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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 | |
|---|---|---|---|---|---|---|
576
PUT
GoDaddy
GDDY
$13.2B
| $5.53M | 0.01% |
+110,000
| New | +$5.22M |
|
577
Procter & Gamble
PG
$335B
| $5.47M | 0.01% |
59,520
+56,796
| +2,085% | +$5.11M |
|
578
CSX Corp
CSX
$93B
| $5.46M | 0.01% |
+298,059
| New | +$5.28M |
|
579
D.R. Horton
DHI
$40.7B
| $5.42M | 0.01% |
106,106
+104,715
| +7,528% | +$4.88M |
|
580
PUT
JB Hunt Transport Services
JBHT
$25.3B
| $5.4M | 0.01% |
+47,000
| New | +$5.06M |
|
|
APC
581
CALL
DELISTED
Anadarko Petroleum
APC
| $5.36M | 0.01% |
100,000
| – | – |
|
582
General Dynamics
GD
$103B
| $5.36M | 0.01% |
+26,361
| New | +$5.39M |
|
583
PUT
ICICI Bank
IBN
$109B
| $5.35M | 0.01% |
550,000
| – | – |
|
584
Lowe's Companies
LOW
$118B
| $5.33M | 0.01% |
57,382
+24,920
| +77% | +$2.06M |
|
585
PUT
AbbVie
ABBV
$455B
| $5.32M | 0.01% |
55,000
+50,000
| +1,000% | +$4.71M |
|
586
Marriott International
MAR
$99B
| $5.31M | 0.01% |
39,154
-7,230
| -16% | -$888K |
|
587
CALL
ProShares Ultra Bloomberg Crude Oil
UCO
$416M
| $5.27M | 0.01% |
36,000
| – | – |
|
588
Blackrock
BLK
$170B
| $5.27M | 0.01% |
+10,261
| New | +$4.99M |
|
589
CALL
Nabors Industries
NBR
$1.22B
| $5.26M | 0.01% |
+15,400
| New | +$4.91M |
|
|
CIT
590
CALL
DELISTED
CIT Group Inc.
CIT
| $5.26M | 0.01% |
106,800
| – | – |
|
591
CALL
XPO
XPO
$23.4B
| $5.24M | 0.01% |
165,388
-67,947
| -29% | -$1.74M |
|
592
PUT
Target
TGT
$65.6B
| $5.22M | 0.01% |
80,000
-104,000
| -57% | -$6.28M |
|
|
VXX
593
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $5.2M | 0.01% |
+186,287
| New | +$6.15M |
|
|
ATVI
594
PUT
DELISTED
Activision Blizzard
ATVI
| $5.19M | 0.01% |
82,000
| – | – |
|
595
Home Depot
HD
$332B
| $5.17M | 0.01% |
+27,280
| New | +$4.71M |
|
|
PAY
596
CALL
DELISTED
Verifone Systems Inc
PAY
| $5.09M | 0.01% |
287,300
-140,000
| -33% | -$2.6M |
|
|
AKS
597
CALL
DELISTED
AK Steel Holding Corp
AKS
| $5.07M | 0.01% |
895,800
+185,800
| +26% | +$969K |
|
598
Lumen
LUMN
$6.76B
| $5.07M | 0.01% |
303,719
+231,431
| +320% | +$3.92M |
|
|
AMJ
599
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $5.07M | 0.01% |
+184,400
| New | +$5.01M |
|
600
Intel
INTC
$460B
| $5.05M | 0.01% |
+109,320
| New | +$4.77M |
|
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.