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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
BA icon
201
CALL
Boeing
BA
$163B
$29.5M 0.04%
100,000
+93,000
+1,329% +$25.2M
IBB icon
202
CALL
iShares Biotechnology ETF
IBB
$10.4B
$29.4M 0.04%
275,500
+92,500
+51% +$9.89M
BMY icon
203
CALL
Bristol-Myers Squibb
BMY
$132B
$29.1M 0.04%
475,000
+325,000
+217% +$20.3M
GLD icon
204
SPDR Gold Trust
GLD
$149B
$29.1M 0.04%
235,109
+235,108
+23,510,800% +$28.5M
TWTR
205
DELISTED
Twitter, Inc.
TWTR
$28.4M 0.04%
1,184,761
+308,199
+35% +$6.33M
MA icon
206
PUT
Mastercard
MA
$497B
$27.3M 0.04%
180,200
-84,800
-32% -$12.6M
KHC icon
207
CALL
Kraft Heinz
KHC
$29.2B
$27.3M 0.04%
350,700
+141,600
+68% +$11.1M
MGM icon
208
PUT
MGM Resorts International
MGM
$10.2B
$27M 0.04%
808,600
+764,700
+1,742% +$24.6M
VZ icon
209
PUT
Verizon
VZ
$207B
$27M 0.04%
509,700
-660,700
-56% -$32.5M
AU icon
210
PUT
AngloGold Ashanti
AU
$54.9B
$27M 0.04%
2,645,000
– –
EBAY icon
211
PUT
eBay
EBAY
$46.1B
$26.5M 0.04%
701,900
-169,100
-19% -$6.28M
GOOGL icon
212
CALL
Alphabet (Google) Class A
GOOGL
$4.04T
$26.3M 0.04%
500,000
-500,000
-50% -$25.8M
TBT icon
213
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$305M
$26.2M 0.04%
775,100
-156,400
-17% -$5.45M
TSN icon
214
PUT
Tyson Foods
TSN
$18.2B
$26.1M 0.04%
322,500
-211,900
-40% -$16.2M
NVDA icon
215
CALL
NVIDIA
NVDA
$5.4T
$26.1M 0.04%
5,400,000
+792,000
+17% +$3.93M
MCD icon
216
PUT
McDonald's
MCD
$179B
$25.9M 0.04%
150,600
-25,000
-14% -$4.2M
AMD icon
217
PUT
Advanced Micro Devices
AMD
$851B
$25.9M 0.04%
2,517,000
+981,500
+64% +$11.5M
CMCSA icon
218
PUT
Comcast
CMCSA
$87.3B
$25.2M 0.03%
630,000
-24,600
-4% -$925K
JD icon
219
CALL
JD.com
JD
$36.5B
$24.9M 0.03%
600,000
-85,000
-12% -$3.34M
HPE icon
220
CALL
Hewlett Packard
HPE
$78.2B
$24.7M 0.03%
1,723,500
+1,698,000
+6,659% +$24.1M
HCA icon
221
PUT
HCA Healthcare
HCA
$91.3B
$24.7M 0.03%
281,500
+150,000
+114% +$12.1M
C icon
222
Citigroup
C
$231B
$24.6M 0.03%
330,343
-1,011,918
-75% -$74.8M
ROST icon
223
CALL
Ross Stores
ROST
$72B
$24.1M 0.03%
+300,000
New +$21M
UNG icon
224
PUT
United States Natural Gas Fund
UNG
$546M
$23.9M 0.03%
64,108
-90,880
-59% -$8.78M
NSC icon
225
Norfolk Southern
NSC
$72.6B
$23.8M 0.03%
164,385
+60,862
+59% +$8.17M
7 8
9
10 11

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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.