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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+7.66%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$73.6B
AUM Growth
+$13B
Cap. Flow
+$9.23B
Cap. Flow %
12.54%
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 Financials 0.85%
2 Technology 0.72%
3 Consumer Discretionary 0.46%
4 Industrials 0.43%
5 Communication Services 0.32%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CAT icon
76
PUT
Caterpillar
CAT
$361B
$94.8M 0.13%
601,900
-1,066,700
-64% -$148M
HEDJ icon
77
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.81B
$92.4M 0.13%
+2,900,000
New +$94.2M
MET icon
78
PUT
MetLife
MET
$62.4B
$91.7M 0.12%
1,813,000
+240,000
+15% +$12.6M
MAC icon
79
Macerich
MAC
$7.4B
$91.3M 0.12%
1,390,008
+1,308,301
+1,601% +$80M
C icon
80
CALL
Citigroup
C
$213B
$87.6M 0.12%
1,177,200
-86,300
-7% -$6.38M
BAC icon
81
Bank of America
BAC
$429B
$87.3M 0.12%
2,956,829
+1,320,171
+81% +$36.4M
HYG icon
82
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$86.7M 0.12%
993,200
-1,281,800
-56% -$112M
KO icon
83
CALL
Coca-Cola
KO
$383B
$86.6M 0.12%
1,888,300
+1,091,000
+137% +$50.2M
XBI icon
84
PUT
State Street SPDR S&P Biotech ETF
XBI
$10B
$83.2M 0.11%
980,500
+748,000
+322% +$62.7M
V icon
85
PUT
Visa
V
$701B
$82M 0.11%
719,100
+435,000
+153% +$48M
MON
86
PUT
DELISTED
Monsanto Co
MON
$81.8M 0.11%
700,100
+604,500
+632% +$71.9M
TWX
87
PUT
DELISTED
Time Warner Inc
TWX
$80.5M 0.11%
880,000
+660,000
+300% +$62.4M
IEF icon
88
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
$80.5M 0.11%
762,300
+300,900
+65% +$31.9M
VZ icon
89
CALL
Verizon
VZ
$197B
$80M 0.11%
1,511,700
+949,100
+169% +$46.7M
FEZ icon
90
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.29B
$79.4M 0.11%
1,950,000
– –
TSLA icon
91
PUT
Tesla
TSLA
$1.18T
$78.9M 0.11%
3,799,500
-1,662,000
-30% -$36.1M
USO icon
92
CALL
United States Oil Fund
USO
$2.15B
$78M 0.11%
811,913
-118,312
-13% -$10.5M
WYNN icon
93
PUT
Wynn Resorts
WYNN
$10.3B
$77.2M 0.1%
457,700
+380,700
+494% +$58.7M
SVXY icon
94
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$217M
$76.8M 0.1%
299,400
+217,500
+266% +$48.2M
GM icon
95
CALL
General Motors
GM
$80.9B
$76M 0.1%
1,853,500
-910,500
-33% -$39.5M
KRE icon
96
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
$75.4M 0.1%
1,280,919
-111,750
-8% -$6.42M
LVS icon
97
CALL
Las Vegas Sands
LVS
$32.2B
$75.1M 0.1%
1,080,600
+1,069,300
+9,463% +$71.3M
META icon
98
Meta Platforms (Facebook)
META
$1.49T
$74.8M 0.1%
423,835
+246,412
+139% +$43.6M
MU icon
99
CALL
Micron Technology
MU
$835B
$74.7M 0.1%
1,815,600
+873,900
+93% +$37.6M
V icon
100
CALL
Visa
V
$701B
$74.5M 0.1%
653,200
+100,700
+18% +$11.1M
2 3
4
5 6

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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KBC Group
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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 deployed $9.23B of net new capital in Q4 2017, opening 2,351 new positions and adding to 689 existing holdings. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M.

By sector, the portfolio is most concentrated in Financials at 0.85% of assets, up from 0.69% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was iShares MSCI EAFE ETF, an estimated $227M trimmed.

  • 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.