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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 | |
|---|---|---|---|---|---|---|
651
PUT
Infosys
INFY
$48.4B
| $4.36M | 0.01% |
538,000
-492,000
| -48% | -$3.74M |
|
652
PUT
Cleveland-Cliffs
CLF
$6.64B
| $4.33M | 0.01% |
600,000
+50,000
| +9% | +$333K |
|
653
PUT
Energy Transfer Partners
ET
$69.6B
| $4.32M | 0.01% |
250,000
| – | – |
|
654
NVIDIA
NVDA
$4.72T
| $4.32M | 0.01% |
891,960
-3,861,440
| -81% | -$19.2M |
|
|
TWX
655
DELISTED
Time Warner Inc
TWX
| $4.31M | 0.01% |
+47,165
| New | +$4.46M |
|
656
PUT
SBA Communications
SBAC
$19.3B
| $4.31M | 0.01% |
26,400
-13,400
| -34% | -$2.13M |
|
657
CALL
Chegg
CHGG
$118M
| $4.31M | 0.01% |
264,100
| – | – |
|
658
PUT
Adobe
ADBE
$98.5B
| $4.29M | 0.01% |
24,500
-20,500
| -46% | -$3.53M |
|
659
CALL
Bank OZK
OZK
$5.57B
| $4.28M | 0.01% |
88,300
-4,300
| -5% | -$200K |
|
660
CALL
Netflix
NFLX
$305B
| $4.26M | 0.01% |
222,000
-297,000
| -57% | -$5.72M |
|
|
EXAS
661
CALL
DELISTED
Exact Sciences
EXAS
| $4.24M | 0.01% |
+80,700
| New | +$4.31M |
|
|
CELG
662
DELISTED
Celgene Corp
CELG
| $4.23M | 0.01% |
40,564
-7,231
| -15% | -$816K |
|
663
CALL
Melco Resorts & Entertainment
MLCO
$2.24B
| $4.22M | 0.01% |
+145,400
| New | +$3.71M |
|
664
PUT
APA Corp
APA
$12.8B
| $4.21M | 0.01% |
99,600
+97,000
| +3,731% | +$4.08M |
|
665
PUT
Alcoa
AA
$11.9B
| $4.2M | 0.01% |
78,000
+72,000
| +1,200% | +$3.29M |
|
|
LSI
666
PUT
DELISTED
Life Storage, Inc.
LSI
| $4.19M | 0.01% |
70,500
-75,000
| -52% | -$4.31M |
|
667
Northrop Grumman
NOC
$76B
| $4.16M | 0.01% |
+13,562
| New | +$4.07M |
|
668
Philip Morris
PM
$299B
| $4.16M | 0.01% |
39,384
+39,382
| +1,969,100% | +$4.2M |
|
669
PUT
TransDigm Group
TDG
$69.9B
| $4.12M | 0.01% |
15,000
| – | – |
|
670
PUT
PVH
PVH
$4.01B
| $4.12M | 0.01% |
+30,000
| New | +$3.92M |
|
671
Coca-Cola
KO
$381B
| $4.11M | 0.01% |
+89,600
| New | +$4.12M |
|
672
Kraft Heinz
KHC
$31.3B
| $4.11M | 0.01% |
+52,858
| New | +$4.15M |
|
673
PUT
Ligand Pharmaceuticals
LGND
$5.94B
| $4.11M | 0.01% |
48,090
| – | – |
|
674
Phillips 66
PSX
$84.4B
| $4.1M | 0.01% |
40,491
+16,197
| +67% | +$1.54M |
|
|
PXD
675
DELISTED
Pioneer Natural Resource Co.
PXD
| $4.08M | 0.01% |
+23,614
| New | +$3.64M |
|
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.