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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 | |
|---|---|---|---|---|---|---|
|
SIVB
876
CALL
DELISTED
SVB Financial Group
SIVB
| $2.34M | ﹤0.01% |
10,000
| – | – |
|
877
PUT
Neurocrine Biosciences
NBIX
$16.7B
| $2.33M | ﹤0.01% |
+30,000
| New | +$2.05M |
|
878
Tronox
TROX
$952M
| $2.32M | ﹤0.01% |
+113,175
| New | +$2.76M |
|
879
CALL
Cadence Design Systems
CDNS
$93.2B
| $2.3M | ﹤0.01% |
+55,000
| New | +$2.36M |
|
880
Dollar General
DG
$28B
| $2.28M | ﹤0.01% |
+24,493
| New | +$2.11M |
|
881
CALL
Axalta
AXTA
$7.66B
| $2.27M | ﹤0.01% |
70,000
+24,500
| +54% | +$776K |
|
882
PUT
Cemex
CX
$17.1B
| $2.25M | ﹤0.01% |
+300,000
| New | +$2.37M |
|
883
CALL
Novartis
NVS
$297B
| $2.25M | ﹤0.01% |
+29,909
| New | +$2.26M |
|
884
Accenture
ACN
$101B
| $2.21M | ﹤0.01% |
+14,440
| New | +$2.09M |
|
|
MNK
885
PUT
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $2.21M | ﹤0.01% |
98,000
+50,000
| +104% | +$1.34M |
|
|
EQM
886
CALL
DELISTED
EQM Midstream Partners, LP
EQM
| $2.19M | ﹤0.01% |
30,000
| – | – |
|
887
Occidental Petroleum
OXY
$56.3B
| $2.19M | ﹤0.01% |
+29,735
| New | +$2.02M |
|
888
Caterpillar
CAT
$378B
| $2.19M | ﹤0.01% |
+13,880
| New | +$1.93M |
|
889
SLB Ltd
SLB
$73.4B
| $2.18M | ﹤0.01% |
+32,360
| New | +$2.1M |
|
890
Cognizant
CTSH
$24.9B
| $2.18M | ﹤0.01% |
+30,653
| New | +$2.24M |
|
891
CALL
Teladoc Health
TDOC
$1.24B
| $2.17M | ﹤0.01% |
+62,300
| New | +$2.07M |
|
892
CALL
Upbound Group
UPBD
$1.12B
| $2.17M | ﹤0.01% |
195,000
-240,700
| -55% | -$2.64M |
|
|
MIC
893
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $2.16M | ﹤0.01% |
+33,600
| New | +$2.28M |
|
894
Essex Property Trust
ESS
$18.3B
| $2.14M | ﹤0.01% |
+8,876
| New | +$2.24M |
|
895
CALL
HP
HPQ
$24.8B
| $2.14M | ﹤0.01% |
101,700
+11,700
| +13% | +$249K |
|
896
PUT
Starwood Property Trust
STWD
$5.93B
| $2.13M | ﹤0.01% |
100,000
+57,500
| +135% | +$1.25M |
|
897
CALL
AutoZone
AZO
$49.3B
| $2.13M | ﹤0.01% |
3,000
-15,600
| -84% | -$9.97M |
|
898
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.99B
| $2.12M | ﹤0.01% |
25,000
-4,200
| -14% | -$352K |
|
|
DISCK
899
CALL
DELISTED
Discovery, Inc. Series C Common Stock
DISCK
| $2.12M | ﹤0.01% |
+100,000
| New | +$1.84M |
|
900
PUT
Philip Morris
PM
$298B
| $2.11M | ﹤0.01% |
+20,000
| New | +$2.13M |
|
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.