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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 | |
|---|---|---|---|---|---|---|
|
TLRD
426
CALL
DELISTED
Tailored Brands, Inc.
TLRD
| $9.54M | 0.01% |
+436,800
| New | +$7.33M |
|
|
TLRD
427
PUT
DELISTED
Tailored Brands, Inc.
TLRD
| $9.54M | 0.01% |
+436,800
| New | +$7.33M |
|
428
US Bancorp
USB
$97.9B
| $9.52M | 0.01% |
177,702
+29,217
| +20% | +$1.57M |
|
429
PUT
Banc of California
BANC
$2.87B
| $9.5M | 0.01% |
460,000
| – | – |
|
430
PUT
United Airlines
UAL
$38.8B
| $9.4M | 0.01% |
139,400
-260,300
| -65% | -$16.2M |
|
431
CALL
Newmont
NEM
$96.2B
| $9.39M | 0.01% |
250,200
-75,000
| -23% | -$2.76M |
|
432
CALL
Gilead Sciences
GILD
$165B
| $9.38M | 0.01% |
131,000
-175,000
| -57% | -$13.3M |
|
|
MON
433
CALL
DELISTED
Monsanto Co
MON
| $9.34M | 0.01% |
80,000
+50,000
| +167% | +$5.95M |
|
434
PUT
Danaher
DHR
$138B
| $9.28M | 0.01% |
112,800
| – | – |
|
435
PUT
Intuit
INTU
$91.1B
| $9.2M | 0.01% |
+58,300
| New | +$8.89M |
|
436
CALL
Procter & Gamble
PG
$340B
| $9.19M | 0.01% |
+100,000
| New | +$8.99M |
|
|
STI
437
DELISTED
SunTrust Banks, Inc.
STI
| $9.13M | 0.01% |
+141,408
| New | +$8.63M |
|
|
CATM
438
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $9.07M | 0.01% |
+490,000
| New | +$9.8M |
|
439
CALL
Hain Celestial
HAIN
$44.6M
| $9.07M | 0.01% |
214,000
+50,000
| +30% | +$1.98M |
|
440
United States Oil Fund
USO
$2.15B
| $9.06M | 0.01% |
94,299
-42,525
| -31% | -$3.77M |
|
|
RSX
441
CALL
DELISTED
VanEck Russia ETF
RSX
| $9.02M | 0.01% |
425,000
-800,000
| -65% | -$17.5M |
|
442
CALL
TJX Companies
TJX
$179B
| $8.98M | 0.01% |
235,000
| – | – |
|
443
CALL
Tyson Foods
TSN
$21.5B
| $8.96M | 0.01% |
110,500
-107,300
| -49% | -$8.21M |
|
444
PUT
Golar LNG
GLNG
$4.82B
| $8.82M | 0.01% |
296,000
+294,000
| +14,700% | +$7.07M |
|
445
PUT
Texas Instruments
TXN
$248B
| $8.79M | 0.01% |
84,200
-298,500
| -78% | -$29.1M |
|
446
Alphabet (Google) Class A
GOOGL
$4.12T
| $8.77M | 0.01% |
+166,560
| New | +$8.6M |
|
447
Johnson & Johnson
JNJ
$640B
| $8.77M | 0.01% |
+62,760
| New | +$8.74M |
|
448
PUT
lululemon athletica
LULU
$13.5B
| $8.76M | 0.01% |
111,500
-380,000
| -77% | -$25.3M |
|
449
CALL
Adobe
ADBE
$105B
| $8.76M | 0.01% |
50,000
-94,000
| -65% | -$16.2M |
|
450
CALL
iShares MSCI Australia ETF
EWA
$1.38B
| $8.72M | 0.01% |
376,200
-525,000
| -58% | -$12M |
|
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.