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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
GE icon
176
PUT
GE Aerospace
GE
$364B
$36.6M 0.05%
437,857
-155,348
-26% -$14.8M
WYNN icon
177
CALL
Wynn Resorts
WYNN
$10.3B
$36.1M 0.05%
214,300
+143,600
+203% +$22.1M
XPO icon
178
XPO
XPO
$23.4B
$35.7M 0.05%
1,127,320
+149,508
+15% +$3.82M
AABA
179
DELISTED
Altaba Inc
AABA
$35.6M 0.05%
509,118
+247,947
+95% +$17.3M
X
180
PUT
DELISTED
US Steel
X
$35M 0.05%
993,700
-450,000
-31% -$13.1M
EWY icon
181
PUT
iShares MSCI South Korea ETF
EWY
$20.1B
$34.8M 0.05%
465,000
-160,000
-26% -$11.8M
WMT icon
182
CALL
Walmart Inc
WMT
$909B
$34.7M 0.05%
1,054,200
+1,003,500
+1,979% +$30.7M
TCOM icon
183
Trip.com Group
TCOM
$29B
$34.6M 0.05%
783,581
+486,988
+164% +$23.3M
GAP
184
PUT
The Gap Inc
GAP
$7.3B
$34.4M 0.05%
1,010,000
-185,800
-16% -$5.54M
DD icon
185
DuPont de Nemours
DD
$18.6B
$34.3M 0.05%
190,440
-99,302
-34% -$17.9M
PHM icon
186
PUT
Pultegroup
PHM
$25.2B
$33.3M 0.05%
+1,000,000
New +$31.1M
GWW icon
187
W.W. Grainger
GWW
$64.2B
$32.7M 0.04%
138,396
+47,703
+53% +$9.87M
ZTS icon
188
CALL
Zoetis
ZTS
$32.7B
$32.7M 0.04%
453,400
– –
RIO icon
189
PUT
Rio Tinto
RIO
$152B
$32.6M 0.04%
616,500
-650,000
-51% -$31.7M
SBUX icon
190
PUT
Starbucks
SBUX
$119B
$31.8M 0.04%
553,100
-27,800
-5% -$1.57M
NRG icon
191
CALL
NRG Energy
NRG
$26.2B
$31.6M 0.04%
1,111,300
+424,400
+62% +$11.5M
EWJ icon
192
iShares MSCI Japan ETF
EWJ
$21.2B
$31.2M 0.04%
+520,841
New +$30.6M
MS icon
193
CALL
Morgan Stanley
MS
$319B
$31.1M 0.04%
592,700
-199,500
-25% -$10.1M
GOOG icon
194
CALL
Alphabet (Google) Class C
GOOG
$4.11T
$31.1M 0.04%
594,000
+148,000
+33% +$7.53M
DIA icon
195
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$30.9M 0.04%
125,000
-10,000
-7% -$2.37M
IBB icon
196
PUT
iShares Biotechnology ETF
IBB
$9.45B
$30.8M 0.04%
+288,700
New +$30.9M
BX icon
197
PUT
Blackstone
BX
$104B
$30.3M 0.04%
947,000
+50,000
+6% +$1.63M
KO icon
198
PUT
Coca-Cola
KO
$383B
$30M 0.04%
654,400
+588,000
+886% +$27M
EWJ icon
199
CALL
iShares MSCI Japan ETF
EWJ
$21.2B
$30M 0.04%
500,000
-718,750
-59% -$42.2M
X
200
CALL
DELISTED
US Steel
X
$29.9M 0.04%
850,400
+126,900
+18% +$3.69M
6 7
8
9 10

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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.