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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 | |
|---|---|---|---|---|---|---|
451
JPMorgan Chase
JPM
$933B
| $8.67M | 0.01% |
+81,040
| New | +$8.21M |
|
|
PXD
452
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $8.64M | 0.01% |
50,000
+47,500
| +1,900% | +$7.32M |
|
453
CALL
Truist Financial
TFC
$63.5B
| $8.61M | 0.01% |
173,200
-1,000
| -0.6% | -$48.3K |
|
454
CALL
Halozyme
HALO
$9.88B
| $8.6M | 0.01% |
424,500
-162,500
| -28% | -$2.99M |
|
455
PUT
Bristol-Myers Squibb
BMY
$132B
| $8.58M | 0.01% |
+140,000
| New | +$8.76M |
|
|
MMP
456
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $8.51M | 0.01% |
120,000
-80,000
| -40% | -$5.45M |
|
|
VMW
457
CALL
DELISTED
VMware, Inc
VMW
| $8.51M | 0.01% |
67,900
+7,600
| +13% | +$912K |
|
|
CIT
458
PUT
DELISTED
CIT Group Inc.
CIT
| $8.49M | 0.01% |
172,500
+165,000
| +2,200% | +$8M |
|
459
CALL
Viatris
VTRS
$20.7B
| $8.46M | 0.01% |
+200,000
| New | +$7.65M |
|
|
FITB
460
PUT
Fifth Third Bancorp
FITB
$51.3B
| $8.38M | 0.01% |
276,200
-10,200
| -4% | -$297K |
|
461
McDonald's
MCD
$191B
| $8.37M | 0.01% |
+48,655
| New | +$8.17M |
|
462
ExxonMobil
XOM
$651B
| $8.28M | 0.01% |
+99,000
| New | +$8.19M |
|
463
PUT
Hain Celestial
HAIN
$44.4M
| $8.27M | 0.01% |
195,000
-50,000
| -20% | -$1.98M |
|
|
CXO
464
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $8.26M | 0.01% |
55,000
+50,000
| +1,000% | +$6.95M |
|
465
PUT
XPO
XPO
$23.4B
| $8.24M | 0.01% |
260,225
+75,176
| +41% | +$1.92M |
|
|
CELG
466
CALL
DELISTED
Celgene Corp
CELG
| $8.15M | 0.01% |
78,100
+58,100
| +291% | +$6.56M |
|
467
CALL
Travelers Companies
TRV
$78.4B
| $8.14M | 0.01% |
60,000
-158,100
| -72% | -$20.9M |
|
468
CALL
Dollar General
DG
$28.1B
| $8.12M | 0.01% |
87,300
+63,300
| +264% | +$5.44M |
|
469
PUT
Boyd Gaming
BYD
$6.47B
| $8.06M | 0.01% |
+230,000
| New | +$6.96M |
|
470
PUT
Kroger
KR
$35.4B
| $8.06M | 0.01% |
293,500
+210,700
| +254% | +$4.91M |
|
471
CALL
Mastercard
MA
$510B
| $8.04M | 0.01% |
53,100
-81,700
| -61% | -$12.1M |
|
472
GE Aerospace
GE
$368B
| $8.02M | 0.01% |
+95,895
| New | +$9.16M |
|
|
JWN
473
PUT
DELISTED
Nordstrom
JWN
| $7.96M | 0.01% |
168,000
-40,000
| -19% | -$1.72M |
|
474
CALL
Hershey
HSY
$35.9B
| $7.95M | 0.01% |
+70,000
| New | +$7.7M |
|
475
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
| $7.92M | 0.01% |
104,653
+49,368
| +89% | +$3.59M |
|
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.