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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 | |
|---|---|---|---|---|---|---|
726
CALL
Capri Holdings
CPRI
$1.83B
| $3.51M | ﹤0.01% |
55,800
+38,600
| +224% | +$2.12M |
|
727
CALL
RTX Corp
RTX
$288B
| $3.51M | ﹤0.01% |
+43,698
| New | +$3.32M |
|
728
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.05B
| $3.49M | ﹤0.01% |
31,667
| – | – |
|
729
PUT
Aptiv
APTV
$11.8B
| $3.48M | ﹤0.01% |
41,000
| – | – |
|
730
Kimberly-Clark
KMB
$36.5B
| $3.47M | ﹤0.01% |
+28,768
| New | +$3.36M |
|
731
lululemon athletica
LULU
$13.5B
| $3.46M | ﹤0.01% |
43,999
-31,141
| -41% | -$2.08M |
|
732
PUT
Lesaka Technologies
LSAK
$403M
| $3.45M | ﹤0.01% |
290,500
+240,500
| +481% | +$2.44M |
|
|
SPLK
733
CALL
DELISTED
Splunk Inc
SPLK
| $3.44M | ﹤0.01% |
41,500
+35,000
| +538% | +$2.57M |
|
|
CLVS
734
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $3.4M | ﹤0.01% |
50,000
+30,000
| +150% | +$2.1M |
|
735
PUT
Harley-Davidson
HOG
$2.58B
| $3.4M | ﹤0.01% |
66,800
-75,100
| -53% | -$3.65M |
|
|
TWTR
736
CALL
DELISTED
Twitter, Inc.
TWTR
| $3.38M | ﹤0.01% |
140,900
-371,400
| -72% | -$7.63M |
|
737
PUT
Abercrombie & Fitch
ANF
$4.44B
| $3.38M | ﹤0.01% |
194,000
| – | – |
|
738
Walmart Inc
WMT
$887B
| $3.38M | ﹤0.01% |
+102,600
| New | +$3.14M |
|
|
KSU
739
PUT
DELISTED
Kansas City Southern
KSU
| $3.38M | ﹤0.01% |
32,100
+11,200
| +54% | +$1.19M |
|
|
740
PUT
Capri Holdings
CPRI
$1.83B
| $3.38M | ﹤0.01% |
+53,600
| New | +$2.94M |
|
741
Oracle
ORCL
$366B
| $3.36M | ﹤0.01% |
+71,160
| New | +$3.49M |
|
|
DYN
742
DELISTED
Dynegy, Inc.
DYN
| $3.33M | ﹤0.01% |
+281,292
| New | +$3.14M |
|
|
EXAS
743
PUT
DELISTED
Exact Sciences
EXAS
| $3.31M | ﹤0.01% |
63,000
+15,000
| +31% | +$801K |
|
744
CALL
Peabody Energy
BTU
$2.61B
| $3.31M | ﹤0.01% |
+84,000
| New | +$2.73M |
|
|
RHT
745
DELISTED
Red Hat Inc
RHT
| $3.3M | ﹤0.01% |
27,470
+22,996
| +514% | +$2.82M |
|
|
JNPR
746
DELISTED
Juniper Networks
JNPR
| $3.3M | ﹤0.01% |
+115,721
| New | +$3.13M |
|
747
PUT
Bank OZK
OZK
$5.57B
| $3.29M | ﹤0.01% |
+68,000
| New | +$3.16M |
|
748
PUT
Cencora
COR
$60.4B
| $3.29M | ﹤0.01% |
35,800
+1,100
| +3% | +$91K |
|
749
3M
MMM
$90.5B
| $3.29M | ﹤0.01% |
16,696
+4,988
| +43% | +$960K |
|
750
PUT
Welltower
WELL
$170B
| $3.28M | ﹤0.01% |
51,500
+51,300
| +25,650% | +$3.44M |
|
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.