ﹤0.01%
+11,029
New +$1.01M
UNG icon
1170
United States Natural Gas Fund
UNG
$456M
$1.05M ﹤0.01%
2,804
-21,953
-89% -$2.12M
EMR icon
1171
Emerson Electric
EMR
$83.9B
$1.04M ﹤0.01%
+15,000
New +$972K
PCAR icon
1172
CALL
PACCAR
PCAR
$69.8B
$1.04M ﹤0.01%
22,050
-41,550
-65% -$1.97M
IDTI
1173
PUT
DELISTED
Integrated Device Technology I
IDTI
$1.04M ﹤0.01%
35,000
– –
VSH icon
1174
CALL
Vishay Intertechnology
VSH
$5.25B
$1.04M ﹤0.01%
+50,000
New +$1.07M
LEN icon
1175
Lennar Class A
LEN
$19.8B
$1.03M ﹤0.01%
16,822
+12,902
+329% +$733K
45 46
47
48 49

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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.