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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 | |
|---|---|---|---|---|---|---|
526
PUT
TE Connectivity
TEL
$59.9B
| $6.42M | 0.01% |
67,500
+65,000
| +2,600% | +$5.98M |
|
|
FINL
527
CALL
DELISTED
Finish Line
FINL
| $6.42M | 0.01% |
+441,500
| New | +$4.76M |
|
|
GMLP
528
CALL
DELISTED
Golar LNG Partners LP
GMLP
| $6.41M | 0.01% |
281,200
-1,378,800
| -83% | -$30.2M |
|
529
CALL
Banc of California
BANC
$2.91B
| $6.4M | 0.01% |
310,000
-16,400
| -5% | -$343K |
|
530
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $6.39M | 0.01% |
200,000
| – | – |
|
531
Stanley Black & Decker
SWK
$14.9B
| $6.35M | 0.01% |
37,407
+37,406
| +3,740,600% | +$6.12M |
|
532
CALL
Archer Daniels Midland
ADM
$38.9B
| $6.33M | 0.01% |
157,800
+16,400
| +12% | +$675K |
|
533
PUT
Alphabet (Google) Class A
GOOGL
$4.08T
| $6.32M | 0.01% |
120,000
-460,000
| -79% | -$23.7M |
|
534
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$419M
| $6.32M | 0.01% |
263,000
| – | – |
|
535
PUT
Hasbro
HAS
$13.4B
| $6.29M | 0.01% |
69,200
-45,500
| -40% | -$4.27M |
|
|
BERY
536
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $6.23M | 0.01% |
+115,652
| New | +$6.29M |
|
537
Electronic Arts
EA
$52.9B
| $6.22M | 0.01% |
59,253
+54,744
| +1,214% | +$6.09M |
|
538
CALL
Mondelez International
MDLZ
$80.5B
| $6.21M | 0.01% |
145,100
+136,100
| +1,512% | +$5.71M |
|
539
Texas Instruments
TXN
$255B
| $6.2M | 0.01% |
+59,403
| New | +$5.78M |
|
|
HAPN
540
PUT
Happen Inc
HAPN
$2.23B
| $6.2M | 0.01% |
+300,000
| New | +$7.46M |
|
|
BIG
541
CALL
DELISTED
Big Lots, Inc.
BIG
| $6.18M | 0.01% |
110,000
+100,000
| +1,000% | +$5.42M |
|
542
PUT
Universal Display
OLED
$3.76B
| $6.04M | 0.01% |
+35,000
| New | +$5.58M |
|
543
KKR & Co
KKR
$90.7B
| $6M | 0.01% |
284,804
+241,557
| +559% | +$4.85M |
|
544
Lithia Motors
LAD
$9.24B
| $5.94M | 0.01% |
+52,296
| New | +$6.08M |
|
545
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
| $5.93M | 0.01% |
100,000
-450,000
| -82% | -$26M |
|
546
United Parcel Service
UPS
$89.5B
| $5.92M | 0.01% |
+49,719
| New | +$5.84M |
|
|
SAVE
547
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $5.92M | 0.01% |
132,000
+22,000
| +20% | +$846K |
|
548
CALL
Vanguard FTSE Europe ETF
VGK
$30.8B
| $5.92M | 0.01% |
100,000
| – | – |
|
549
CALL
Crown Castle
CCI
$33.4B
| $5.91M | 0.01% |
+53,200
| New | +$5.74M |
|
550
Netflix
NFLX
$305B
| $5.9M | 0.01% |
307,380
+170,910
| +125% | +$3.29M |
|
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.