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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 | |
|---|---|---|---|---|---|---|
1226
State Street
STT
$50.6B
| $903K | ﹤0.01% |
+9,247
| New | +$884K |
|
1227
PUT
Chemours
CC
$2.5B
| $901K | ﹤0.01% |
+18,000
| New | +$943K |
|
1228
Smith & Wesson
SWBI
$651M
| $901K | ﹤0.01% |
91,263
+90,741
| +17,383% | +$981K |
|
1229
CALL
Sysco
SYY
$40.8B
| $899K | ﹤0.01% |
14,800
| – | – |
|
1230
CALL
MasTec
MTZ
$20.8B
| $896K | ﹤0.01% |
18,300
-31,700
| -63% | -$1.41M |
|
|
ETP
1231
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
| $896K | ﹤0.01% |
50,000
| – | – |
|
|
GRMN
1232
CALL
Garmin
GRMN
$56.7B
| $894K | ﹤0.01% |
+15,000
| New | +$880K |
|
|
SNCR
1233
PUT
DELISTED
Synchronoss Technologies
SNCR
| $894K | ﹤0.01% |
11,111
| – | – |
|
|
CS
1234
CALL
DELISTED
Credit Suisse Group
CS
| $893K | ﹤0.01% |
50,000
| – | – |
|
1235
Vertex Pharmaceuticals
VRTX
$121B
| $887K | ﹤0.01% |
+5,920
| New | +$877K |
|
1236
CALL
Hasbro
HAS
$13.3B
| $881K | ﹤0.01% |
+9,700
| New | +$910K |
|
|
LMRK
1237
CALL
DELISTED
Landmark Infrastructure Partners LP Common Units
LMRK
| $880K | ﹤0.01% |
48,600
| – | – |
|
1238
PUT
Axalta
AXTA
$7.66B
| $874K | ﹤0.01% |
27,000
-46,900
| -63% | -$1.49M |
|
1239
CBRE Group
CBRE
$42.5B
| $871K | ﹤0.01% |
20,108
+20,024
| +23,838% | +$830K |
|
1240
Travelers Companies
TRV
$78.1B
| $868K | ﹤0.01% |
+6,400
| New | +$845K |
|
1241
Weyerhaeuser
WY
$18B
| $864K | ﹤0.01% |
24,516
+20,473
| +506% | +$724K |
|
|
OCLR
1242
DELISTED
Oclaro Inc.
OCLR
| $864K | ﹤0.01% |
+128,135
| New | +$946K |
|
1243
MGIC Investment
MTG
$6.16B
| $859K | ﹤0.01% |
60,874
+60,144
| +8,239% | +$846K |
|
|
1244
PUT
State Street
STT
$50.6B
| $859K | ﹤0.01% |
8,800
| – | – |
|
1245
Delta Air Lines
DAL
$57.5B
| $858K | ﹤0.01% |
15,320
-115,486
| -88% | -$6.03M |
|
|
STML
1246
PUT
DELISTED
Stemline Therapeutics, Inc.
STML
| $858K | ﹤0.01% |
+55,000
| New | +$736K |
|
1247
PUT
DigitalBridge
DBRG
$2.93B
| $856K | ﹤0.01% |
18,750
| – | – |
|
1248
eBay
EBAY
$50.6B
| $856K | ﹤0.01% |
+22,680
| New | +$842K |
|
1249
Navient
NAVI
$789M
| $853K | ﹤0.01% |
+64,066
| New | +$809K |
|
1250
PUT
Range Resources
RRC
$9.38B
| $853K | ﹤0.01% |
50,000
+32,000
| +178% | +$576K |
|
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.