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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
YUM icon
676
PUT
Yum! Brands
YUM
$39.6B
$4.08M 0.01%
50,000
+23,800
+91% +$1.88M
SNAP icon
677
PUT
Snap
SNAP
$8.98B
$4.08M 0.01%
279,100
+150,000
+116% +$2.19M
RSG icon
678
PUT
Republic Services
RSG
$68.1B
$4.06M 0.01%
+60,000
New +$3.87M
FOLD
679
PUT
DELISTED
Amicus Therapeutics
FOLD
$4.03M 0.01%
280,000
– –
SVU
680
DELISTED
SUPERVALU Inc.
SVU
$3.97M 0.01%
183,657
+178,105
+3,208% +$3.25M
BBY icon
681
CALL
Best Buy
BBY
$18.5B
$3.96M 0.01%
57,900
-42,100
-42% -$2.49M
UAA icon
682
PUT
Under Armour
UAA
$2.1B
$3.95M 0.01%
273,900
-7,100
-3% -$103K
KMX icon
683
CarMax
KMX
$8.56B
$3.94M 0.01%
61,417
-17,713
-22% -$1.26M
EWC icon
684
CALL
iShares MSCI Canada ETF
EWC
$6.81B
$3.9M 0.01%
+131,500
New +$3.83M
XLV icon
685
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$3.89M 0.01%
47,007
-80,235
-63% -$6.62M
BA icon
686
Boeing
BA
$163B
$3.86M 0.01%
13,080
-112,920
-90% -$30.6M
DFS
687
CALL
DELISTED
Discover Financial Services
DFS
$3.81M 0.01%
49,600
– –
SFLY
688
DELISTED
Shutterfly, Inc.
SFLY
$3.8M 0.01%
+76,434
New +$3.46M
DIS icon
689
Walt Disney
DIS
$180B
$3.79M 0.01%
35,280
-73,610
-68% -$7.58M
TEVA icon
690
CALL
Teva Pharmaceuticals
TEVA
$42.9B
$3.79M 0.01%
200,000
+100,000
+100% +$1.5M
DVN icon
691
PUT
Devon Energy
DVN
$53.9B
$3.79M 0.01%
91,500
– –
EMR icon
692
CALL
Emerson Electric
EMR
$83.9B
$3.78M 0.01%
54,300
-30,400
-36% -$1.97M
AMAT icon
693
Applied Materials
AMAT
$372B
$3.78M 0.01%
73,943
-229,929
-76% -$12.5M
YELP icon
694
CALL
Yelp
YELP
$1.11B
$3.78M 0.01%
90,000
-11,500
-11% -$512K
TEVA icon
695
Teva Pharmaceuticals
TEVA
$42.9B
$3.77M 0.01%
+198,897
New +$2.99M
HOG icon
696
CALL
Harley-Davidson
HOG
$2.78B
$3.77M 0.01%
74,000
-460,000
-86% -$22.4M
DLTR icon
697
PUT
Dollar Tree
DLTR
$22.2B
$3.76M 0.01%
35,000
+25,000
+250% +$2.44M
BBY icon
698
PUT
Best Buy
BBY
$18.5B
$3.73M 0.01%
54,500
-861,800
-94% -$51M
TPR icon
699
Tapestry
TPR
$22.7B
$3.72M 0.01%
84,086
+71,346
+560% +$2.94M
LYB icon
700
CALL
LyondellBasell Industries
LYB
$20.8B
$3.72M 0.01%
33,700
-700
-2% -$72.6K
26 27
28
29 30

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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.