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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
FDX icon
351
PUT
FedEx
FDX
$73.2B
$12.5M 0.02%
50,200
-141,700
-74% -$32.4M
RF icon
352
CALL
Regions Financial
RF
$25.5B
$12.5M 0.02%
723,600
-56,600
-7% -$905K
CL icon
353
CALL
Colgate-Palmolive
CL
$70.2B
$12.4M 0.02%
164,500
+105,000
+176% +$7.67M
DISH
354
CALL
DELISTED
DISH Network Corp.
DISH
$12.2M 0.02%
255,000
+65,000
+34% +$3.24M
VMW
355
PUT
DELISTED
VMware, Inc
VMW
$12.2M 0.02%
97,100
-70,500
-42% -$8.46M
LQD icon
356
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$12.2M 0.02%
100,000
-1,105,000
-92% -$134M
LQD icon
357
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$12.2M 0.02%
100,000
-1,190,000
-92% -$144M
AU icon
358
AngloGold Ashanti
AU
$54.9B
$12.1M 0.02%
1,191,466
-21,389
-2% -$206K
CERN
359
CALL
DELISTED
Cerner Corp
CERN
$12.1M 0.02%
+180,000
New +$12.4M
CERN
360
PUT
DELISTED
Cerner Corp
CERN
$12.1M 0.02%
+180,000
New +$12.4M
BHP icon
361
PUT
BHP
BHP
$234B
$12M 0.02%
292,805
– –
RHT
362
PUT
DELISTED
Red Hat Inc
RHT
$12M 0.02%
+100,000
New +$12.3M
XME icon
363
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$12M 0.02%
330,100
-330,800
-50% -$10.8M
COST icon
364
PUT
Costco
COST
$400B
$12M 0.02%
64,400
– –
TFCF
365
PUT
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$11.9M 0.02%
350,000
+175,000
+100% +$5.11M
HD icon
366
PUT
Home Depot
HD
$310B
$11.9M 0.02%
62,600
-844,400
-93% -$146M
TFCFA
367
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$11.7M 0.02%
339,500
+300,000
+759% +$8.95M
NXPI icon
368
CALL
NXP Semiconductors
NXPI
$56.3B
$11.7M 0.02%
+100,000
New +$11.6M
KR icon
369
Kroger
KR
$34.6B
$11.7M 0.02%
+424,555
New +$9.89M
PRU icon
370
CALL
Prudential Financial
PRU
$40.6B
$11.6M 0.02%
100,800
– –
TECK icon
371
PUT
Teck Resources
TECK
$34.5B
$11.6M 0.02%
442,000
– –
ANDV
372
CALL
DELISTED
Andeavor
ANDV
$11.4M 0.02%
100,000
-14,500
-13% -$1.56M
ICE icon
373
Intercontinental Exchange
ICE
$87.9B
$11.4M 0.02%
161,504
+71,991
+80% +$4.94M
CVS icon
374
CVS Health
CVS
$122B
$11.4M 0.02%
+157,025
New +$11.4M
RL icon
375
PUT
Ralph Lauren
RL
$20B
$11.4M 0.02%
109,500
+50,000
+84% +$4.62M
13 14
15
16 17

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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.