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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
CRUS icon
1351
Cirrus Logic
CRUS
$6.53B
$670K ﹤0.01%
12,924
+12,880
+29,273% +$696K
FISV
1352
Fiserv Inc
FISV
$28.8B
$670K ﹤0.01%
10,216
+10,126
+11,251% +$654K
NBR icon
1353
PUT
Nabors Industries
NBR
$1.27B
$669K ﹤0.01%
1,960
– –
PANW icon
1354
CALL
Palo Alto Networks
PANW
$270B
$667K ﹤0.01%
27,600
– –
TVTY
1355
DELISTED
Tivity Health, Inc. Common Stock
TVTY
$665K ﹤0.01%
+18,204
New +$690K
SYF icon
1356
Synchrony
SYF
$24.7B
$664K ﹤0.01%
+17,200
New +$589K
LNG icon
1357
CALL
Cheniere Energy
LNG
$55.2B
$663K ﹤0.01%
12,300
-180,000
-94% -$8.68M
MDR
1358
DELISTED
McDermott International
MDR
$663K ﹤0.01%
+33,583
New +$710K
MRO
1359
PUT
DELISTED
Marathon Oil Corporation
MRO
$661K ﹤0.01%
39,100
-110,000
-74% -$1.63M
ENTG icon
1360
Entegris
ENTG
$18.1B
$660K ﹤0.01%
+21,672
New +$664K
LNCE
1361
DELISTED
Snyders-Lance, Inc.
LNCE
$658K ﹤0.01%
+13,146
New +$522K
CHRW icon
1362
C.H. Robinson
CHRW
$17.4B
$657K ﹤0.01%
+7,374
New +$602K
KANG
1363
DELISTED
iKang Healthcare Group, Inc.
KANG
$657K ﹤0.01%
41,564
-131,615
-76% -$1.9M
TROW icon
1364
T. Rowe Price
TROW
$23.9B
$655K ﹤0.01%
+6,246
New +$609K
DIA icon
1365
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$653K ﹤0.01%
2,639
-358,701
-99% -$85M
TXNM
1366
TXNM Energy Inc
TXNM
$6.41B
$652K ﹤0.01%
+16,130
New +$692K
ETP
1367
DELISTED
Energy Transfer Partners, L.P.
ETP
$652K ﹤0.01%
36,380
-6,375
-15% -$110K
CLF icon
1368
CALL
Cleveland-Cliffs
CLF
$6.57B
$651K ﹤0.01%
90,400
+63,400
+235% +$422K
BECN
1369
DELISTED
Beacon Roofing Supply, Inc.
BECN
$651K ﹤0.01%
+10,206
New +$586K
GPT
1370
DELISTED
Gramercy Property Trust
GPT
$651K ﹤0.01%
24,402
+23,756
+3,677% +$690K
GLW icon
1371
Corning
GLW
$119B
$650K ﹤0.01%
20,320
+715
+4% +$22.5K
D icon
1372
CALL
Dominion Energy
D
$60.8B
$648K ﹤0.01%
8,000
– –
ES icon
1373
Eversource Energy
ES
$26.9B
$647K ﹤0.01%
+10,239
New +$647K
AEM icon
1374
PUT
Agnico Eagle Mines
AEM
$73.6B
$646K ﹤0.01%
14,000
– –
LQD icon
1375
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$645K ﹤0.01%
5,303
-15,870
-75% -$1.92M
53 54
55
56 57

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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.