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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 | |
|---|---|---|---|---|---|---|
|
PIR
1126
PUT
DELISTED
Pier 1 Imports, Inc.
PIR
| $1.18M | ﹤0.01% |
14,225
-275
| -2% | -$24.5K |
|
1127
Cigna
CI
$73.8B
| $1.17M | ﹤0.01% |
+5,775
| New | +$1.15M |
|
|
CONN
1128
DELISTED
Conn's Inc.
CONN
| $1.17M | ﹤0.01% |
32,770
-9,893
| -23% | -$302K |
|
1129
Stryker
SYK
$125B
| $1.16M | ﹤0.01% |
+7,520
| New | +$1.15M |
|
|
FINL
1130
PUT
DELISTED
Finish Line
FINL
| $1.16M | ﹤0.01% |
+80,000
| New | +$862K |
|
|
AVP
1131
CALL
DELISTED
Avon Products, Inc.
AVP
| $1.16M | ﹤0.01% |
537,500
+437,500
| +438% | +$940K |
|
1132
PUT
Darden Restaurants
DRI
$23.3B
| $1.15M | ﹤0.01% |
12,000
| – | – |
|
1133
Texas Capital Bancshares
TCBI
$4.3B
| $1.15M | ﹤0.01% |
+12,957
| New | +$1.12M |
|
|
GCAP
1134
CALL
DELISTED
Gain Capital Holdings, Inc.
GCAP
| $1.15M | ﹤0.01% |
+115,000
| New | +$824K |
|
1135
PUT
DexCom
DXCM
$32.2B
| $1.15M | ﹤0.01% |
+80,000
| New | +$1.04M |
|
|
GAP
1136
The Gap Inc
GAP
$7.23B
| $1.15M | ﹤0.01% |
33,659
-23,817
| -41% | -$710K |
|
1137
PUT
Stoneridge
SRI
$195M
| $1.14M | ﹤0.01% |
+50,000
| New | +$1.12M |
|
1138
Prudential Financial
PRU
$42.4B
| $1.14M | ﹤0.01% |
+9,920
| New | +$1.11M |
|
|
MNK
1139
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
| $1.14M | ﹤0.01% |
50,572
+44,348
| +713% | +$1.19M |
|
1140
Ford
F
$58.5B
| $1.14M | ﹤0.01% |
91,160
+9,038
| +11% | +$111K |
|
1141
TJX Companies
TJX
$174B
| $1.14M | ﹤0.01% |
+29,760
| New | +$1.08M |
|
1142
Littelfuse
LFUS
$11.2B
| $1.13M | ﹤0.01% |
+5,716
| New | +$1.15M |
|
1143
Capital One
COF
$128B
| $1.13M | ﹤0.01% |
+11,320
| New | +$1.03M |
|
1144
Best Buy
BBY
$18.2B
| $1.13M | ﹤0.01% |
+16,432
| New | +$972K |
|
|
ATVI
1145
DELISTED
Activision Blizzard
ATVI
| $1.12M | ﹤0.01% |
17,680
+8,603
| +95% | +$544K |
|
|
FITB
1146
Fifth Third Bancorp
FITB
$51.2B
| $1.12M | ﹤0.01% |
+36,859
| New | +$1.08M |
|
|
DO
1147
PUT
DELISTED
Diamond Offshore Drilling
DO
| $1.12M | ﹤0.01% |
60,000
-550,000
| -90% | -$8.94M |
|
|
PPLI
1148
PUT
People Inc
PPLI
$3.09B
| $1.11M | ﹤0.01% |
50,918
-279,211
| -85% | -$6.25M |
|
1149
CALL
Sarepta Therapeutics
SRPT
$1.57B
| $1.11M | ﹤0.01% |
20,000
+19,900
| +19,900% | +$1.05M |
|
1150
PUT
Aon
AON
$76.5B
| $1.11M | ﹤0.01% |
+8,300
| New | +$1.18M |
|
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.