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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
BAX icon
1301
Baxter International
BAX
$13.5B
$758K ﹤0.01%
+11,720
New +$753K
FMC icon
1302
PUT
FMC
FMC
$1.34B
$757K ﹤0.01%
9,224
– –
MPC icon
1303
Marathon Petroleum
MPC
$92.4B
$752K ﹤0.01%
11,400
-10,112
-47% -$619K
STI
1304
PUT
DELISTED
SunTrust Banks, Inc.
STI
$749K ﹤0.01%
11,600
– –
FNSR
1305
DELISTED
Finisar Corp
FNSR
$746K ﹤0.01%
+36,666
New +$763K
OPTU
1306
CALL
Optimum Communications Inc
OPTU
$298M
$743K ﹤0.01%
+35,000
New +$775K
ILMN icon
1307
Illumina
ILMN
$31B
$743K ﹤0.01%
+3,495
New +$719K
EHC icon
1308
Encompass Health
EHC
$11B
$741K ﹤0.01%
+18,847
New +$717K
TSRO
1309
DELISTED
TESARO, Inc.
TSRO
$741K ﹤0.01%
+8,943
New +$877K
ALXN
1310
DELISTED
Alexion Pharmaceuticals
ALXN
$740K ﹤0.01%
+6,185
New +$753K
AZPN
1311
DELISTED
ASPEN TECHNOLOGY INC
AZPN
$737K ﹤0.01%
+11,130
New +$737K
EME icon
1312
Emcor
EME
$35.2B
$735K ﹤0.01%
+8,988
New +$696K
KMI icon
1313
CALL
Kinder Morgan
KMI
$71.7B
$735K ﹤0.01%
+40,700
New +$730K
BLKB icon
1314
Blackbaud
BLKB
$1.94B
$734K ﹤0.01%
+7,770
New +$748K
FIS icon
1315
Fidelity National Information Services
FIS
$23.1B
$734K ﹤0.01%
7,805
+7,787
+43,261% +$732K
CVE icon
1316
CALL
Cenovus Energy
CVE
$55.7B
$730K ﹤0.01%
80,000
– –
HZNP
1317
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$729K ﹤0.01%
+49,900
New +$701K
PSA icon
1318
Public Storage
PSA
$60.5B
$727K ﹤0.01%
+3,480
New +$736K
LULU icon
1319
CALL
lululemon athletica
LULU
$13.5B
$724K ﹤0.01%
9,200
-40,000
-81% -$2.67M
DERM
1320
DELISTED
Dermira, Inc.
DERM
$722K ﹤0.01%
25,947
+20,243
+355% +$537K
HLT icon
1321
PUT
Hilton Worldwide
HLT
$72.1B
$719K ﹤0.01%
9,000
+6,500
+260% +$482K
KR icon
1322
CALL
Kroger
KR
$35.4B
$714K ﹤0.01%
26,000
-85,000
-77% -$1.98M
DLPH
1323
PUT
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
$711K ﹤0.01%
+13,530
New +$703K
XYZ
1324
CALL
Block Inc
XYZ
$48.4B
$704K ﹤0.01%
20,300
+18,400
+968% +$674K
ASB icon
1325
Associated Banc-Corp
ASB
$5.83B
$703K ﹤0.01%
27,694
-2,219
-7% -$55.5K
51 52
53
54 55

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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.