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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 | |
|---|---|---|---|---|---|---|
676
PUT
Yum! Brands
YUM
$43.3B
| $4.08M | 0.01% |
50,000
+23,800
| +91% | +$1.88M |
|
677
PUT
Snap
SNAP
$7.89B
| $4.08M | 0.01% |
279,100
+150,000
| +116% | +$2.19M |
|
678
PUT
Republic Services
RSG
$65B
| $4.06M | 0.01% |
+60,000
| New | +$3.87M |
|
|
FOLD
679
PUT
DELISTED
Amicus Therapeutics
FOLD
| $4.03M | 0.01% |
280,000
| – | – |
|
|
SVU
680
DELISTED
SUPERVALU Inc.
SVU
| $3.97M | 0.01% |
183,657
+178,105
| +3,208% | +$3.25M |
|
681
CALL
Best Buy
BBY
$18.5B
| $3.96M | 0.01% |
57,900
-42,100
| -42% | -$2.49M |
|
682
PUT
Under Armour
UAA
$2.91B
| $3.95M | 0.01% |
273,900
-7,100
| -3% | -$103K |
|
683
CarMax
KMX
$8.33B
| $3.94M | 0.01% |
61,417
-17,713
| -22% | -$1.26M |
|
684
CALL
iShares MSCI Canada ETF
EWC
$6.17B
| $3.9M | 0.01% |
+131,500
| New | +$3.83M |
|
685
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
| $3.89M | 0.01% |
47,007
-80,235
| -63% | -$6.62M |
|
|
686
Boeing
BA
$175B
| $3.86M | 0.01% |
13,080
-112,920
| -90% | -$30.6M |
|
|
DFS
687
CALL
DELISTED
Discover Financial Services
DFS
| $3.81M | 0.01% |
49,600
| – | – |
|
|
SFLY
688
DELISTED
Shutterfly, Inc.
SFLY
| $3.8M | 0.01% |
+76,434
| New | +$3.46M |
|
689
Walt Disney
DIS
$167B
| $3.79M | 0.01% |
35,280
-73,610
| -68% | -$7.58M |
|
690
CALL
Teva Pharmaceuticals
TEVA
$41.2B
| $3.79M | 0.01% |
200,000
+100,000
| +100% | +$1.5M |
|
691
PUT
Devon Energy
DVN
$50.9B
| $3.79M | 0.01% |
91,500
| – | – |
|
692
CALL
Emerson Electric
EMR
$83.3B
| $3.78M | 0.01% |
54,300
-30,400
| -36% | -$1.97M |
|
693
Applied Materials
AMAT
$398B
| $3.78M | 0.01% |
73,943
-229,929
| -76% | -$12.5M |
|
694
CALL
Yelp
YELP
$1.44B
| $3.78M | 0.01% |
90,000
-11,500
| -11% | -$512K |
|
|
695
Teva Pharmaceuticals
TEVA
$41.2B
| $3.77M | 0.01% |
+198,897
| New | +$2.99M |
|
696
CALL
Harley-Davidson
HOG
$2.59B
| $3.77M | 0.01% |
74,000
-460,000
| -86% | -$22.4M |
|
697
PUT
Dollar Tree
DLTR
$24.7B
| $3.76M | 0.01% |
35,000
+25,000
| +250% | +$2.44M |
|
|
698
PUT
Best Buy
BBY
$18.5B
| $3.73M | 0.01% |
54,500
-861,800
| -94% | -$51M |
|
699
Tapestry
TPR
$30.8B
| $3.72M | 0.01% |
84,086
+71,346
| +560% | +$2.94M |
|
700
CALL
LyondellBasell Industries
LYB
$19.5B
| $3.72M | 0.01% |
33,700
-700
| -2% | -$72.6K |
|
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.