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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 | |
|---|---|---|---|---|---|---|
1051
PUT
YPF
YPF
$20.6B
| $1.42M | ﹤0.01% |
61,800
| – | – |
|
|
ISBC
1052
CALL
DELISTED
Investors Bancorp, Inc.
ISBC
| $1.42M | ﹤0.01% |
102,000
| – | – |
|
|
NETI
1053
DELISTED
Eneti Inc.
NETI
| $1.41M | ﹤0.01% |
20,549
-269
| -1% | -$18.7K |
|
|
AVP
1054
PUT
DELISTED
Avon Products, Inc.
AVP
| $1.4M | ﹤0.01% |
650,000
| – | – |
|
1055
Raymond James Financial
RJF
$33.8B
| $1.4M | ﹤0.01% |
+23,465
| New | +$1.35M |
|
|
CALY
1056
CALL
Callaway Golf Company
CALY
$3.32B
| $1.39M | ﹤0.01% |
+100,000
| New | +$1.43M |
|
1057
Genesco
GCO
$425M
| $1.39M | ﹤0.01% |
42,777
+42,537
| +17,724% | +$1.17M |
|
1058
PUT
AutoNation
AN
$7.11B
| $1.39M | ﹤0.01% |
27,000
+7,000
| +35% | +$355K |
|
1059
PUT
FNB Corp
FNB
$6.73B
| $1.38M | ﹤0.01% |
100,000
| – | – |
|
|
GBT
1060
PUT
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $1.38M | ﹤0.01% |
+35,000
| New | +$1.31M |
|
1061
Duke Energy
DUK
$97.8B
| $1.38M | ﹤0.01% |
+16,360
| New | +$1.43M |
|
1062
PUT
CSX Corp
CSX
$93.4B
| $1.38M | ﹤0.01% |
75,000
-309,900
| -81% | -$5.49M |
|
1063
TripAdvisor
TRIP
$1.65B
| $1.38M | ﹤0.01% |
39,898
+25,228
| +172% | +$911K |
|
|
AET
1064
DELISTED
Aetna Inc
AET
| $1.37M | ﹤0.01% |
+7,600
| New | +$1.31M |
|
1065
PUT
iShares Latin America 40 ETF
ILF
$3.85B
| $1.37M | ﹤0.01% |
+40,000
| New | +$1.36M |
|
|
MXWL
1066
DELISTED
Maxwell Technologies Inc
MXWL
| $1.36M | ﹤0.01% |
236,830
+124,213
| +110% | +$646K |
|
1067
PUT
Franklin Resources
BEN
$17.6B
| $1.36M | ﹤0.01% |
31,400
| – | – |
|
|
CZR
1068
CALL
DELISTED
Caesars Entertainment Corporation
CZR
| $1.36M | ﹤0.01% |
107,500
+50,000
| +87% | +$634K |
|
1069
Elevance Health
ELV
$81.5B
| $1.36M | ﹤0.01% |
+6,029
| New | +$1.28M |
|
1070
CALL
Ciena
CIEN
$53.4B
| $1.35M | ﹤0.01% |
64,500
+17,000
| +36% | +$360K |
|
1071
Nektar Therapeutics
NKTR
$2.39B
| $1.35M | ﹤0.01% |
+1,504
| New | +$890K |
|
1072
Barclays
BCS
$92.7B
| $1.34M | ﹤0.01% |
129,022
-101,221
| -44% | -$982K |
|
|
SRC
1073
CALL
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
| $1.34M | ﹤0.01% |
+34,922
| New | +$1.33M |
|
|
MODN
1074
PUT
DELISTED
MODEL N, INC.
MODN
| $1.34M | ﹤0.01% |
+85,000
| New | +$1.28M |
|
1075
Autodesk
ADSK
$49.5B
| $1.34M | ﹤0.01% |
12,753
+5,185
| +69% | +$605K |
|
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.