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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 | |
|---|---|---|---|---|---|---|
|
SGMO
1451
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
| $574K | ﹤0.01% |
35,000
| – | – |
|
1452
Healthcare Services Group
HCSG
$1.6B
| $573K | ﹤0.01% |
+10,878
| New | +$570K |
|
1453
Moody's
MCO
$82.8B
| $573K | ﹤0.01% |
+3,880
| New | +$569K |
|
1454
Xcel Energy
XEL
$48.8B
| $572K | ﹤0.01% |
+11,880
| New | +$590K |
|
|
GLUU
1455
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $571K | ﹤0.01% |
157,000
-193,000
| -55% | -$776K |
|
1456
Eldorado Gold
EGO
$7.87B
| $570K | ﹤0.01% |
79,744
+35,088
| +79% | +$261K |
|
1457
Zimmer Biomet
ZBH
$18.2B
| $570K | ﹤0.01% |
+4,862
| New | +$550K |
|
|
CMD
1458
DELISTED
Cantel Medical Corporation
CMD
| $570K | ﹤0.01% |
+5,544
| New | +$552K |
|
1459
PUT
Omnicom Group
OMC
$21.6B
| $568K | ﹤0.01% |
+7,800
| New | +$560K |
|
1460
Sunstone Hotel Investors
SHO
$2.19B
| $568K | ﹤0.01% |
+34,356
| New | +$569K |
|
1461
RLJ Lodging Trust
RLJ
$1.86B
| $567K | ﹤0.01% |
25,830
+19,414
| +303% | +$422K |
|
1462
Silicon Laboratories
SLAB
$7.17B
| $567K | ﹤0.01% |
+6,426
| New | +$577K |
|
|
AKS
1463
PUT
DELISTED
AK Steel Holding Corp
AKS
| $566K | ﹤0.01% |
100,000
| – | – |
|
1464
Tyson Foods
TSN
$20.4B
| $564K | ﹤0.01% |
+6,960
| New | +$533K |
|
|
CTRA
1465
DELISTED
Coterra Energy
CTRA
| $562K | ﹤0.01% |
+19,650
| New | +$539K |
|
1466
Republic Services
RSG
$64.8B
| $562K | ﹤0.01% |
8,305
+8,242
| +13,083% | +$531K |
|
1467
Home BancShares
HOMB
$6.23B
| $561K | ﹤0.01% |
24,150
-48,296
| -67% | -$1.13M |
|
1468
iShares MSCI ACWI ETF
ACWI
$32.9B
| $560K | ﹤0.01% |
7,774
+7,773
| +777,300% | +$550K |
|
1469
JB Hunt Transport Services
JBHT
$25.5B
| $557K | ﹤0.01% |
4,848
+2,508
| +107% | +$270K |
|
1470
PUT
Upbound Group
UPBD
$1.13B
| $555K | ﹤0.01% |
+50,000
| New | +$547K |
|
1471
CALL
Snap
SNAP
$7.89B
| $554K | ﹤0.01% |
37,900
-99,100
| -72% | -$1.44M |
|
1472
Shopify
SHOP
$152B
| $553K | ﹤0.01% |
54,790
-11,900
| -18% | -$122K |
|
|
MBFI
1473
DELISTED
MB Financial Corp
MBFI
| $550K | ﹤0.01% |
+12,348
| New | +$557K |
|
|
FNSR
1474
PUT
DELISTED
Finisar Corp
FNSR
| $550K | ﹤0.01% |
27,000
| – | – |
|
1475
Brink's
BCO
$4.88B
| $549K | ﹤0.01% |
+6,972
| New | +$565K |
|
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.