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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
BHF icon
701
PUT
Brighthouse Financial
BHF
$2.94B
$3.72M 0.01%
63,369
– –
EWW icon
702
PUT
iShares MSCI Mexico ETF
EWW
$1.8B
$3.71M 0.01%
75,300
+48,300
+179% +$2.45M
WBD icon
703
PUT
Warner Bros
WBD
$70B
$3.7M 0.01%
+165,500
New +$3.23M
DFS
704
DELISTED
Discover Financial Services
DFS
$3.7M 0.01%
+48,117
New +$3.31M
SWKS icon
705
PUT
Skyworks Solutions
SWKS
$11.5B
$3.68M 0.01%
38,800
-155,600
-80% -$16.2M
EMES
706
PUT
DELISTED
Emerge Energy Services LP
EMES
$3.67M 0.01%
+509,800
New +$3.99M
GOLD
707
PUT
DELISTED
Randgold Resources Ltd
GOLD
$3.66M 0.01%
37,000
– –
M icon
708
CALL
Macy's
M
$5.66B
$3.65M 0.01%
145,000
-35,000
-19% -$768K
NOW icon
709
CALL
ServiceNow
NOW
$136B
$3.65M 0.01%
140,000
+50,000
+56% +$1.24M
VLO icon
710
CALL
Valero Energy
VLO
$112B
$3.63M ﹤0.01%
39,500
+5,100
+15% +$421K
UA icon
711
PUT
Under Armour Class C
UA
$2.06B
$3.62M ﹤0.01%
+272,000
New +$3.56M
BB icon
712
CALL
BlackBerry
BB
$4.54B
$3.62M ﹤0.01%
324,100
-1,177,000
-78% -$12.8M
MSI icon
713
CALL
Motorola Solutions
MSI
$76.1B
$3.61M ﹤0.01%
40,000
-6,000
-13% -$546K
UCO icon
714
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$459M
$3.6M ﹤0.01%
24,608
+608
+3% +$76.4K
ABBV icon
715
AbbVie
ABBV
$443B
$3.6M ﹤0.01%
+37,240
New +$3.51M
MRK icon
716
Merck
MRK
$364B
$3.6M ﹤0.01%
66,946
+16,667
+33% +$924K
LBTYA icon
717
PUT
Liberty Global Class A
LBTYA
$3.58B
$3.58M ﹤0.01%
100,000
– –
ULTA icon
718
PUT
Ulta Beauty
ULTA
$23.2B
$3.58M ﹤0.01%
16,000
-24,600
-61% -$5.21M
YUMC icon
719
PUT
Yum China
YUMC
$14.5B
$3.57M ﹤0.01%
+89,100
New +$3.67M
POST icon
720
CALL
Post Holdings
POST
$3.67B
$3.56M ﹤0.01%
+68,760
New +$3.66M
DYN
721
CALL
DELISTED
Dynegy, Inc.
DYN
$3.56M ﹤0.01%
+300,000
New +$3.35M
CB icon
722
PUT
Chubb
CB
$130B
$3.55M ﹤0.01%
24,300
-145,700
-86% -$21.8M
HIMX
723
CALL
Himax Technologies
HIMX
$2.43B
$3.52M ﹤0.01%
338,000
+88,000
+35% +$955K
XL
724
CALL
DELISTED
XL Group Ltd.
XL
$3.52M ﹤0.01%
+100,000
New +$3.88M
XL
725
PUT
DELISTED
XL Group Ltd.
XL
$3.52M ﹤0.01%
+100,000
New +$3.88M
27 28
29
30 31

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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.