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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
DE icon
401
Deere & Co
DE
$183B
$10.3M 0.01%
+66,092
New +$9.25M
AZN icon
402
CALL
AstraZeneca
AZN
$243B
$10.3M 0.01%
149,000
+3,950
+3% +$266K
GIS icon
403
PUT
General Mills
GIS
$19.8B
$10.3M 0.01%
174,400
-25,300
-13% -$1.37M
GGP
404
CALL
DELISTED
GGP Inc.
GGP
$10.3M 0.01%
442,000
-8,000
-2% -$178K
AMAT icon
405
CALL
Applied Materials
AMAT
$372B
$10.3M 0.01%
201,600
+111,400
+124% +$6.04M
UNIT
406
Uniti Group
UNIT
$2.44B
$10.2M 0.01%
575,154
+492,737
+598% +$8.12M
WDC icon
407
CALL
Western Digital
WDC
$174B
$10.2M 0.01%
170,138
+40,219
+31% +$2.59M
USB icon
408
PUT
US Bancorp
USB
$96.8B
$10.2M 0.01%
190,100
-342,600
-64% -$18.4M
DE icon
409
CALL
Deere & Co
DE
$183B
$10.2M 0.01%
65,000
-254,300
-80% -$35.6M
TTM
410
PUT
DELISTED
Tata Motors Limited
TTM
$10.1M 0.01%
305,000
-45,000
-13% -$1.45M
DIS icon
411
CALL
Walt Disney
DIS
$180B
$10.1M 0.01%
93,700
-219,400
-70% -$22.6M
FDX icon
412
CALL
FedEx
FDX
$73.2B
$9.98M 0.01%
40,000
-141,100
-78% -$32.3M
FL
413
CALL
DELISTED
Foot Locker
FL
$9.94M 0.01%
212,000
+210,000
+10,500% +$7.84M
XLV icon
414
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$9.92M 0.01%
+120,000
New +$9.89M
YELP icon
415
Yelp
YELP
$1.11B
$9.9M 0.01%
236,020
+99,844
+73% +$4.44M
GG
416
PUT
DELISTED
Goldcorp Inc
GG
$9.88M 0.01%
773,600
-106,000
-12% -$1.37M
FNGN
417
PUT
DELISTED
Financial Engines, Inc.
FNGN
$9.85M 0.01%
+325,000
New +$10.2M
CMG icon
418
PUT
Chipotle Mexican Grill
CMG
$45.6B
$9.83M 0.01%
+1,700,000
New +$10.1M
TRN icon
419
Trinity Industries
TRN
$2.24B
$9.81M 0.01%
363,592
-475,485
-57% -$11.9M
AMBA icon
420
Ambarella
AMBA
$3.04B
$9.8M 0.01%
166,735
+165,010
+9,566% +$9.17M
EWY icon
421
iShares MSCI South Korea ETF
EWY
$29.1B
$9.74M 0.01%
129,987
+65,004
+100% +$4.81M
UAL icon
422
CALL
United Airlines
UAL
$34.8B
$9.61M 0.01%
142,500
+51,000
+56% +$3.18M
KRE icon
423
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.24B
$9.59M 0.01%
163,000
– –
BYD icon
424
CALL
Boyd Gaming
BYD
$5.48B
$9.59M 0.01%
273,600
+137,600
+101% +$4.16M
ALKS icon
425
CALL
Alkermes
ALKS
$7.62B
$9.58M 0.01%
+175,000
New +$8.93M
15 16
17
18 19

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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.