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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
RIG icon
626
PUT
Transocean
RIG
$6.38B
$4.7M 0.01%
440,300
+190,300
+76% +$1.98M
SBUX icon
627
Starbucks
SBUX
$114B
$4.7M 0.01%
81,830
+58,341
+248% +$3.3M
OLED icon
628
Universal Display
OLED
$3.67B
$4.69M 0.01%
+27,182
New +$4.33M
URBN icon
629
CALL
Urban Outfitters
URBN
$6.64B
$4.67M 0.01%
+133,300
New +$3.74M
HWM icon
630
PUT
Howmet Aerospace
HWM
$92.8B
$4.66M 0.01%
222,984
– –
BG icon
631
CALL
Bunge Global
BG
$23.7B
$4.63M 0.01%
+69,000
New +$4.69M
TECK icon
632
Teck Resources
TECK
$34.5B
$4.63M 0.01%
176,768
-31,872
-15% -$726K
TUR icon
633
iShares MSCI Turkey ETF
TUR
$228M
$4.61M 0.01%
106,096
+106,095
+10,609,500% +$4.33M
LRCX icon
634
CALL
Lam Research
LRCX
$395B
$4.6M 0.01%
+250,000
New +$4.91M
JAZZ icon
635
PUT
Jazz Pharmaceuticals
JAZZ
$15.7B
$4.58M 0.01%
34,000
– –
MTCH icon
636
PUT
Match Group
MTCH
$9.51B
$4.57M 0.01%
146,000
+136,100
+1,375% +$3.82M
LMT icon
637
CALL
Lockheed Martin
LMT
$121B
$4.56M 0.01%
14,200
-37,300
-72% -$11.8M
EMN icon
638
PUT
Eastman Chemical
EMN
$7.81B
$4.52M 0.01%
48,800
-51,600
-51% -$4.69M
SINA
639
PUT
DELISTED
Sina Corp
SINA
$4.51M 0.01%
+45,000
New +$4.8M
REGN icon
640
PUT
Regeneron Pharmaceuticals
REGN
$83.2B
$4.51M 0.01%
12,000
-1,000
-8% -$405K
KEX icon
641
CALL
Kirby Corp
KEX
$7.32B
$4.51M 0.01%
+67,500
New +$4.42M
FAST icon
642
CALL
Fastenal
FAST
$56B
$4.49M 0.01%
328,000
– –
SAVE
643
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
$4.49M 0.01%
100,000
-30,000
-23% -$1.15M
LBTYA icon
644
CALL
Liberty Global Class A
LBTYA
$3.58B
$4.48M 0.01%
125,000
– –
LKQ icon
645
CALL
LKQ Corp
LKQ
$6.12B
$4.47M 0.01%
+110,000
New +$4.21M
BG icon
646
PUT
Bunge Global
BG
$23.7B
$4.46M 0.01%
+66,500
New +$4.52M
BKNG icon
647
Booking.com
BKNG
$130B
$4.43M 0.01%
63,800
-127,650
-67% -$9.25M
CSCO icon
648
Cisco
CSCO
$431B
$4.42M 0.01%
+115,480
New +$4.13M
CC icon
649
CALL
Chemours
CC
$2.26B
$4.41M 0.01%
88,000
-372,000
-81% -$19.5M
BIIB icon
650
Biogen
BIIB
$31.1B
$4.38M 0.01%
13,740
+6,680
+95% +$2.14M
24 25
26
27 28

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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.