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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 | |
|---|---|---|---|---|---|---|
276
CALL
Digital Realty Trust
DLR
$69.6B
| $17.9M | 0.02% |
157,000
+155,000
| +7,750% | +$18.3M |
|
277
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.75B
| $17.8M | 0.02% |
490,000
-499,400
| -50% | -$16.3M |
|
278
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $17.8M | 0.02% |
300,000
| – | – |
|
279
CALL
Advanced Micro Devices
AMD
$700B
| $17.6M | 0.02% |
1,716,200
+1,449,100
| +543% | +$16.9M |
|
280
CALL
Constellation Brands
STZ
$22.5B
| $17.6M | 0.02% |
77,000
-183,000
| -70% | -$39.6M |
|
|
281
PUT
Constellation Brands
STZ
$22.5B
| $17.6M | 0.02% |
77,000
-175,000
| -69% | -$37.8M |
|
|
MTOR
282
CALL
DELISTED
MERITOR, Inc.
MTOR
| $17.6M | 0.02% |
750,000
| – | – |
|
|
MTOR
283
PUT
DELISTED
MERITOR, Inc.
MTOR
| $17.6M | 0.02% |
750,000
| – | – |
|
284
PUT
C.H. Robinson
CHRW
$20.5B
| $17.6M | 0.02% |
197,000
+11,900
| +6% | +$971K |
|
285
PUT
Goodyear
GT
$2.09B
| $17.5M | 0.02% |
541,800
+196,800
| +57% | +$6.25M |
|
|
GGP
286
PUT
DELISTED
GGP Inc.
GGP
| $17.4M | 0.02% |
+745,000
| New | +$16.6M |
|
287
PUT
Intercontinental Exchange
ICE
$87.2B
| $17.3M | 0.02% |
245,000
+45,000
| +23% | +$3.09M |
|
288
CALL
iShares US Home Construction ETF
ITB
$2.32B
| $17.3M | 0.02% |
395,400
+4,400
| +1% | +$178K |
|
|
VXX
289
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $17.2M | 0.02% |
617,725
+511,000
| +479% | +$16.9M |
|
290
CALL
Duke Energy
DUK
$101B
| $17.2M | 0.02% |
205,000
+194,000
| +1,764% | +$16.9M |
|
|
DISH
291
PUT
DELISTED
DISH Network Corp.
DISH
| $17M | 0.02% |
355,700
+255,000
| +253% | +$12.7M |
|
292
PUT
Viatris
VTRS
$20.8B
| $16.9M | 0.02% |
+400,000
| New | +$15.3M |
|
|
HTZ
293
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $16.9M | 0.02% |
880,515
+575,500
| +189% | +$11.1M |
|
294
CALL
Golar LNG
GLNG
$4.82B
| $16.9M | 0.02% |
566,000
+375,800
| +198% | +$9.04M |
|
295
PUT
American International
AIG
$42.5B
| $16.8M | 0.02% |
282,400
+16,700
| +6% | +$1.03M |
|
296
CALL
Eaton
ETN
$141B
| $16.6M | 0.02% |
+210,000
| New | +$16.3M |
|
297
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $16.5M | 0.02% |
142,377
+113,253
| +389% | +$12.9M |
|
298
CALL
Target
TGT
$66.3B
| $16.4M | 0.02% |
251,000
+64,400
| +35% | +$3.89M |
|
299
PUT
iShares US Real Estate ETF
IYR
$4.75B
| $16.4M | 0.02% |
202,100
-875,000
| -81% | -$71M |
|
300
PUT
NRG Energy
NRG
$26.2B
| $16.3M | 0.02% |
572,900
+334,200
| +140% | +$9.09M |
|
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.