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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 | |
|---|---|---|---|---|---|---|
976
NextEra Energy
NEE
$181B
| $1.72M | ﹤0.01% |
+44,000
| New | +$1.7M |
|
977
Alcoa
AA
$11.9B
| $1.71M | ﹤0.01% |
31,808
+10,041
| +46% | +$459K |
|
|
PVG
978
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $1.71M | ﹤0.01% |
150,000
| – | – |
|
|
SINA
979
DELISTED
Sina Corp
SINA
| $1.7M | ﹤0.01% |
16,987
+14,478
| +577% | +$1.54M |
|
980
CALL
Live Nation Entertainment
LYV
$40.5B
| $1.7M | ﹤0.01% |
40,000
-26,400
| -40% | -$1.15M |
|
981
Target
TGT
$65.6B
| $1.7M | ﹤0.01% |
+26,077
| New | +$1.57M |
|
982
CALL
Canadian Solar
CSIQ
$1.02B
| $1.69M | ﹤0.01% |
+100,000
| New | +$1.72M |
|
983
CALL
Webster Financial
WBS
$12.5B
| $1.69M | ﹤0.01% |
30,000
| – | – |
|
984
CALL
Matador Resources
MTDR
$6.2B
| $1.68M | ﹤0.01% |
+54,000
| New | +$1.48M |
|
985
CALL
Lumen
LUMN
$6.57B
| $1.67M | ﹤0.01% |
100,000
| – | – |
|
986
PUT
Colgate-Palmolive
CL
$73.1B
| $1.66M | ﹤0.01% |
22,000
-41,200
| -65% | -$3.01M |
|
987
PUT
Restaurant Brands International
QSR
$25.7B
| $1.66M | ﹤0.01% |
+27,000
| New | +$1.73M |
|
988
Macy's
M
$6.53B
| $1.66M | ﹤0.01% |
65,687
-39,915
| -38% | -$876K |
|
|
BID
989
CALL
DELISTED
Sotheby's
BID
| $1.65M | ﹤0.01% |
+32,000
| New | +$1.6M |
|
990
Jazz Pharmaceuticals
JAZZ
$15.9B
| $1.65M | ﹤0.01% |
12,246
+4,318
| +54% | +$599K |
|
|
SAGE
991
CALL
DELISTED
Sage Therapeutics
SAGE
| $1.65M | ﹤0.01% |
+10,000
| New | +$970K |
|
|
CBI
992
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.65M | ﹤0.01% |
102,000
| – | – |
|
993
Salesforce
CRM
$151B
| $1.64M | ﹤0.01% |
+16,040
| New | +$1.63M |
|
994
PUT
Southwest Airlines
LUV
$22B
| $1.64M | ﹤0.01% |
25,000
-347,800
| -93% | -$20.5M |
|
995
AB InBev
BUD
$167B
| $1.63M | ﹤0.01% |
14,636
+12,195
| +500% | +$1.43M |
|
|
TCO
996
DELISTED
Taubman Centers Inc.
TCO
| $1.63M | ﹤0.01% |
+24,928
| New | +$1.37M |
|
|
MFGP
997
PUT
DELISTED
Micro Focus International plc. American Depositary Shares, each representing One Ordinary Share
MFGP
| $1.62M | ﹤0.01% |
39,892
-2,213
| -5% | -$89.6K |
|
998
CALL
Brixmor Property Group
BRX
$9.67B
| $1.61M | ﹤0.01% |
86,500
+40,900
| +90% | +$748K |
|
999
JetBlue
JBLU
$2.28B
| $1.61M | ﹤0.01% |
72,195
-134,335
| -65% | -$2.74M |
|
1000
Yum China
YUMC
$16.5B
| $1.61M | ﹤0.01% |
40,291
+39,727
| +7,044% | +$1.63M |
|
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.