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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
ACC
751
PUT
DELISTED
American Campus Communities, Inc.
ACC
$3.28M ﹤0.01%
+80,000
New +$3.42M
MA icon
752
Mastercard
MA
$497B
$3.28M ﹤0.01%
+21,680
New +$3.22M
PCG icon
753
CALL
PG&E
PCG
$31.3B
$3.28M ﹤0.01%
+73,100
New +$4.09M
AKAM icon
754
PUT
Akamai
AKAM
$15.9B
$3.27M ﹤0.01%
50,300
-37,200
-43% -$2.06M
WOLF icon
755
Wolfspeed
WOLF
$1.42B
$3.27M ﹤0.01%
87,934
+67,944
+340% +$2.34M
EOG icon
756
CALL
EOG Resources
EOG
$77.1B
$3.24M ﹤0.01%
30,000
– –
SHAK icon
757
CALL
Shake Shack
SHAK
$2.55B
$3.22M ﹤0.01%
74,500
+70,500
+1,763% +$2.73M
HSBC icon
758
HSBC
HSBC
$360B
$3.21M ﹤0.01%
67,998
-1,380
-2% -$62.4K
HSIC icon
759
PUT
Henry Schein
HSIC
$9.8B
$3.21M ﹤0.01%
+58,523
New +$3.39M
NAVI icon
760
PUT
Navient
NAVI
$870M
$3.2M ﹤0.01%
+240,000
New +$3.03M
SN
761
PUT
DELISTED
Sanchez Energy Corporation
SN
$3.19M ﹤0.01%
600,000
-255,000
-30% -$1.21M
MO icon
762
Altria Group
MO
$113B
$3.18M ﹤0.01%
+44,560
New +$2.99M
FOLD
763
CALL
DELISTED
Amicus Therapeutics
FOLD
$3.18M ﹤0.01%
220,900
+65,300
+42% +$897K
ALLY icon
764
CALL
Ally Financial
ALLY
$12.7B
$3.17M ﹤0.01%
108,700
-180,400
-62% -$4.79M
XLNX
765
PUT
DELISTED
Xilinx Inc
XLNX
$3.16M ﹤0.01%
46,800
-134,400
-74% -$9.53M
AFL icon
766
PUT
Aflac
AFL
$57.5B
$3.13M ﹤0.01%
71,200
– –
TAL icon
767
PUT
TAL Education Group
TAL
$6.35B
$3.12M ﹤0.01%
+105,000
New +$3.19M
GGP
768
DELISTED
GGP Inc.
GGP
$3.11M ﹤0.01%
+132,916
New +$2.96M
MSCC
769
PUT
DELISTED
Microsemi Corp
MSCC
$3.1M ﹤0.01%
+60,000
New +$3.15M
S
770
CALL
DELISTED
Sprint Corporation
S
$3.1M ﹤0.01%
525,700
+95,700
+22% +$607K
LYB icon
771
LyondellBasell Industries
LYB
$20.8B
$3.08M ﹤0.01%
+27,935
New +$2.9M
SODA
772
DELISTED
SodaStream International Ltd
SODA
$3.07M ﹤0.01%
+43,654
New +$2.89M
STLD icon
773
CALL
Steel Dynamics
STLD
$34.5B
$3.06M ﹤0.01%
70,900
+40,400
+132% +$1.55M
TJX icon
774
PUT
TJX Companies
TJX
$139B
$3.06M ﹤0.01%
+80,000
New +$2.9M
WMB icon
775
CALL
Williams Companies
WMB
$91.9B
$3.05M ﹤0.01%
+100,000
New +$2.91M
29 30
31
32 33

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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.