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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
JPM icon
451
JPMorgan Chase
JPM
$943B
$8.67M 0.01%
+81,040
New +$8.21M
PXD
452
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$8.64M 0.01%
50,000
+47,500
+1,900% +$7.32M
TFC icon
453
CALL
Truist Financial
TFC
$61.3B
$8.61M 0.01%
173,200
-1,000
-0.6% -$48.3K
HALO icon
454
CALL
Halozyme
HALO
$12.2B
$8.6M 0.01%
424,500
-162,500
-28% -$2.99M
BMY icon
455
PUT
Bristol-Myers Squibb
BMY
$132B
$8.58M 0.01%
+140,000
New +$8.76M
MMP
456
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$8.51M 0.01%
120,000
-80,000
-40% -$5.45M
VMW
457
CALL
DELISTED
VMware, Inc
VMW
$8.51M 0.01%
67,900
+7,600
+13% +$912K
CIT
458
PUT
DELISTED
CIT Group Inc.
CIT
$8.49M 0.01%
172,500
+165,000
+2,200% +$8M
VTRS icon
459
CALL
Viatris
VTRS
$19B
$8.46M 0.01%
+200,000
New +$7.65M
FITB
460
PUT
Fifth Third Bancorp
FITB
$49.1B
$8.38M 0.01%
276,200
-10,200
-4% -$297K
MCD icon
461
McDonald's
MCD
$179B
$8.37M 0.01%
+48,655
New +$8.17M
XOM icon
462
ExxonMobil
XOM
$675B
$8.28M 0.01%
+99,000
New +$8.19M
HAIN icon
463
PUT
Hain Celestial
HAIN
$57.9M
$8.27M 0.01%
195,000
-50,000
-20% -$1.98M
CXO
464
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$8.26M 0.01%
55,000
+50,000
+1,000% +$6.95M
XPO icon
465
PUT
XPO
XPO
$21.6B
$8.24M 0.01%
260,225
+75,176
+41% +$1.92M
CELG
466
CALL
DELISTED
Celgene Corp
CELG
$8.15M 0.01%
78,100
+58,100
+291% +$6.56M
TRV icon
467
CALL
Travelers Companies
TRV
$76.5B
$8.14M 0.01%
60,000
-158,100
-72% -$20.9M
DG icon
468
CALL
Dollar General
DG
$27.5B
$8.12M 0.01%
87,300
+63,300
+264% +$5.44M
BYD icon
469
PUT
Boyd Gaming
BYD
$5.48B
$8.06M 0.01%
+230,000
New +$6.96M
KR icon
470
PUT
Kroger
KR
$34.6B
$8.06M 0.01%
293,500
+210,700
+254% +$4.91M
MA icon
471
CALL
Mastercard
MA
$497B
$8.04M 0.01%
53,100
-81,700
-61% -$12.1M
GE icon
472
GE Aerospace
GE
$338B
$8.02M 0.01%
+95,895
New +$9.16M
JWN
473
PUT
DELISTED
Nordstrom
JWN
$7.96M 0.01%
168,000
-40,000
-19% -$1.72M
HSY icon
474
CALL
Hershey
HSY
$34.6B
$7.95M 0.01%
+70,000
New +$7.7M
XLI icon
475
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$7.92M 0.01%
104,653
+49,368
+89% +$3.59M
17 18
19
20 21

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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.