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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 | |
|---|---|---|---|---|---|---|
326
Comcast
CMCSA
$87.3B
| $14.3M | 0.02% |
358,024
-74,710
| -17% | -$2.81M |
|
327
CALL
Stellantis
STLA
$17.4B
| $14.3M | 0.02% |
800,000
| – | – |
|
328
PUT
Lithia Motors
LAD
$9.75B
| $14.2M | 0.02% |
+125,000
| New | +$14.5M |
|
329
American International
AIG
$42.5B
| $14M | 0.02% |
234,425
+230,807
| +6,379% | +$14.2M |
|
|
330
PUT
Stellantis
STLA
$17.4B
| $13.9M | 0.02% |
780,000
| – | – |
|
331
CALL
Honeywell
HON
$76.4B
| $13.8M | 0.02% |
99,630
-66,530
| -40% | -$8.92M |
|
332
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
| $13.7M | 0.02% |
+232,300
| New | +$13.3M |
|
333
PUT
PTC Therapeutics
PTCT
$6.18B
| $13.5M | 0.02% |
+807,000
| New | +$13.7M |
|
334
CALL
Nucor
NUE
$58.3B
| $13.4M | 0.02% |
210,700
+164,500
| +356% | +$9.62M |
|
335
CALL
Tower Semiconductor
TSEM
$21.2B
| $13.4M | 0.02% |
392,500
+36,500
| +10% | +$1.21M |
|
|
IMMU
336
PUT
DELISTED
Immunomedics Inc
IMMU
| $13.3M | 0.02% |
825,200
+30,300
| +4% | +$358K |
|
|
HTZ
337
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $13.3M | 0.02% |
690,600
+633,050
| +1,100% | +$12.2M |
|
338
Wynn Resorts
WYNN
$10.3B
| $13M | 0.02% |
+77,051
| New | +$11.9M |
|
339
Costco
COST
$432B
| $12.9M | 0.02% |
+69,480
| New | +$12M |
|
340
PUT
Western Digital
WDC
$159B
| $12.9M | 0.02% |
214,723
-127,273
| -37% | -$8.19M |
|
341
CALL
PNC Financial Services
PNC
$99.1B
| $12.9M | 0.02% |
89,100
+19,100
| +27% | +$2.64M |
|
342
CALL
eBay
EBAY
$51.2B
| $12.8M | 0.02% |
340,400
+66,300
| +24% | +$2.46M |
|
343
PUT
Macy's
M
$6.51B
| $12.8M | 0.02% |
507,600
| – | – |
|
344
CALL
iShares MSCI Turkey ETF
TUR
$201M
| $12.8M | 0.02% |
+293,800
| New | +$12M |
|
345
CALL
Coty
COTY
$2.4B
| $12.7M | 0.02% |
640,000
+540,000
| +540% | +$9.22M |
|
346
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $12.7M | 0.02% |
110,000
-1,032,500
| -90% | -$117M |
|
|
UNIT
347
PUT
Uniti Group
UNIT
$2.52B
| $12.7M | 0.02% |
711,200
+346,100
| +95% | +$5.71M |
|
348
PUT
TSMC
TSM
$1.94T
| $12.6M | 0.02% |
318,500
-59,300
| -16% | -$2.4M |
|
|
ESRX
349
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $12.6M | 0.02% |
169,000
+156,700
| +1,274% | +$10M |
|
350
CALL
Toll Brothers
TOL
$14B
| $12.6M | 0.02% |
+262,500
| New | +$12.1M |
|
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.