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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
CPAY icon
151
CALL
Corpay
CPAY
$26.7B
$42.3M 0.06%
220,000
+70,000
+47% +$12.3M
TMUS icon
152
PUT
T-Mobile US
TMUS
$190B
$42.2M 0.06%
665,000
-535,000
-45% -$32.6M
SLV icon
153
CALL
iShares Silver Trust
SLV
$32.7B
$42.1M 0.06%
2,635,000
-1,140,000
-30% -$18M
XOP icon
154
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$42.1M 0.06%
282,875
-746,725
-73% -$104M
EWA icon
155
PUT
iShares MSCI Australia ETF
EWA
$1.32B
$41.9M 0.06%
1,806,200
– –
RSX
156
PUT
DELISTED
VanEck Russia ETF
RSX
$41.6M 0.06%
1,960,000
+960,000
+96% +$21M
B
157
PUT
Barrick Mining
B
$73.4B
$41.5M 0.06%
2,867,000
-2,635,600
-48% -$38.9M
GWW icon
158
PUT
W.W. Grainger
GWW
$60.2B
$41.4M 0.06%
175,200
+1,400
+0.8% +$290K
MDLZ icon
159
PUT
Mondelez International
MDLZ
$79.7B
$41.4M 0.06%
966,200
+380,000
+65% +$16M
CSCO icon
160
CALL
Cisco
CSCO
$431B
$41.3M 0.06%
1,078,300
-1,380,600
-56% -$49.3M
UNG icon
161
CALL
United States Natural Gas Fund
UNG
$546M
$40.6M 0.06%
108,777
-112,986
-51% -$10.9M
MSFT icon
162
Microsoft
MSFT
$3.65T
$39.5M 0.05%
461,967
-31,052
-6% -$2.55M
HLF icon
163
PUT
Herbalife
HLF
$1.32B
$39.3M 0.05%
+1,160,000
New +$40.6M
TBT icon
164
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
$38.8M 0.05%
1,150,000
+1,100,000
+2,200% +$38.3M
MET icon
165
CALL
MetLife
MET
$60.8B
$38.8M 0.05%
767,200
+59,000
+8% +$3.11M
XLI icon
166
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$38.8M 0.05%
512,100
+455,000
+797% +$33.1M
XLY icon
167
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$38.7M 0.05%
784,892
+523,070
+200% +$24.6M
PRKS icon
168
CALL
United Parks & Resorts
PRKS
$1.76B
$38.6M 0.05%
2,846,600
-15,000
-0.5% -$187K
BHC icon
169
PUT
Bausch Health
BHC
$2.3B
$38.5M 0.05%
1,854,500
+1,000,100
+117% +$15.9M
BHC icon
170
CALL
Bausch Health
BHC
$2.3B
$38.4M 0.05%
1,849,800
+1,749,800
+1,750% +$27.7M
MS icon
171
Morgan Stanley
MS
$338B
$38.4M 0.05%
731,698
+386,601
+112% +$19.6M
NKE icon
172
PUT
Nike
NKE
$55.4B
$38.1M 0.05%
609,800
+35,800
+6% +$2.06M
FCX icon
173
CALL
Freeport-McMoran
FCX
$109B
$37.5M 0.05%
1,978,600
-773,600
-28% -$11.7M
AXP icon
174
PUT
American Express
AXP
$217B
$37.2M 0.05%
375,000
-1,722,700
-82% -$164M
CVS icon
175
PUT
CVS Health
CVS
$122B
$37.2M 0.05%
512,900
+158,900
+45% +$11.6M
5 6
7
8 9

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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.