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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 | |
|---|---|---|---|---|---|---|
1001
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
| $1.61M | ﹤0.01% |
96,706
+58,206
| +151% | +$930K |
|
|
NVO
1002
CALL
Novo Nordisk
NVO
$208B
| $1.6M | ﹤0.01% |
59,800
-1,800
| -3% | -$45.8K |
|
1003
PNC Financial Services
PNC
$99.7B
| $1.6M | ﹤0.01% |
+11,120
| New | +$1.54M |
|
|
OSG
1004
CALL
Octave Specialty Group
OSG
$243M
| $1.6M | ﹤0.01% |
+100,000
| New | +$1.54M |
|
1005
PUT
CDW
CDW
$18.9B
| $1.6M | ﹤0.01% |
+23,000
| New | +$1.58M |
|
1006
PUT
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
| $1.59M | ﹤0.01% |
+50,000
| New | +$1.62M |
|
|
RSO
1007
PUT
DELISTED
Resource Capital Corp.
RSO
| $1.59M | ﹤0.01% |
+170,000
| New | +$1.7M |
|
|
SODA
1008
PUT
DELISTED
SodaStream International Ltd
SODA
| $1.59M | ﹤0.01% |
22,600
+2,600
| +13% | +$172K |
|
1009
CALL
Cameco
CCJ
$37.6B
| $1.59M | ﹤0.01% |
172,000
+70,000
| +69% | +$656K |
|
1010
Bunge Global
BG
$20.4B
| $1.59M | ﹤0.01% |
23,642
+14,871
| +170% | +$1.01M |
|
|
DO
1011
DELISTED
Diamond Offshore Drilling
DO
| $1.58M | ﹤0.01% |
85,113
+43,210
| +103% | +$703K |
|
|
KEM
1012
DELISTED
KEMET Corporation
KEM
| $1.57M | ﹤0.01% |
+104,376
| New | +$1.99M |
|
1013
CALL
Grand Canyon Education
LOPE
$3.85B
| $1.57M | ﹤0.01% |
+17,500
| New | +$1.58M |
|
1014
PUT
Eagle Bancorp
EGBN
$846M
| $1.56M | ﹤0.01% |
+27,000
| New | +$1.73M |
|
1015
CALL
Under Armour
UAA
$2.84B
| $1.55M | ﹤0.01% |
107,800
+35,800
| +50% | +$517K |
|
1016
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
| $1.55M | ﹤0.01% |
6,031
-53,757
| -90% | -$11.9M |
|
|
BNY
1017
PUT
Bank of New York Mellon
BNY
$106B
| $1.54M | ﹤0.01% |
28,600
-551,400
| -95% | -$29.4M |
|
|
AMTD
1018
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $1.53M | ﹤0.01% |
+30,000
| New | +$1.5M |
|
1019
ConocoPhillips
COP
$147B
| $1.53M | ﹤0.01% |
+27,920
| New | +$1.44M |
|
1020
KeyCorp
KEY
$24.2B
| $1.53M | ﹤0.01% |
76,004
+27,069
| +55% | +$510K |
|
1021
PUT
Accenture
ACN
$102B
| $1.53M | ﹤0.01% |
+10,000
| New | +$1.45M |
|
|
RVNC
1022
PUT
DELISTED
Revance Therapeutics, Inc.
RVNC
| $1.52M | ﹤0.01% |
+42,600
| New | +$1.22M |
|
|
BRFS
1023
PUT
DELISTED
BRF SA
BRFS
| $1.52M | ﹤0.01% |
+135,000
| New | +$1.72M |
|
1024
Charter Communications
CHTR
$17.3B
| $1.52M | ﹤0.01% |
+4,520
| New | +$1.54M |
|
1025
PUT
Green Plains
GPRE
$1.18B
| $1.52M | ﹤0.01% |
+90,000
| New | +$1.58M |
|
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.