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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 | |
|---|---|---|---|---|---|---|
301
PUT
Salesforce
CRM
$154B
| $16.2M | 0.02% |
158,000
+125,500
| +386% | +$12.8M |
|
302
PUT
iShares Silver Trust
SLV
$27.7B
| $16.1M | 0.02% |
1,005,000
-600,000
| -37% | -$9.47M |
|
|
GRUB
303
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $16M | 0.02% |
111,700
+106,200
| +1,931% | +$13.3M |
|
304
PUT
General Dynamics
GD
$103B
| $16M | 0.02% |
+78,500
| New | +$16M |
|
305
PUT
Dollar General
DG
$28.4B
| $16M | 0.02% |
171,600
+167,600
| +4,190% | +$14.4M |
|
306
PUT
PG&E
PCG
$39B
| $16M | 0.02% |
+355,800
| New | +$19.9M |
|
307
CALL
Nike
NKE
$64.1B
| $15.8M | 0.02% |
253,000
+71,100
| +39% | +$4.09M |
|
308
PUT
Melco Resorts & Entertainment
MLCO
$2.21B
| $15.7M | 0.02% |
542,100
+451,100
| +496% | +$11.5M |
|
309
PUT
Booking.com
BKNG
$156B
| $15.6M | 0.02% |
225,000
-502,500
| -69% | -$36.4M |
|
310
PepsiCo
PEP
$196B
| $15.6M | 0.02% |
+130,129
| New | +$14.9M |
|
|
PXD
311
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $15.6M | 0.02% |
+90,000
| New | +$13.9M |
|
312
PUT
The Mosaic Company
MOS
$7.19B
| $15.4M | 0.02% |
601,000
| – | – |
|
313
CALL
iShares MSCI South Korea ETF
EWY
$20.1B
| $15M | 0.02% |
200,000
-200,000
| -50% | -$14.8M |
|
314
PUT
Nucor
NUE
$58.3B
| $14.8M | 0.02% |
232,600
-71,600
| -24% | -$4.19M |
|
315
CALL
PayPal
PYPL
$49.9B
| $14.7M | 0.02% |
200,000
-335,000
| -63% | -$24.2M |
|
316
PUT
United Parcel Service
UPS
$88.9B
| $14.6M | 0.02% |
122,300
-21,400
| -15% | -$2.52M |
|
|
WW
317
PUT
DELISTED
WW International
WW
| $14.6M | 0.02% |
329,100
| – | – |
|
318
PUT
Ford
F
$60.9B
| $14.5M | 0.02% |
1,164,900
-809,200
| -41% | -$9.96M |
|
319
PUT
JetBlue
JBLU
$2.16B
| $14.5M | 0.02% |
650,000
+150,000
| +30% | +$3.06M |
|
320
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
| $14.5M | 0.02% |
42,000
| – | – |
|
321
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $14.5M | 0.02% |
478,452
-337,684
| -41% | -$9.94M |
|
322
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $14.5M | 0.02% |
400,000
-200,000
| -33% | -$6.88M |
|
323
CALL
Lowe's Companies
LOW
$121B
| $14.4M | 0.02% |
155,200
+55,200
| +55% | +$4.56M |
|
|
AGN
324
PUT
DELISTED
Allergan plc
AGN
| $14.4M | 0.02% |
88,000
-14,400
| -14% | -$2.58M |
|
325
CALL
Pultegroup
PHM
$25.2B
| $14.4M | 0.02% |
432,000
+309,700
| +253% | +$9.62M |
|
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.