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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+7.66%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$73.6B
AUM Growth
+$13B
Cap. Flow
+$743M
Cap. Flow %
1.01%
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 Miscellaneous 95.88%
2 Financials 0.85%
3 Technology 0.73%
4 Consumer Discretionary 0.62%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DLR icon
276
CALL
Digital Realty Trust
DLR
$70.1B
$17.9M 0.02%
157,000
+155,000
+7,750% +$18.3M
XME icon
277
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$17.8M 0.02%
490,000
-499,400
-50% -$16.3M
DXJ icon
278
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$17.8M 0.02%
300,000
– –
AMD icon
279
CALL
Advanced Micro Devices
AMD
$851B
$17.6M 0.02%
1,716,200
+1,449,100
+543% +$16.9M
STZ icon
280
CALL
Constellation Brands
STZ
$20.8B
$17.6M 0.02%
77,000
-183,000
-70% -$39.6M
STZ icon
281
PUT
Constellation Brands
STZ
$20.8B
$17.6M 0.02%
77,000
-175,000
-69% -$37.8M
MTOR
282
CALL
DELISTED
MERITOR, Inc.
MTOR
$17.6M 0.02%
750,000
– –
MTOR
283
PUT
DELISTED
MERITOR, Inc.
MTOR
$17.6M 0.02%
750,000
– –
CHRW icon
284
PUT
C.H. Robinson
CHRW
$17.6B
$17.6M 0.02%
197,000
+11,900
+6% +$971K
GT icon
285
PUT
Goodyear
GT
$1.66B
$17.5M 0.02%
541,800
+196,800
+57% +$6.25M
GGP
286
PUT
DELISTED
GGP Inc.
GGP
$17.4M 0.02%
+745,000
New +$16.6M
ICE icon
287
PUT
Intercontinental Exchange
ICE
$87.9B
$17.3M 0.02%
245,000
+45,000
+23% +$3.09M
ITB icon
288
CALL
iShares US Home Construction ETF
ITB
$2.19B
$17.3M 0.02%
395,400
+4,400
+1% +$178K
VXX
289
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$17.2M 0.02%
617,725
+511,000
+479% +$16.9M
DUK icon
290
CALL
Duke Energy
DUK
$93.9B
$17.2M 0.02%
205,000
+194,000
+1,764% +$16.9M
DISH
291
PUT
DELISTED
DISH Network Corp.
DISH
$17M 0.02%
355,700
+255,000
+253% +$12.7M
VTRS icon
292
PUT
Viatris
VTRS
$19B
$16.9M 0.02%
+400,000
New +$15.3M
HTZ
293
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
$16.9M 0.02%
880,515
+575,500
+189% +$11.1M
GLNG icon
294
CALL
Golar LNG
GLNG
$5.3B
$16.9M 0.02%
566,000
+375,800
+198% +$9.04M
AIG icon
295
PUT
American International
AIG
$39.2B
$16.8M 0.02%
282,400
+16,700
+6% +$1.03M
ETN icon
296
CALL
Eaton
ETN
$161B
$16.6M 0.02%
+210,000
New +$16.3M
FXE icon
297
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
$16.5M 0.02%
142,377
+113,253
+389% +$12.9M
TGT icon
298
CALL
Target
TGT
$71.6B
$16.4M 0.02%
251,000
+64,400
+35% +$3.89M
IYR icon
299
PUT
iShares US Real Estate ETF
IYR
$4.27B
$16.4M 0.02%
202,100
-875,000
-81% -$71M
NRG icon
300
PUT
NRG Energy
NRG
$24.3B
$16.3M 0.02%
572,900
+334,200
+140% +$9.09M
10 11
12
13 14

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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's Q4 2017 filing shows 2,351 new, 689 increased, 564 reduced and 493 closed positions. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M. The largest sale was iShares MSCI EAFE ETF, an estimated $227M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • 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.