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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 | |
|---|---|---|---|---|---|---|
351
PUT
FedEx
FDX
$73B
| $12.5M | 0.02% |
50,200
-141,700
| -74% | -$32.4M |
|
352
CALL
Regions Financial
RF
$26.3B
| $12.5M | 0.02% |
723,600
-56,600
| -7% | -$905K |
|
353
CALL
Colgate-Palmolive
CL
$73.3B
| $12.4M | 0.02% |
164,500
+105,000
| +176% | +$7.67M |
|
|
DISH
354
CALL
DELISTED
DISH Network Corp.
DISH
| $12.2M | 0.02% |
255,000
+65,000
| +34% | +$3.24M |
|
|
VMW
355
PUT
DELISTED
VMware, Inc
VMW
| $12.2M | 0.02% |
97,100
-70,500
| -42% | -$8.46M |
|
356
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $12.2M | 0.02% |
100,000
-1,105,000
| -92% | -$134M |
|
|
357
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $12.2M | 0.02% |
100,000
-1,190,000
| -92% | -$144M |
|
358
AngloGold Ashanti
AU
$41.6B
| $12.1M | 0.02% |
1,191,466
-21,389
| -2% | -$206K |
|
|
CERN
359
CALL
DELISTED
Cerner Corp
CERN
| $12.1M | 0.02% |
+180,000
| New | +$12.4M |
|
|
CERN
360
PUT
DELISTED
Cerner Corp
CERN
| $12.1M | 0.02% |
+180,000
| New | +$12.4M |
|
361
PUT
BHP
BHP
$218B
| $12M | 0.02% |
292,805
| – | – |
|
|
RHT
362
PUT
DELISTED
Red Hat Inc
RHT
| $12M | 0.02% |
+100,000
| New | +$12.3M |
|
363
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
| $12M | 0.02% |
330,100
-330,800
| -50% | -$10.8M |
|
364
PUT
Costco
COST
$423B
| $12M | 0.02% |
64,400
| – | – |
|
|
TFCF
365
PUT
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $11.9M | 0.02% |
350,000
+175,000
| +100% | +$5.11M |
|
366
PUT
Home Depot
HD
$332B
| $11.9M | 0.02% |
62,600
-844,400
| -93% | -$146M |
|
|
TFCFA
367
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $11.7M | 0.02% |
339,500
+300,000
| +759% | +$8.95M |
|
368
CALL
NXP Semiconductors
NXPI
$61.8B
| $11.7M | 0.02% |
+100,000
| New | +$11.6M |
|
369
Kroger
KR
$35.4B
| $11.7M | 0.02% |
+424,555
| New | +$9.89M |
|
370
CALL
Prudential Financial
PRU
$42.6B
| $11.6M | 0.02% |
100,800
| – | – |
|
371
PUT
Teck Resources
TECK
$30.7B
| $11.6M | 0.02% |
442,000
| – | – |
|
|
ANDV
372
CALL
DELISTED
Andeavor
ANDV
| $11.4M | 0.02% |
100,000
-14,500
| -13% | -$1.56M |
|
373
Intercontinental Exchange
ICE
$87.7B
| $11.4M | 0.02% |
161,504
+71,991
| +80% | +$4.94M |
|
374
CVS Health
CVS
$134B
| $11.4M | 0.02% |
+157,025
| New | +$11.4M |
|
375
PUT
Ralph Lauren
RL
$23B
| $11.4M | 0.02% |
109,500
+50,000
| +84% | +$4.62M |
|
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.