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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 | |
|---|---|---|---|---|---|---|
|
TFCF
501
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
| $7.04M | 0.01% |
206,398
+199,361
| +2,833% | +$5.82M |
|
|
CELG
502
PUT
DELISTED
Celgene Corp
CELG
| $7.03M | 0.01% |
67,400
-2,500
| -4% | -$282K |
|
503
CALL
CSX Corp
CSX
$93B
| $7.02M | 0.01% |
382,800
-1,551,600
| -80% | -$27.5M |
|
504
CALL
EQT Corp
EQT
$33B
| $6.98M | 0.01% |
+225,216
| New | +$7.38M |
|
505
PUT
CF Industries
CF
$19.3B
| $6.9M | 0.01% |
162,300
+54,400
| +50% | +$2.05M |
|
506
Corpay
CPAY
$25.5B
| $6.89M | 0.01% |
35,819
+8,653
| +32% | +$1.52M |
|
|
VMW
507
DELISTED
VMware, Inc
VMW
| $6.85M | 0.01% |
+54,674
| New | +$6.56M |
|
508
PUT
Kohl's
KSS
$2.21B
| $6.85M | 0.01% |
126,300
+80,000
| +173% | +$3.68M |
|
|
PX
509
DELISTED
Praxair Inc
PX
| $6.84M | 0.01% |
44,246
+44,227
| +232,774% | +$6.56M |
|
510
PUT
Estee Lauder
EL
$30.7B
| $6.83M | 0.01% |
53,700
+49,700
| +1,243% | +$5.97M |
|
|
B
511
CALL
Barrick Mining
B
$63.2B
| $6.83M | 0.01% |
472,100
-326,800
| -41% | -$4.82M |
|
512
Gilead Sciences
GILD
$163B
| $6.83M | 0.01% |
95,337
+25,600
| +37% | +$1.94M |
|
513
PUT
Altria Group
MO
$113B
| $6.81M | 0.01% |
95,400
| – | – |
|
514
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $6.81M | 0.01% |
64,468
+64,467
| +6,446,700% | +$6.84M |
|
|
PARA
515
CALL
DELISTED
Paramount Global Class B
PARA
| $6.79M | 0.01% |
115,000
-20,300
| -15% | -$1.17M |
|
516
CALL
Ulta Beauty
ULTA
$22.2B
| $6.71M | 0.01% |
30,000
| – | – |
|
517
Stellantis
STLA
$17B
| $6.7M | 0.01% |
375,433
+46,609
| +14% | +$820K |
|
518
Warner Bros
WBD
$63.9B
| $6.61M | 0.01% |
295,408
+295,138
| +109,310% | +$5.77M |
|
519
CALL
Marathon Petroleum
MPC
$91.7B
| $6.6M | 0.01% |
100,000
-50,700
| -34% | -$3.1M |
|
520
Vulcan Materials
VMC
$35.2B
| $6.59M | 0.01% |
51,334
-5,261
| -9% | -$643K |
|
521
Abbott
ABT
$183B
| $6.58M | 0.01% |
115,275
-137,735
| -54% | -$7.63M |
|
522
PUT
Fortinet
FTNT
$113B
| $6.55M | 0.01% |
+750,000
| New | +$6.11M |
|
523
PUT
Cognizant
CTSH
$24.3B
| $6.53M | 0.01% |
92,000
+90,000
| +4,500% | +$6.58M |
|
|
CMA
524
PUT
DELISTED
Comerica
CMA
| $6.51M | 0.01% |
75,000
| – | – |
|
525
NetEase
NTES
$84.4B
| $6.45M | 0.01% |
93,440
-107,145
| -53% | -$6.69M |
|
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.