We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
OCLR
1601
CALL
DELISTED
Oclaro Inc.
OCLR
| $459K | ﹤0.01% |
68,100
-161,900
| -70% | -$1.2M |
|
1602
Cimpress
CMPR
$2.39B
| $458K | ﹤0.01% |
+3,822
| New | +$438K |
|
1603
InterDigital
IDCC
$7.87B
| $458K | ﹤0.01% |
6,013
+5,513
| +1,103% | +$412K |
|
|
JONE
1604
DELISTED
Jones Energy, Inc.
JONE
| $458K | ﹤0.01% |
20,836
+8,557
| +70% | +$200K |
|
1605
Eagle Bancorp
EGBN
$846M
| $457K | ﹤0.01% |
+7,897
| New | +$506K |
|
1606
First Citizens BancShares
FCNCA
$24.9B
| $457K | ﹤0.01% |
+1,134
| New | +$455K |
|
1607
CALL
Realty Income
O
$59.6B
| $456K | ﹤0.01% |
8,256
| – | – |
|
1608
Performance Food Group
PFGC
$18B
| $456K | ﹤0.01% |
+13,776
| New | +$404K |
|
|
TOUR
1609
Tuniu
TOUR
$53.9M
| $456K | ﹤0.01% |
+5,950
| New | +$465K |
|
1610
CALL
Ventas
VTR
$48B
| $456K | ﹤0.01% |
7,600
| – | – |
|
1611
AutoZone
AZO
$49.2B
| $455K | ﹤0.01% |
+640
| New | +$409K |
|
1612
Planet Fitness
PLNT
$4.42B
| $455K | ﹤0.01% |
+13,146
| New | +$389K |
|
1613
WaFd
WAFD
$2.72B
| $455K | ﹤0.01% |
+13,272
| New | +$456K |
|
|
CUTR
1614
CALL
DELISTED
Cutera, Inc.
CUTR
| $454K | ﹤0.01% |
+10,000
| New | +$422K |
|
|
NUVA
1615
DELISTED
NuVasive, Inc.
NUVA
| $454K | ﹤0.01% |
+7,770
| New | +$441K |
|
1616
EastGroup Properties
EGP
$11.2B
| $453K | ﹤0.01% |
+5,124
| New | +$466K |
|
1617
CALL
Brighthouse Financial
BHF
$3.56B
| $452K | ﹤0.01% |
7,713
| – | – |
|
1618
CALL
State Street SPDR S&P Retail ETF
XRT
$449M
| $452K | ﹤0.01% |
+10,000
| New | +$420K |
|
1619
Cardinal Health
CAH
$53.9B
| $451K | ﹤0.01% |
7,360
-11,727
| -61% | -$725K |
|
1620
RBC Bearings
RBC
$17.4B
| $451K | ﹤0.01% |
+3,570
| New | +$448K |
|
|
RTN
1621
PUT
DELISTED
Raytheon Company
RTN
| $451K | ﹤0.01% |
2,400
| – | – |
|
1622
CALL
General Dynamics
GD
$104B
| $448K | ﹤0.01% |
2,200
| – | – |
|
1623
CALL
KraneShares Bosera MSCI China A 50 Connect Index ETF
KBA
$147M
| $448K | ﹤0.01% |
+13,000
| New | +$447K |
|
1624
CALL
Marriott International
MAR
$98.3B
| $448K | ﹤0.01% |
3,300
+1,300
| +65% | +$160K |
|
1625
uniQure
QURE
$3.03B
| $448K | ﹤0.01% |
+22,858
| New | +$348K |
|
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.