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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
CRM icon
301
PUT
Salesforce
CRM
$201B
$16.2M 0.02%
158,000
+125,500
+386% +$12.8M
SLV icon
302
PUT
iShares Silver Trust
SLV
$32.7B
$16.1M 0.02%
1,005,000
-600,000
-37% -$9.47M
GRUB
303
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$16M 0.02%
111,700
+106,200
+1,931% +$13.3M
GD icon
304
PUT
General Dynamics
GD
$95.4B
$16M 0.02%
+78,500
New +$16M
DG icon
305
PUT
Dollar General
DG
$27.5B
$16M 0.02%
171,600
+167,600
+4,190% +$14.4M
PCG icon
306
PUT
PG&E
PCG
$31.3B
$16M 0.02%
+355,800
New +$19.9M
NKE icon
307
CALL
Nike
NKE
$55.4B
$15.8M 0.02%
253,000
+71,100
+39% +$4.09M
MLCO icon
308
PUT
Melco Resorts & Entertainment
MLCO
$1.92B
$15.7M 0.02%
542,100
+451,100
+496% +$11.5M
BKNG icon
309
PUT
Booking.com
BKNG
$130B
$15.6M 0.02%
225,000
-502,500
-69% -$36.4M
PEP icon
310
PepsiCo
PEP
$187B
$15.6M 0.02%
+130,129
New +$14.9M
PXD
311
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$15.6M 0.02%
+90,000
New +$13.9M
MOS icon
312
PUT
The Mosaic Company
MOS
$8.33B
$15.4M 0.02%
601,000
– –
EWY icon
313
CALL
iShares MSCI South Korea ETF
EWY
$29.1B
$15M 0.02%
200,000
-200,000
-50% -$14.8M
NUE icon
314
PUT
Nucor
NUE
$58.5B
$14.8M 0.02%
232,600
-71,600
-24% -$4.19M
PYPL icon
315
CALL
PayPal
PYPL
$44.6B
$14.7M 0.02%
200,000
-335,000
-63% -$24.2M
UPS icon
316
PUT
United Parcel Service
UPS
$84.4B
$14.6M 0.02%
122,300
-21,400
-15% -$2.52M
WW
317
PUT
DELISTED
WW International
WW
$14.6M 0.02%
329,100
– –
F icon
318
PUT
Ford
F
$53.6B
$14.5M 0.02%
1,164,900
-809,200
-41% -$9.96M
JBLU icon
319
PUT
JetBlue
JBLU
$1.65B
$14.5M 0.02%
650,000
+150,000
+30% +$3.06M
MDY icon
320
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
$14.5M 0.02%
42,000
– –
XLB icon
321
State Street Materials Select Sector SPDR ETF
XLB
$8.47B
$14.5M 0.02%
478,452
-337,684
-41% -$9.94M
XLE icon
322
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
$14.5M 0.02%
400,000
-200,000
-33% -$6.88M
LOW icon
323
CALL
Lowe's Companies
LOW
$111B
$14.4M 0.02%
155,200
+55,200
+55% +$4.56M
AGN
324
PUT
DELISTED
Allergan plc
AGN
$14.4M 0.02%
88,000
-14,400
-14% -$2.58M
PHM icon
325
CALL
Pultegroup
PHM
$22.7B
$14.4M 0.02%
432,000
+309,700
+253% +$9.62M
11 12
13
14 15

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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.