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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 | |
|---|---|---|---|---|---|---|
401
Deere & Co
DE
$165B
| $10.3M | 0.01% |
+66,092
| New | +$9.25M |
|
402
CALL
AstraZeneca
AZN
$269B
| $10.3M | 0.01% |
149,000
+3,950
| +3% | +$266K |
|
403
PUT
General Mills
GIS
$20.2B
| $10.3M | 0.01% |
174,400
-25,300
| -13% | -$1.37M |
|
|
GGP
404
CALL
DELISTED
GGP Inc.
GGP
| $10.3M | 0.01% |
442,000
-8,000
| -2% | -$178K |
|
405
CALL
Applied Materials
AMAT
$347B
| $10.3M | 0.01% |
201,600
+111,400
| +124% | +$6.04M |
|
|
UNIT
406
Uniti Group
UNIT
$2.52B
| $10.2M | 0.01% |
575,154
+492,737
| +598% | +$8.12M |
|
407
CALL
Western Digital
WDC
$159B
| $10.2M | 0.01% |
170,138
+40,219
| +31% | +$2.59M |
|
408
PUT
US Bancorp
USB
$97.9B
| $10.2M | 0.01% |
190,100
-342,600
| -64% | -$18.4M |
|
|
409
CALL
Deere & Co
DE
$165B
| $10.2M | 0.01% |
65,000
-254,300
| -80% | -$35.6M |
|
|
TTM
410
PUT
DELISTED
Tata Motors Limited
TTM
| $10.1M | 0.01% |
305,000
-45,000
| -13% | -$1.45M |
|
411
CALL
Walt Disney
DIS
$171B
| $10.1M | 0.01% |
93,700
-219,400
| -70% | -$22.6M |
|
412
CALL
FedEx
FDX
$73B
| $9.98M | 0.01% |
40,000
-141,100
| -78% | -$32.3M |
|
|
FL
413
CALL
DELISTED
Foot Locker
FL
| $9.94M | 0.01% |
212,000
+210,000
| +10,500% | +$7.84M |
|
414
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
| $9.92M | 0.01% |
+120,000
| New | +$9.89M |
|
415
Yelp
YELP
$1.54B
| $9.9M | 0.01% |
236,020
+99,844
| +73% | +$4.44M |
|
|
GG
416
PUT
DELISTED
Goldcorp Inc
GG
| $9.88M | 0.01% |
773,600
-106,000
| -12% | -$1.37M |
|
|
FNGN
417
PUT
DELISTED
Financial Engines, Inc.
FNGN
| $9.85M | 0.01% |
+325,000
| New | +$10.2M |
|
418
PUT
Chipotle Mexican Grill
CMG
$43.9B
| $9.83M | 0.01% |
+1,700,000
| New | +$10.1M |
|
419
Trinity Industries
TRN
$2.92B
| $9.81M | 0.01% |
363,592
-475,485
| -57% | -$11.9M |
|
420
Ambarella
AMBA
$3.04B
| $9.8M | 0.01% |
166,735
+165,010
| +9,566% | +$9.17M |
|
421
iShares MSCI South Korea ETF
EWY
$20.1B
| $9.74M | 0.01% |
129,987
+65,004
| +100% | +$4.81M |
|
422
CALL
United Airlines
UAL
$38.8B
| $9.61M | 0.01% |
142,500
+51,000
| +56% | +$3.18M |
|
423
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.51B
| $9.59M | 0.01% |
163,000
| – | – |
|
424
CALL
Boyd Gaming
BYD
$6.75B
| $9.59M | 0.01% |
273,600
+137,600
| +101% | +$4.16M |
|
425
CALL
Alkermes
ALKS
$8.11B
| $9.58M | 0.01% |
+175,000
| New | +$8.93M |
|
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.