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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 | |
|---|---|---|---|---|---|---|
601
Verizon
VZ
$193B
| $5.04M | 0.01% |
95,280
-212,562
| -69% | -$10.5M |
|
602
CALL
Lesaka Technologies
LSAK
$399M
| $5.02M | 0.01% |
+422,500
| New | +$4.29M |
|
603
CALL
Vipshop
VIPS
$7.3B
| $5.01M | 0.01% |
427,500
| – | – |
|
604
UnitedHealth
UNH
$383B
| $4.99M | 0.01% |
+22,640
| New | +$4.8M |
|
605
CALL
Halliburton
HAL
$26.4B
| $4.99M | 0.01% |
102,000
| – | – |
|
|
TTM
606
CALL
DELISTED
Tata Motors Limited
TTM
| $4.96M | 0.01% |
150,000
-47,500
| -24% | -$1.53M |
|
607
Goodyear
GT
$2.04B
| $4.96M | 0.01% |
+153,366
| New | +$4.87M |
|
|
608
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
| $4.95M | 0.01% |
20,000
-84,800
| -81% | -$20.1M |
|
609
PUT
Burlington
BURL
$23.4B
| $4.92M | 0.01% |
40,000
+37,800
| +1,718% | +$3.85M |
|
610
PUT
Energizer
ENR
$1.44B
| $4.91M | 0.01% |
102,400
-279,600
| -73% | -$12.8M |
|
|
TCO
611
PUT
DELISTED
Taubman Centers Inc.
TCO
| $4.91M | 0.01% |
+75,000
| New | +$4.12M |
|
612
PUT
Petrobras
PBR
$123B
| $4.89M | 0.01% |
475,000
| – | – |
|
613
PUT
Sprouts Farmers Market
SFM
$8.17B
| $4.87M | 0.01% |
200,000
+130,000
| +186% | +$2.76M |
|
614
CALL
ArcelorMittal
MT
$52.3B
| $4.85M | 0.01% |
150,000
-105,000
| -41% | -$3.11M |
|
615
CALL
Kohl's
KSS
$2.21B
| $4.84M | 0.01% |
89,300
-2,700
| -3% | -$124K |
|
616
Visa
V
$673B
| $4.83M | 0.01% |
+42,360
| New | +$4.68M |
|
617
PUT
TripAdvisor
TRIP
$1.65B
| $4.82M | 0.01% |
140,000
+122,000
| +678% | +$4.41M |
|
618
PUT
Flowserve
FLS
$9.63B
| $4.82M | 0.01% |
114,400
| – | – |
|
619
PUT
Tenet Healthcare
THC
$21.8B
| $4.82M | 0.01% |
317,900
+149,200
| +88% | +$2.1M |
|
620
PUT
Becton Dickinson
BDX
$45.6B
| $4.82M | 0.01% |
+23,063
| New | +$4.83M |
|
621
PUT
Southern Company
SO
$106B
| $4.81M | 0.01% |
+100,000
| New | +$5.1M |
|
|
TFCFA
622
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $4.8M | 0.01% |
139,000
| – | – |
|
623
Coty
COTY
$2.37B
| $4.76M | 0.01% |
+239,234
| New | +$4.08M |
|
624
CALL
Genuine Parts
GPC
$17.2B
| $4.75M | 0.01% |
50,000
+16,100
| +47% | +$1.47M |
|
625
PUT
ServiceNow
NOW
$114B
| $4.72M | 0.01% |
181,000
+125,000
| +223% | +$3.11M |
|
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.