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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 | |
|---|---|---|---|---|---|---|
|
201
CALL
Boeing
BA
$169B
| $29.5M | 0.04% |
100,000
+93,000
| +1,329% | +$25.2M |
|
202
CALL
iShares Biotechnology ETF
IBB
$9.45B
| $29.4M | 0.04% |
275,500
+92,500
| +51% | +$9.89M |
|
203
CALL
Bristol-Myers Squibb
BMY
$129B
| $29.1M | 0.04% |
475,000
+325,000
| +217% | +$20.3M |
|
204
SPDR Gold Trust
GLD
$131B
| $29.1M | 0.04% |
235,109
+235,108
| +23,510,800% | +$28.5M |
|
|
TWTR
205
DELISTED
Twitter, Inc.
TWTR
| $28.4M | 0.04% |
1,184,761
+308,199
| +35% | +$6.33M |
|
206
PUT
Mastercard
MA
$498B
| $27.3M | 0.04% |
180,200
-84,800
| -32% | -$12.6M |
|
207
CALL
Kraft Heinz
KHC
$32.8B
| $27.3M | 0.04% |
350,700
+141,600
| +68% | +$11.1M |
|
208
PUT
MGM Resorts International
MGM
$11.7B
| $27M | 0.04% |
808,600
+764,700
| +1,742% | +$24.6M |
|
209
PUT
Verizon
VZ
$197B
| $27M | 0.04% |
509,700
-660,700
| -56% | -$32.5M |
|
210
PUT
AngloGold Ashanti
AU
$39.4B
| $27M | 0.04% |
2,645,000
| – | – |
|
211
PUT
eBay
EBAY
$51.2B
| $26.5M | 0.04% |
701,900
-169,100
| -19% | -$6.28M |
|
212
CALL
Alphabet (Google) Class A
GOOGL
$4.12T
| $26.3M | 0.04% |
500,000
-500,000
| -50% | -$25.8M |
|
213
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$300M
| $26.2M | 0.04% |
775,100
-156,400
| -17% | -$5.45M |
|
214
PUT
Tyson Foods
TSN
$21.5B
| $26.1M | 0.04% |
322,500
-211,900
| -40% | -$16.2M |
|
215
CALL
NVIDIA
NVDA
$4.6T
| $26.1M | 0.04% |
5,400,000
+792,000
| +17% | +$3.93M |
|
216
PUT
McDonald's
MCD
$193B
| $25.9M | 0.04% |
150,600
-25,000
| -14% | -$4.2M |
|
217
PUT
Advanced Micro Devices
AMD
$700B
| $25.9M | 0.04% |
2,517,000
+981,500
| +64% | +$11.5M |
|
218
PUT
Comcast
CMCSA
$87.3B
| $25.2M | 0.03% |
630,000
-24,600
| -4% | -$925K |
|
219
CALL
JD.com
JD
$43.5B
| $24.9M | 0.03% |
600,000
-85,000
| -12% | -$3.34M |
|
220
CALL
Hewlett Packard
HPE
$58.8B
| $24.7M | 0.03% |
1,723,500
+1,698,000
| +6,659% | +$24.1M |
|
221
PUT
HCA Healthcare
HCA
$90.6B
| $24.7M | 0.03% |
281,500
+150,000
| +114% | +$12.1M |
|
|
222
Citigroup
C
$213B
| $24.6M | 0.03% |
330,343
-1,011,918
| -75% | -$74.8M |
|
223
CALL
Ross Stores
ROST
$80.8B
| $24.1M | 0.03% |
+300,000
| New | +$21M |
|
224
PUT
United States Natural Gas Fund
UNG
$450M
| $23.9M | 0.03% |
64,108
-90,880
| -59% | -$8.78M |
|
225
Norfolk Southern
NSC
$75.4B
| $23.8M | 0.03% |
164,385
+60,862
| +59% | +$8.17M |
|
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.