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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 | |
|---|---|---|---|---|---|---|
|
EGLT
1401
DELISTED
Egalet Corporation
EGLT
| $619K | ﹤0.01% |
619,360
-130,640
| -17% | -$141K |
|
1402
Consolidated Edison
ED
$40.1B
| $615K | ﹤0.01% |
+7,240
| New | +$622K |
|
1403
Insulet
PODD
$11.5B
| $614K | ﹤0.01% |
+8,904
| New | +$584K |
|
1404
Public Service Enterprise Group
PEG
$38.2B
| $610K | ﹤0.01% |
+11,841
| New | +$597K |
|
1405
Monster Beverage
MNST
$94.3B
| $608K | ﹤0.01% |
19,200
-79,694
| -81% | -$2.39M |
|
1406
Viasat
VSAT
$10.6B
| $607K | ﹤0.01% |
+8,106
| New | +$562K |
|
1407
Mattel
MAT
$4.38B
| $606K | ﹤0.01% |
39,428
+24,333
| +161% | +$386K |
|
1408
M&T Bank
MTB
$35.7B
| $606K | ﹤0.01% |
+3,542
| New | +$588K |
|
|
NXTM
1409
CALL
DELISTED
NxStage Medical Inc.
NXTM
| $606K | ﹤0.01% |
+25,000
| New | +$659K |
|
1410
Green Plains
GPRE
$1.18B
| $605K | ﹤0.01% |
+35,894
| New | +$631K |
|
1411
TD Synnex
SNX
$20.4B
| $605K | ﹤0.01% |
+8,904
| New | +$590K |
|
|
JONE
1412
PUT
DELISTED
Jones Energy, Inc.
JONE
| $605K | ﹤0.01% |
27,500
+10,000
| +57% | +$233K |
|
|
ENDP
1413
DELISTED
Endo International plc
ENDP
| $604K | ﹤0.01% |
+77,997
| New | +$584K |
|
|
SF
1414
Stifel
SF
$12.6B
| $603K | ﹤0.01% |
+22,775
| New | +$557K |
|
|
HR
1415
DELISTED
Healthcare Realty Trust Incorporated
HR
| $600K | ﹤0.01% |
+18,690
| New | +$607K |
|
1416
CALL
Stratasys
SSYS
$679M
| $599K | ﹤0.01% |
30,000
| – | – |
|
|
ALXN
1417
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $598K | ﹤0.01% |
+5,000
| New | +$609K |
|
|
CVSA
1418
PUT
Covista Inc
CVSA
$4.25B
| $597K | ﹤0.01% |
14,200
-64,700
| -82% | -$2.54M |
|
1419
KBR
KBR
$4.62B
| $597K | ﹤0.01% |
+30,128
| New | +$570K |
|
1420
Freeport-McMoran
FCX
$90B
| $596K | ﹤0.01% |
+31,440
| New | +$474K |
|
|
IBKC
1421
DELISTED
IBERIABANK Corp
IBKC
| $596K | ﹤0.01% |
+7,686
| New | +$591K |
|
1422
Kennametal
KMT
$2.59B
| $594K | ﹤0.01% |
+12,264
| New | +$547K |
|
1423
LivaNova
LIVN
$4.4B
| $594K | ﹤0.01% |
+7,434
| New | +$590K |
|
|
PFPT
1424
DELISTED
Proofpoint, Inc.
PFPT
| $593K | ﹤0.01% |
+6,678
| New | +$606K |
|
1425
Dollar Tree
DLTR
$24.4B
| $592K | ﹤0.01% |
+5,520
| New | +$539K |
|
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.