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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 | |
|---|---|---|---|---|---|---|
|
PIR
1201
DELISTED
Pier 1 Imports, Inc.
PIR
| $965K | ﹤0.01% |
11,652
+5,549
| +91% | +$493K |
|
|
HAYN
1202
PUT
DELISTED
Haynes International, Inc.
HAYN
| $962K | ﹤0.01% |
+30,000
| New | +$1.02M |
|
1203
Exelon
EXC
$47.2B
| $956K | ﹤0.01% |
+34,003
| New | +$977K |
|
|
BMS
1204
CALL
DELISTED
Bemis
BMS
| $956K | ﹤0.01% |
20,000
| – | – |
|
1205
Intuitive Surgical
ISRG
$127B
| $951K | ﹤0.01% |
+7,818
| New | +$978K |
|
|
SAGE
1206
DELISTED
Sage Therapeutics
SAGE
| $948K | ﹤0.01% |
+5,754
| New | +$558K |
|
|
ESV
1207
DELISTED
Ensco Rowan plc
ESV
| $948K | ﹤0.01% |
+40,081
| New | +$888K |
|
1208
CoreCivic
CXW
$2.96B
| $947K | ﹤0.01% |
42,109
+41,583
| +7,906% | +$999K |
|
1209
PUT
Incyte
INCY
$24.2B
| $947K | ﹤0.01% |
10,000
-63,900
| -86% | -$6.68M |
|
1210
Valero Energy
VLO
$90.1B
| $941K | ﹤0.01% |
+10,240
| New | +$845K |
|
|
EXAS
1211
DELISTED
Exact Sciences
EXAS
| $940K | ﹤0.01% |
17,892
+88
| +0.5% | +$4.7K |
|
1212
Fluor
FLR
$7.01B
| $939K | ﹤0.01% |
18,185
-27,207
| -60% | -$1.27M |
|
1213
Allstate
ALL
$68B
| $938K | ﹤0.01% |
+8,960
| New | +$883K |
|
|
GRUB
1214
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $938K | ﹤0.01% |
+6,531
| New | +$820K |
|
|
SGI
1215
Somnigroup International
SGI
$13.7B
| $934K | ﹤0.01% |
59,616
-45,212
| -43% | -$690K |
|
|
CHS
1216
DELISTED
Chicos FAS, Inc.
CHS
| $929K | ﹤0.01% |
+105,343
| New | +$876K |
|
|
DNKN
1217
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $928K | ﹤0.01% |
+14,400
| New | +$840K |
|
1218
CALL
DigitalBridge
DBRG
$2.93B
| $925K | ﹤0.01% |
20,275
| – | – |
|
1219
Constellation Brands
STZ
$22.2B
| $923K | ﹤0.01% |
4,040
-17,158
| -81% | -$3.71M |
|
|
SAND
1220
CALL
DELISTED
Sandstorm Gold
SAND
| $920K | ﹤0.01% |
184,100
| – | – |
|
|
GBT
1221
DELISTED
Global Blood Therapeutics, Inc.
GBT
| $918K | ﹤0.01% |
+23,330
| New | +$871K |
|
1222
PUT
Century Communities
CCS
$1.91B
| $917K | ﹤0.01% |
+29,500
| New | +$842K |
|
1223
Truist Financial
TFC
$63.3B
| $917K | ﹤0.01% |
+18,440
| New | +$890K |
|
1224
CALL
JetBlue
JBLU
$2.28B
| $914K | ﹤0.01% |
40,900
-573,800
| -93% | -$11.7M |
|
1225
PUT
State Street SPDR S&P Retail ETF
XRT
$449M
| $904K | ﹤0.01% |
20,000
-50,000
| -71% | -$2.1M |
|
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.