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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 | |
|---|---|---|---|---|---|---|
926
Axos Financial
AX
$5.77B
| $1.92M | ﹤0.01% |
64,298
+9,198
| +17% | +$250K |
|
|
KANG
927
PUT
DELISTED
iKang Healthcare Group, Inc.
KANG
| $1.92M | ﹤0.01% |
121,500
-148,300
| -55% | -$2.14M |
|
928
Nike
NKE
$62B
| $1.92M | ﹤0.01% |
+30,680
| New | +$1.76M |
|
|
WFT
929
CALL
DELISTED
Weatherford International plc
WFT
| $1.92M | ﹤0.01% |
459,500
+169,300
| +58% | +$624K |
|
930
CALL
Liberty Latin America Class A
LILA
$1.64B
| $1.91M | ﹤0.01% |
+148,058
| New | +$2.09M |
|
931
Paycom
PAYC
$7.67B
| $1.91M | ﹤0.01% |
23,775
+10,871
| +84% | +$870K |
|
932
Royal Caribbean
RCL
$85.1B
| $1.9M | ﹤0.01% |
15,918
+1,592
| +11% | +$197K |
|
933
CALL
Brookdale Senior Living
BKD
$3.49B
| $1.89M | ﹤0.01% |
+194,600
| New | +$1.98M |
|
934
Chubb
CB
$135B
| $1.89M | ﹤0.01% |
+12,917
| New | +$1.93M |
|
|
935
CALL
Chubb
CB
$135B
| $1.89M | ﹤0.01% |
12,900
-5,200
| -29% | -$777K |
|
|
TIF
936
PUT
DELISTED
Tiffany & Co.
TIF
| $1.87M | ﹤0.01% |
18,000
-45,000
| -71% | -$4.29M |
|
937
CALL
NCR Voyix
VYX
$1.14B
| $1.87M | ﹤0.01% |
89,650
-58,028
| -39% | -$1.18M |
|
938
Halliburton
HAL
$26.9B
| $1.87M | ﹤0.01% |
38,237
-12,558
| -25% | -$554K |
|
|
NSM
939
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
| $1.87M | ﹤0.01% |
+101,000
| New | +$1.85M |
|
|
HMSY
940
CALL
DELISTED
HMS Holdings Corp.
HMSY
| $1.86M | ﹤0.01% |
+110,000
| New | +$1.93M |
|
941
CALL
Hexcel
HXL
$7.79B
| $1.86M | ﹤0.01% |
+30,000
| New | +$1.82M |
|
942
Keurig Dr Pepper
KDP
$42.4B
| $1.85M | ﹤0.01% |
+19,089
| New | +$1.71M |
|
943
Avis
CAR
$4.86B
| $1.85M | ﹤0.01% |
+42,061
| New | +$1.67M |
|
|
HBI
944
CALL
DELISTED
Hanesbrands
HBI
| $1.84M | ﹤0.01% |
88,000
+69,000
| +363% | +$1.47M |
|
945
CALL
UBS Group
UBS
$173B
| $1.84M | ﹤0.01% |
+100,000
| New | +$1.74M |
|
946
Tower Semiconductor
TSEM
$24.9B
| $1.83M | ﹤0.01% |
+53,823
| New | +$1.79M |
|
|
JUNO
947
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
| $1.83M | ﹤0.01% |
+40,000
| New | +$2M |
|
948
Pultegroup
PHM
$24.1B
| $1.83M | ﹤0.01% |
+54,929
| New | +$1.71M |
|
|
SGI
949
CALL
Somnigroup International
SGI
$13.8B
| $1.82M | ﹤0.01% |
+116,000
| New | +$1.77M |
|
|
ARRY
950
DELISTED
Array Biopharma Inc
ARRY
| $1.82M | ﹤0.01% |
+142,019
| New | +$1.62M |
|
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.