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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 | |
|---|---|---|---|---|---|---|
376
CALL
Eagle Materials
EXP
$6.49B
| $11.3M | 0.02% |
100,000
+45,000
| +82% | +$4.87M |
|
377
CALL
Ford
F
$60.9B
| $11.3M | 0.02% |
906,800
-205,900
| -19% | -$2.54M |
|
378
MetLife
MET
$62.4B
| $11.3M | 0.02% |
223,300
+133,722
| +149% | +$7.04M |
|
379
CALL
Royal Caribbean
RCL
$86.5B
| $11.2M | 0.02% |
93,700
+68,600
| +273% | +$8.49M |
|
|
VIAB
380
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $11.1M | 0.02% |
358,700
-10,000
| -3% | -$272K |
|
381
PUT
Hewlett Packard
HPE
$58.8B
| $11M | 0.02% |
769,300
+377,400
| +96% | +$5.36M |
|
382
PG&E
PCG
$39B
| $11M | 0.02% |
+246,240
| New | +$13.8M |
|
383
PUT
Take-Two Interactive
TTWO
$46.1B
| $11M | 0.02% |
100,300
-105,400
| -51% | -$11.5M |
|
384
PUT
Tower Semiconductor
TSEM
$21.2B
| $10.8M | 0.01% |
318,000
+83,500
| +36% | +$2.77M |
|
|
AABA
385
PUT
DELISTED
Altaba Inc
AABA
| $10.8M | 0.01% |
155,000
-220,000
| -59% | -$15.3M |
|
386
PUT
SLB Ltd
SLB
$72.7B
| $10.8M | 0.01% |
160,000
| – | – |
|
387
CALL
Becton Dickinson
BDX
$46.4B
| $10.8M | 0.01% |
+51,609
| New | +$10.8M |
|
388
RTX Corp
RTX
$290B
| $10.8M | 0.01% |
+134,129
| New | +$10.2M |
|
389
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.81B
| $10.7M | 0.01% |
334,866
+334,864
| +16,743,200% | +$10.9M |
|
390
PUT
ArcelorMittal
MT
$49.5B
| $10.7M | 0.01% |
330,000
-600,000
| -65% | -$17.8M |
|
391
CALL
Amazon
AMZN
$2.44T
| $10.6M | 0.01% |
182,000
| – | – |
|
392
PUT
Applied Materials
AMAT
$347B
| $10.6M | 0.01% |
207,900
+10,000
| +5% | +$542K |
|
393
CALL
Etsy
ETSY
$8.12B
| $10.6M | 0.01% |
+516,700
| New | +$9.12M |
|
394
PTC Therapeutics
PTCT
$6.18B
| $10.6M | 0.01% |
+633,384
| New | +$10.7M |
|
395
CALL
Electronic Arts
EA
$52.7B
| $10.5M | 0.01% |
+100,000
| New | +$11.1M |
|
|
396
PUT
Electronic Arts
EA
$52.7B
| $10.5M | 0.01% |
+100,000
| New | +$11.1M |
|
397
CALL
Goodyear
GT
$2.09B
| $10.5M | 0.01% |
325,000
| – | – |
|
398
CALL
Dycom Industries
DY
$11.2B
| $10.4M | 0.01% |
93,500
+91,500
| +4,575% | +$8.83M |
|
399
Alphabet (Google) Class C
GOOG
$4.11T
| $10.4M | 0.01% |
199,020
-87,460
| -31% | -$4.45M |
|
400
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
| $10.4M | 0.01% |
30,000
-292,400
| -91% | -$98.5M |
|
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.