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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
CMCSA icon
326
Comcast
CMCSA
$87.3B
$14.3M 0.02%
358,024
-74,710
-17% -$2.81M
STLA icon
327
CALL
Stellantis
STLA
$15.3B
$14.3M 0.02%
800,000
– –
LAD icon
328
PUT
Lithia Motors
LAD
$8.08B
$14.2M 0.02%
+125,000
New +$14.5M
AIG icon
329
American International
AIG
$39.2B
$14M 0.02%
234,425
+230,807
+6,379% +$14.2M
STLA icon
330
PUT
Stellantis
STLA
$15.3B
$13.9M 0.02%
780,000
– –
HON icon
331
CALL
Honeywell
HON
$65B
$13.8M 0.02%
99,630
-66,530
-40% -$8.92M
KRE icon
332
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
$13.7M 0.02%
+232,300
New +$13.3M
PTCT icon
333
PUT
PTC Therapeutics
PTCT
$5.64B
$13.5M 0.02%
+807,000
New +$13.7M
NUE icon
334
CALL
Nucor
NUE
$58.5B
$13.4M 0.02%
210,700
+164,500
+356% +$9.62M
TSEM icon
335
CALL
Tower Semiconductor
TSEM
$24.5B
$13.4M 0.02%
392,500
+36,500
+10% +$1.21M
IMMU
336
PUT
DELISTED
Immunomedics Inc
IMMU
$13.3M 0.02%
825,200
+30,300
+4% +$358K
HTZ
337
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
$13.3M 0.02%
690,600
+633,050
+1,100% +$12.2M
WYNN icon
338
Wynn Resorts
WYNN
$9.29B
$13M 0.02%
+77,051
New +$11.9M
COST icon
339
Costco
COST
$400B
$12.9M 0.02%
+69,480
New +$12M
WDC icon
340
PUT
Western Digital
WDC
$174B
$12.9M 0.02%
214,723
-127,273
-37% -$8.19M
PNC icon
341
CALL
PNC Financial Services
PNC
$96B
$12.9M 0.02%
89,100
+19,100
+27% +$2.64M
EBAY icon
342
CALL
eBay
EBAY
$46.1B
$12.8M 0.02%
340,400
+66,300
+24% +$2.46M
M icon
343
PUT
Macy's
M
$5.66B
$12.8M 0.02%
507,600
– –
TUR icon
344
CALL
iShares MSCI Turkey ETF
TUR
$228M
$12.8M 0.02%
+293,800
New +$12M
COTY icon
345
CALL
Coty
COTY
$2.37B
$12.7M 0.02%
640,000
+540,000
+540% +$9.22M
FXE icon
346
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
$12.7M 0.02%
110,000
-1,032,500
-90% -$117M
UNIT
347
PUT
Uniti Group
UNIT
$2.44B
$12.7M 0.02%
711,200
+346,100
+95% +$5.71M
TSM icon
348
PUT
TSMC
TSM
$2.26T
$12.6M 0.02%
318,500
-59,300
-16% -$2.4M
ESRX
349
CALL
DELISTED
Express Scripts Holding Company
ESRX
$12.6M 0.02%
169,000
+156,700
+1,274% +$10M
TOL icon
350
CALL
Toll Brothers
TOL
$12.4B
$12.6M 0.02%
+262,500
New +$12.1M
12 13
14
15 16

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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.