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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 | |
|---|---|---|---|---|---|---|
|
551
PUT
Boeing
BA
$175B
| $5.9M | 0.01% |
+20,000
| New | +$5.41M |
|
|
UPL
552
PUT
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
| $5.89M | 0.01% |
650,000
-160,000
| -20% | -$1.4M |
|
553
PUT
McKesson
MCK
$101B
| $5.85M | 0.01% |
+37,500
| New | +$5.56M |
|
554
American Express
AXP
$228B
| $5.85M | 0.01% |
+58,877
| New | +$5.61M |
|
|
DISH
555
DELISTED
DISH Network Corp.
DISH
| $5.83M | 0.01% |
122,055
+58,502
| +92% | +$2.92M |
|
556
PUT
Hershey
HSY
$35.9B
| $5.82M | 0.01% |
+51,300
| New | +$5.64M |
|
557
PUT
Shopify
SHOP
$159B
| $5.81M | 0.01% |
575,000
| – | – |
|
558
Pfizer
PFE
$142B
| $5.79M | 0.01% |
+168,422
| New | +$5.74M |
|
|
TIF
559
CALL
DELISTED
Tiffany & Co.
TIF
| $5.78M | 0.01% |
55,600
+39,300
| +241% | +$3.75M |
|
560
PUT
Conagra Brands
CAG
$7.19B
| $5.76M | 0.01% |
153,000
-52,000
| -25% | -$1.85M |
|
|
S
561
DELISTED
Sprint Corporation
S
| $5.71M | 0.01% |
969,079
+226,166
| +30% | +$1.43M |
|
|
XYZ
562
Block Inc
XYZ
$49.2B
| $5.7M | 0.01% |
164,467
+142,917
| +663% | +$5.23M |
|
563
CALL
ConocoPhillips
COP
$145B
| $5.65M | 0.01% |
103,000
+80,000
| +348% | +$4.11M |
|
564
PUT
Ambarella
AMBA
$3.25B
| $5.62M | 0.01% |
+95,700
| New | +$5.32M |
|
565
Chevron
CVX
$383B
| $5.59M | 0.01% |
+44,679
| New | +$5.3M |
|
566
CALL
Incyte
INCY
$24.9B
| $5.59M | 0.01% |
+59,000
| New | +$6.17M |
|
567
PUT
United Rentals
URI
$66.5B
| $5.59M | 0.01% |
32,500
-260,300
| -89% | -$39.6M |
|
|
SHPG
568
CALL
DELISTED
Shire pic
SHPG
| $5.58M | 0.01% |
+36,000
| New | +$5.34M |
|
569
PUT
Marriott International
MAR
$99B
| $5.58M | 0.01% |
41,100
+25,000
| +155% | +$3.07M |
|
570
AT&T
T
$159B
| $5.58M | 0.01% |
+189,915
| New | +$5.19M |
|
|
KSU
571
CALL
DELISTED
Kansas City Southern
KSU
| $5.58M | 0.01% |
53,000
+41,000
| +342% | +$4.37M |
|
572
PUT
Lumen
LUMN
$6.76B
| $5.56M | 0.01% |
333,200
+200,000
| +150% | +$3.39M |
|
573
CME Group
CME
$96.1B
| $5.54M | 0.01% |
37,960
+7,960
| +27% | +$1.13M |
|
574
Western Digital
WDC
$184B
| $5.53M | 0.01% |
92,034
-61,947
| -40% | -$3.99M |
|
575
CALL
GoDaddy
GDDY
$13.2B
| $5.53M | 0.01% |
+110,000
| New | +$5.22M |
|
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.