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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 | |
|---|---|---|---|---|---|---|
|
ACC
751
PUT
DELISTED
American Campus Communities, Inc.
ACC
| $3.28M | ﹤0.01% |
+80,000
| New | +$3.42M |
|
752
Mastercard
MA
$510B
| $3.28M | ﹤0.01% |
+21,680
| New | +$3.22M |
|
753
CALL
PG&E
PCG
$39.2B
| $3.28M | ﹤0.01% |
+73,100
| New | +$4.09M |
|
754
PUT
Akamai
AKAM
$16.5B
| $3.27M | ﹤0.01% |
50,300
-37,200
| -43% | -$2.06M |
|
755
Wolfspeed
WOLF
$1.24B
| $3.27M | ﹤0.01% |
87,934
+67,944
| +340% | +$2.34M |
|
756
CALL
EOG Resources
EOG
$77.5B
| $3.24M | ﹤0.01% |
30,000
| – | – |
|
757
CALL
Shake Shack
SHAK
$2.54B
| $3.22M | ﹤0.01% |
74,500
+70,500
| +1,763% | +$2.73M |
|
758
HSBC
HSBC
$367B
| $3.21M | ﹤0.01% |
67,998
-1,380
| -2% | -$62.4K |
|
759
PUT
Henry Schein
HSIC
$9.7B
| $3.21M | ﹤0.01% |
+58,523
| New | +$3.39M |
|
760
PUT
Navient
NAVI
$794M
| $3.2M | ﹤0.01% |
+240,000
| New | +$3.03M |
|
|
SN
761
PUT
DELISTED
Sanchez Energy Corporation
SN
| $3.19M | ﹤0.01% |
600,000
-255,000
| -30% | -$1.21M |
|
762
Altria Group
MO
$113B
| $3.18M | ﹤0.01% |
+44,560
| New | +$2.99M |
|
|
FOLD
763
CALL
DELISTED
Amicus Therapeutics
FOLD
| $3.18M | ﹤0.01% |
220,900
+65,300
| +42% | +$897K |
|
764
CALL
Ally Financial
ALLY
$13.2B
| $3.17M | ﹤0.01% |
108,700
-180,400
| -62% | -$4.79M |
|
|
XLNX
765
PUT
DELISTED
Xilinx Inc
XLNX
| $3.16M | ﹤0.01% |
46,800
-134,400
| -74% | -$9.53M |
|
766
PUT
Aflac
AFL
$64.8B
| $3.13M | ﹤0.01% |
71,200
| – | – |
|
767
PUT
TAL Education Group
TAL
$6.85B
| $3.12M | ﹤0.01% |
+105,000
| New | +$3.19M |
|
|
GGP
768
DELISTED
GGP Inc.
GGP
| $3.11M | ﹤0.01% |
+132,916
| New | +$2.96M |
|
|
MSCC
769
PUT
DELISTED
Microsemi Corp
MSCC
| $3.1M | ﹤0.01% |
+60,000
| New | +$3.15M |
|
|
S
770
CALL
DELISTED
Sprint Corporation
S
| $3.1M | ﹤0.01% |
525,700
+95,700
| +22% | +$607K |
|
771
LyondellBasell Industries
LYB
$19.5B
| $3.08M | ﹤0.01% |
+27,935
| New | +$2.9M |
|
|
SODA
772
DELISTED
SodaStream International Ltd
SODA
| $3.07M | ﹤0.01% |
+43,654
| New | +$2.89M |
|
773
CALL
Steel Dynamics
STLD
$36.2B
| $3.06M | ﹤0.01% |
70,900
+40,400
| +132% | +$1.55M |
|
774
PUT
TJX Companies
TJX
$176B
| $3.06M | ﹤0.01% |
+80,000
| New | +$2.9M |
|
775
CALL
Williams Companies
WMB
$86.7B
| $3.05M | ﹤0.01% |
+100,000
| New | +$2.91M |
|
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.