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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
EXP icon
376
CALL
Eagle Materials
EXP
$5.73B
$11.3M 0.02%
100,000
+45,000
+82% +$4.87M
F icon
377
CALL
Ford
F
$53.6B
$11.3M 0.02%
906,800
-205,900
-19% -$2.54M
MET icon
378
MetLife
MET
$60.8B
$11.3M 0.02%
223,300
+133,722
+149% +$7.04M
RCL icon
379
CALL
Royal Caribbean
RCL
$69.5B
$11.2M 0.02%
93,700
+68,600
+273% +$8.49M
VIAB
380
PUT
DELISTED
Viacom Inc. Class B
VIAB
$11.1M 0.02%
358,700
-10,000
-3% -$272K
HPE icon
381
PUT
Hewlett Packard
HPE
$78.2B
$11M 0.02%
769,300
+377,400
+96% +$5.36M
PCG icon
382
PG&E
PCG
$31.3B
$11M 0.02%
+246,240
New +$13.8M
TTWO icon
383
PUT
Take-Two Interactive
TTWO
$39.5B
$11M 0.02%
100,300
-105,400
-51% -$11.5M
TSEM icon
384
PUT
Tower Semiconductor
TSEM
$24.5B
$10.8M 0.01%
318,000
+83,500
+36% +$2.77M
AABA
385
PUT
DELISTED
Altaba Inc
AABA
$10.8M 0.01%
155,000
-220,000
-59% -$15.3M
SLB icon
386
PUT
SLB Ltd
SLB
$84.7B
$10.8M 0.01%
160,000
– –
BDX icon
387
CALL
Becton Dickinson
BDX
$49B
$10.8M 0.01%
+51,609
New +$10.8M
RTX icon
388
RTX Corp
RTX
$266B
$10.8M 0.01%
+134,129
New +$10.2M
HEDJ icon
389
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.78B
$10.7M 0.01%
334,866
+334,864
+16,743,200% +$10.9M
MT icon
390
PUT
ArcelorMittal
MT
$58B
$10.7M 0.01%
330,000
-600,000
-65% -$17.8M
AMZN icon
391
CALL
Amazon
AMZN
$2.72T
$10.6M 0.01%
182,000
– –
AMAT icon
392
PUT
Applied Materials
AMAT
$372B
$10.6M 0.01%
207,900
+10,000
+5% +$542K
ETSY icon
393
CALL
Etsy
ETSY
$6.53B
$10.6M 0.01%
+516,700
New +$9.12M
PTCT icon
394
PTC Therapeutics
PTCT
$5.64B
$10.6M 0.01%
+633,384
New +$10.7M
EA
395
CALL
DELISTED
Electronic Arts
EA
$10.5M 0.01%
+100,000
New +$11.1M
EA
396
PUT
DELISTED
Electronic Arts
EA
$10.5M 0.01%
+100,000
New +$11.1M
GT icon
397
CALL
Goodyear
GT
$1.66B
$10.5M 0.01%
325,000
– –
DY icon
398
CALL
Dycom Industries
DY
$8.76B
$10.4M 0.01%
93,500
+91,500
+4,575% +$8.83M
GOOG icon
399
Alphabet (Google) Class C
GOOG
$4.02T
$10.4M 0.01%
199,020
-87,460
-31% -$4.45M
MDY icon
400
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
$10.4M 0.01%
30,000
-292,400
-91% -$98.5M
14 15
16
17 18

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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.