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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 | |
|---|---|---|---|---|---|---|
126
PUT
Broadcom
AVGO
$1.76T
| $51.7M | 0.07% |
2,013,000
-2,016,000
| -50% | -$52.4M |
|
127
JD.com
JD
$43.5B
| $51.6M | 0.07% |
1,246,332
-650,876
| -34% | -$25.6M |
|
128
PUT
PayPal
PYPL
$50.3B
| $50.8M | 0.07% |
689,500
-437,000
| -39% | -$31.6M |
|
129
CALL
Southwest Airlines
LUV
$21.7B
| $50.7M | 0.07% |
773,900
+229,400
| +42% | +$13.5M |
|
130
Micron Technology
MU
$835B
| $50.1M | 0.07% |
1,218,626
+932,096
| +325% | +$40.2M |
|
131
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $49.6M | 0.07% |
428,600
+326,000
| +318% | +$37M |
|
132
CALL
IBM
IBM
$213B
| $49.5M | 0.07% |
337,440
-223,425
| -40% | -$32.5M |
|
133
PUT
Vale
VALE
$62.3B
| $49.5M | 0.07% |
4,045,700
+130,000
| +3% | +$1.38M |
|
134
CALL
Home Depot
HD
$337B
| $49.2M | 0.07% |
259,600
-1,367,500
| -84% | -$236M |
|
135
CALL
Tesla
TSLA
$1.18T
| $49M | 0.07% |
2,361,000
+345,000
| +17% | +$7.5M |
|
136
CALL
HCA Healthcare
HCA
$90.6B
| $48.3M | 0.07% |
550,000
+250,000
| +83% | +$20.1M |
|
137
Qorvo
QRVO
$7.9B
| $48M | 0.07% |
720,609
+106,507
| +17% | +$7.76M |
|
138
PUT
PepsiCo
PEP
$196B
| $47.7M | 0.06% |
398,100
| – | – |
|
139
CALL
Delta Air Lines
DAL
$56.7B
| $46.9M | 0.06% |
837,600
+237,600
| +40% | +$12.4M |
|
140
PUT
iShares MSCI ACWI ETF
ACWI
$32B
| $46.9M | 0.06% |
650,000
| – | – |
|
141
PUT
Newmont
NEM
$96.2B
| $46.8M | 0.06% |
1,248,000
+98,000
| +9% | +$3.6M |
|
142
PUT
Merck
MRK
$322B
| $46.6M | 0.06% |
867,639
+612,032
| +239% | +$33.9M |
|
143
CALL
T-Mobile US
TMUS
$195B
| $46.5M | 0.06% |
732,500
-100,000
| -12% | -$6.1M |
|
|
144
CALL
Merck
MRK
$322B
| $46.4M | 0.06% |
864,495
+41,815
| +5% | +$2.32M |
|
145
PUT
Walmart Inc
WMT
$909B
| $46.4M | 0.06% |
1,410,000
+1,314,000
| +1,369% | +$40.2M |
|
146
PUT
Oracle
ORCL
$339B
| $46.3M | 0.06% |
978,800
-1,073,900
| -52% | -$52.7M |
|
|
TWX
147
CALL
DELISTED
Time Warner Inc
TWX
| $45.7M | 0.06% |
500,000
+400,000
| +400% | +$37.8M |
|
148
CALL
GE Aerospace
GE
$364B
| $43.6M | 0.06% |
520,758
-105,541
| -17% | -$10.1M |
|
|
149
PayPal
PYPL
$50.3B
| $42.5M | 0.06% |
577,472
+338,028
| +141% | +$24.4M |
|
150
CALL
Danaher
DHR
$138B
| $42.5M | 0.06% |
516,060
+177,660
| +53% | +$14.4M |
|
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.