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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 | |
|---|---|---|---|---|---|---|
701
PUT
Brighthouse Financial
BHF
$3.64B
| $3.72M | 0.01% |
63,369
| – | – |
|
702
PUT
iShares MSCI Mexico ETF
EWW
$1.93B
| $3.71M | 0.01% |
75,300
+48,300
| +179% | +$2.45M |
|
703
PUT
Warner Bros
WBD
$63.9B
| $3.7M | 0.01% |
+165,500
| New | +$3.23M |
|
|
DFS
704
DELISTED
Discover Financial Services
DFS
| $3.7M | 0.01% |
+48,117
| New | +$3.31M |
|
705
PUT
Skyworks Solutions
SWKS
$9.4B
| $3.68M | 0.01% |
38,800
-155,600
| -80% | -$16.2M |
|
|
EMES
706
PUT
DELISTED
Emerge Energy Services LP
EMES
| $3.67M | 0.01% |
+509,800
| New | +$3.99M |
|
|
GOLD
707
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $3.66M | 0.01% |
37,000
| – | – |
|
708
CALL
Macy's
M
$6.56B
| $3.65M | 0.01% |
145,000
-35,000
| -19% | -$768K |
|
709
CALL
ServiceNow
NOW
$114B
| $3.65M | 0.01% |
140,000
+50,000
| +56% | +$1.24M |
|
710
CALL
Valero Energy
VLO
$92.6B
| $3.63M | ﹤0.01% |
39,500
+5,100
| +15% | +$421K |
|
711
PUT
Under Armour Class C
UA
$2.85B
| $3.62M | ﹤0.01% |
+272,000
| New | +$3.56M |
|
712
CALL
BlackBerry
BB
$4.95B
| $3.62M | ﹤0.01% |
324,100
-1,177,000
| -78% | -$12.8M |
|
713
CALL
Motorola Solutions
MSI
$71.5B
| $3.61M | ﹤0.01% |
40,000
-6,000
| -13% | -$546K |
|
714
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$416M
| $3.6M | ﹤0.01% |
24,608
+608
| +3% | +$76.4K |
|
715
AbbVie
ABBV
$455B
| $3.6M | ﹤0.01% |
+37,240
| New | +$3.51M |
|
716
Merck
MRK
$321B
| $3.6M | ﹤0.01% |
66,946
+16,667
| +33% | +$924K |
|
717
PUT
Liberty Global Class A
LBTYA
$3.56B
| $3.58M | ﹤0.01% |
100,000
| – | – |
|
718
PUT
Ulta Beauty
ULTA
$22.2B
| $3.58M | ﹤0.01% |
16,000
-24,600
| -61% | -$5.21M |
|
719
PUT
Yum China
YUMC
$15.9B
| $3.57M | ﹤0.01% |
+89,100
| New | +$3.67M |
|
720
CALL
Post Holdings
POST
$4.21B
| $3.56M | ﹤0.01% |
+68,760
| New | +$3.66M |
|
|
DYN
721
CALL
DELISTED
Dynegy, Inc.
DYN
| $3.56M | ﹤0.01% |
+300,000
| New | +$3.35M |
|
722
PUT
Chubb
CB
$135B
| $3.55M | ﹤0.01% |
24,300
-145,700
| -86% | -$21.8M |
|
|
HIMX
723
CALL
Himax Technologies
HIMX
$2.19B
| $3.52M | ﹤0.01% |
338,000
+88,000
| +35% | +$955K |
|
|
XL
724
CALL
DELISTED
XL Group Ltd.
XL
| $3.52M | ﹤0.01% |
+100,000
| New | +$3.88M |
|
|
XL
725
PUT
DELISTED
XL Group Ltd.
XL
| $3.52M | ﹤0.01% |
+100,000
| New | +$3.88M |
|
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.