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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 | |
|---|---|---|---|---|---|---|
|
SN
951
DELISTED
Sanchez Energy Corporation
SN
| $1.82M | ﹤0.01% |
342,402
+135,122
| +65% | +$639K |
|
952
CALL
Range Resources
RRC
$9.38B
| $1.81M | ﹤0.01% |
106,400
+33,000
| +45% | +$594K |
|
953
Chipotle Mexican Grill
CMG
$47.2B
| $1.8M | ﹤0.01% |
312,100
+311,200
| +34,578% | +$1.86M |
|
954
Intuit
INTU
$86.5B
| $1.8M | ﹤0.01% |
+11,401
| New | +$1.74M |
|
955
DHI Group
DHX
$182M
| $1.79M | ﹤0.01% |
+940,272
| New | +$1.95M |
|
956
Dillards
DDS
$9.19B
| $1.78M | ﹤0.01% |
29,699
+10,148
| +52% | +$562K |
|
957
PUT
Analog Devices
ADI
$179B
| $1.78M | ﹤0.01% |
20,000
-26,700
| -57% | -$2.37M |
|
958
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $1.78M | ﹤0.01% |
58,800
| – | – |
|
|
HDS
959
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.78M | ﹤0.01% |
44,411
-126,604
| -74% | -$4.65M |
|
960
Rockwell Automation
ROK
$53.4B
| $1.77M | ﹤0.01% |
+9,026
| New | +$1.72M |
|
|
GLUU
961
DELISTED
Glu Mobile Inc.
GLUU
| $1.77M | ﹤0.01% |
+486,488
| New | +$1.96M |
|
962
Yum! Brands
YUM
$42.2B
| $1.76M | ﹤0.01% |
21,631
+16
| +0.1% | +$1.27K |
|
|
GG
963
CALL
DELISTED
Goldcorp Inc
GG
| $1.76M | ﹤0.01% |
138,000
-272,000
| -66% | -$3.52M |
|
964
CALL
Dell
DELL
$262B
| $1.76M | ﹤0.01% |
+76,966
| New | +$1.74M |
|
965
PUT
Advanced Energy
AEIS
$11.6B
| $1.75M | ﹤0.01% |
+26,000
| New | +$2.09M |
|
966
PUT
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$187M
| $1.75M | ﹤0.01% |
39,800
| – | – |
|
967
CALL
JB Hunt Transport Services
JBHT
$25.5B
| $1.75M | ﹤0.01% |
+15,200
| New | +$1.64M |
|
|
ENDP
968
PUT
DELISTED
Endo International plc
ENDP
| $1.74M | ﹤0.01% |
+225,000
| New | +$1.68M |
|
969
CALL
NovoCure
NVCR
$1.73B
| $1.74M | ﹤0.01% |
85,900
-11,000
| -11% | -$212K |
|
|
NFX
970
CALL
DELISTED
Newfield Exploration
NFX
| $1.73M | ﹤0.01% |
55,000
-79,600
| -59% | -$2.41M |
|
971
CALL
Hilton Worldwide
HLT
$72.1B
| $1.73M | ﹤0.01% |
+21,700
| New | +$1.61M |
|
972
CALL
Teradyne
TER
$57.6B
| $1.73M | ﹤0.01% |
+41,400
| New | +$1.71M |
|
|
CY
973
CALL
DELISTED
Cypress Semiconductor
CY
| $1.73M | ﹤0.01% |
113,700
+2,600
| +2% | +$41.3K |
|
974
PUT
RH
RH
$3.13B
| $1.72M | ﹤0.01% |
20,000
| – | – |
|
|
CERN
975
DELISTED
Cerner Corp
CERN
| $1.72M | ﹤0.01% |
+25,538
| New | +$1.76M |
|
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.