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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
DBC icon
1001
Invesco DB Commodity Index Tracking Fund
DBC
$1.95B
$1.61M ﹤0.01%
96,706
+58,206
+151% +$930K
NVO
1002
CALL
Novo Nordisk
NVO
$197B
$1.6M ﹤0.01%
59,800
-1,800
-3% -$45.8K
PNC icon
1003
PNC Financial Services
PNC
$96B
$1.6M ﹤0.01%
+11,120
New +$1.54M
OSG
1004
CALL
Octave Specialty Group
OSG
$226M
$1.6M ﹤0.01%
+100,000
New +$1.54M
CDW icon
1005
PUT
CDW
CDW
$17.8B
$1.6M ﹤0.01%
+23,000
New +$1.58M
HEDJ icon
1006
PUT
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.78B
$1.59M ﹤0.01%
+50,000
New +$1.62M
RSO
1007
PUT
DELISTED
Resource Capital Corp.
RSO
$1.59M ﹤0.01%
+170,000
New +$1.7M
SODA
1008
PUT
DELISTED
SodaStream International Ltd
SODA
$1.59M ﹤0.01%
22,600
+2,600
+13% +$172K
CCJ icon
1009
CALL
Cameco
CCJ
$43.7B
$1.59M ﹤0.01%
172,000
+70,000
+69% +$656K
BG icon
1010
Bunge Global
BG
$23.7B
$1.59M ﹤0.01%
23,642
+14,871
+170% +$1.01M
DO
1011
DELISTED
Diamond Offshore Drilling
DO
$1.58M ﹤0.01%
85,113
+43,210
+103% +$703K
KEM
1012
DELISTED
KEMET Corporation
KEM
$1.57M ﹤0.01%
+104,376
New +$1.99M
LOPE icon
1013
CALL
Grand Canyon Education
LOPE
$3.94B
$1.57M ﹤0.01%
+17,500
New +$1.58M
EGBN icon
1014
PUT
Eagle Bancorp
EGBN
$833M
$1.56M ﹤0.01%
+27,000
New +$1.73M
UAA icon
1015
CALL
Under Armour
UAA
$2.1B
$1.55M ﹤0.01%
107,800
+35,800
+50% +$517K
SVXY icon
1016
ProShares Short VIX Short-Term Futures ETF
SVXY
$255M
$1.55M ﹤0.01%
6,031
-53,757
-90% -$11.9M
BNY
1017
PUT
Bank of New York Mellon
BNY
$110B
$1.54M ﹤0.01%
28,600
-551,400
-95% -$29.4M
AMTD
1018
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.53M ﹤0.01%
+30,000
New +$1.5M
COP icon
1019
ConocoPhillips
COP
$164B
$1.53M ﹤0.01%
+27,920
New +$1.44M
KEY icon
1020
KeyCorp
KEY
$23.2B
$1.53M ﹤0.01%
76,004
+27,069
+55% +$510K
ACN icon
1021
PUT
Accenture
ACN
$108B
$1.53M ﹤0.01%
+10,000
New +$1.45M
RVNC
1022
PUT
DELISTED
Revance Therapeutics, Inc.
RVNC
$1.52M ﹤0.01%
+42,600
New +$1.22M
BRFS
1023
PUT
DELISTED
BRF SA
BRFS
$1.52M ﹤0.01%
+135,000
New +$1.72M
CHTR icon
1024
Charter Communications
CHTR
$16B
$1.52M ﹤0.01%
+4,520
New +$1.54M
GPRE icon
1025
PUT
Green Plains
GPRE
$1.1B
$1.52M ﹤0.01%
+90,000
New +$1.58M
39 40
41
42 43

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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.