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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
(+21%)
Cap. Flow
+$9.23B
Cap. Flow
% of AUM
12.54%
Top 10 Holdings %
Top 10 Hldgs %
62.59%
Holding
5,549
New
2,351
Increased
689
Reduced
564
Closed
493
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$118M |
| 2 |
Qualcomm
QCOM
|
+$107M |
| 3 |
Macerich
MAC
|
+$80M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$48.7M |
| 5 |
Meta Platforms (Facebook)
META
|
+$43.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$227M |
| 2 |
Apple
AAPL
|
+$173M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$85M |
| 4 |
Citigroup
C
|
+$74.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
226
CALL
Oracle
ORCL
$339B
| $23.5M | 0.03% |
497,000
+37,000
| +8% | +$1.81M |
|
227
PUT
Union Pacific
UNP
$174B
| $23.5M | 0.03% |
174,900
-215,800
| -55% | -$26M |
|
228
Amazon
AMZN
$2.44T
| $23.1M | 0.03% |
395,460
-435,220
| -52% | -$23.9M |
|
229
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
| $23.1M | 0.03% |
+467,400
| New | +$22M |
|
230
CALL
American International
AIG
$42.5B
| $22.8M | 0.03% |
383,400
-450,300
| -54% | -$27.7M |
|
231
CALL
United Parcel Service
UPS
$88.9B
| $22.8M | 0.03% |
191,100
-291,800
| -60% | -$34.3M |
|
232
CALL
Trip.com Group
TCOM
$29B
| $22.5M | 0.03% |
509,900
-91,200
| -15% | -$4.36M |
|
233
PUT
DuPont de Nemours
DD
$18.6B
| $22.4M | 0.03% |
123,953
+6,594
| +6% | +$1.19M |
|
234
CALL
Monster Beverage
MNST
$95.1B
| $22.3M | 0.03% |
706,200
+564,200
| +397% | +$16.9M |
|
235
PUT
Simon Property Group
SPG
$76.4B
| $22.3M | 0.03% |
130,000
| – | – |
|
236
PUT
Honeywell
HON
$76.4B
| $22.2M | 0.03% |
160,514
| – | – |
|
237
CALL
Starbucks
SBUX
$119B
| $22M | 0.03% |
382,700
+342,200
| +845% | +$19.4M |
|
|
TWTR
238
PUT
DELISTED
Twitter, Inc.
TWTR
| $22M | 0.03% |
915,000
-475,000
| -34% | -$9.76M |
|
239
PUT
Prudential Financial
PRU
$42.6B
| $21.9M | 0.03% |
190,200
| – | – |
|
|
B
240
Barrick Mining
B
$60.9B
| $21.8M | 0.03% |
1,508,320
-867,885
| -37% | -$12.8M |
|
241
United Parks & Resorts
PRKS
$2.19B
| $21.8M | 0.03% |
1,606,626
+532,776
| +50% | +$6.63M |
|
|
242
PUT
Monster Beverage
MNST
$95.1B
| $21.7M | 0.03% |
686,000
+628,000
| +1,083% | +$18.8M |
|
243
PUT
Tapestry
TPR
$30.3B
| $21.7M | 0.03% |
489,900
+410,400
| +516% | +$16.9M |
|
244
PUT
Seagate
STX
$174B
| $21.4M | 0.03% |
512,600
+426,300
| +494% | +$16.3M |
|
245
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
| $21.4M | 0.03% |
108,000
+63,000
| +140% | +$12M |
|
246
PUT
Chevron
CVX
$382B
| $21.3M | 0.03% |
170,000
+70,000
| +70% | +$8.3M |
|
247
CALL
Pfizer
PFE
$143B
| $21.2M | 0.03% |
617,328
-682,570
| -53% | -$23.3M |
|
248
CALL
MGM Resorts International
MGM
$11.7B
| $21.2M | 0.03% |
633,800
+286,200
| +82% | +$9.22M |
|
|
FMI
249
CALL
DELISTED
Foundation Medicine, Inc.
FMI
| $21.1M | 0.03% |
310,000
-30,000
| -9% | -$1.56M |
|
250
CALL
The Mosaic Company
MOS
$7.19B
| $21M | 0.03% |
817,200
+611,000
| +296% | +$14M |
|
Similar funds
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.