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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 | |
|---|---|---|---|---|---|---|
1851
PUT
Huntsman Corp
HUN
$1.71B
| $333K | ﹤0.01% |
10,000
| – | – |
|
1852
IQVIA
IQV
$38.7B
| $333K | ﹤0.01% |
+3,400
| New | +$346K |
|
|
AVNS
1853
DELISTED
Avanos Medical
AVNS
| $332K | ﹤0.01% |
+7,182
| New | +$330K |
|
1854
PUT
Five Below
FIVE
$12B
| $332K | ﹤0.01% |
5,000
| – | – |
|
1855
PUT
PRA Group
PRAA
$663M
| $332K | ﹤0.01% |
+10,000
| New | +$317K |
|
1856
PVH
PVH
$4B
| $332K | ﹤0.01% |
+2,421
| New | +$316K |
|
|
CTB
1857
DELISTED
Cooper Tire & Rubber Co.
CTB
| $332K | ﹤0.01% |
9,391
+9,150
| +3,797% | +$323K |
|
1858
Travel + Leisure Co
TNL
$4.66B
| $331K | ﹤0.01% |
+6,328
| New | +$314K |
|
1859
Trustmark
TRMK
$2.76B
| $331K | ﹤0.01% |
+10,374
| New | +$343K |
|
|
NBL
1860
DELISTED
Noble Energy, Inc.
NBL
| $331K | ﹤0.01% |
+11,360
| New | +$311K |
|
1861
Equifax
EFX
$20.3B
| $330K | ﹤0.01% |
+2,800
| New | +$315K |
|
|
AJRD
1862
DELISTED
Aerojet Rocketdyne Holdings
AJRD
| $330K | ﹤0.01% |
+10,584
| New | +$335K |
|
1863
Cleveland-Cliffs
CLF
$6.57B
| $329K | ﹤0.01% |
+45,654
| New | +$304K |
|
1864
LendingTree
TREE
$447M
| $329K | ﹤0.01% |
+966
| New | +$274K |
|
|
SRCL
1865
DELISTED
Stericycle Inc
SRCL
| $329K | ﹤0.01% |
+4,834
| New | +$328K |
|
|
DNKN
1866
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $329K | ﹤0.01% |
5,100
+4,900
| +2,450% | +$286K |
|
|
ENV
1867
DELISTED
ENVESTNET, INC.
ENV
| $329K | ﹤0.01% |
+6,594
| New | +$341K |
|
1868
Monro
MNRO
$383M
| $328K | ﹤0.01% |
+5,751
| New | +$299K |
|
|
ROIC
1869
DELISTED
Retail Opportunity Investments Corp.
ROIC
| $328K | ﹤0.01% |
+16,464
| New | +$316K |
|
1870
Genuine Parts
GPC
$17.1B
| $327K | ﹤0.01% |
+3,440
| New | +$314K |
|
1871
Korn Ferry
KFY
$4.18B
| $327K | ﹤0.01% |
+7,896
| New | +$328K |
|
1872
Loews
L
$23.9B
| $327K | ﹤0.01% |
6,539
+6,505
| +19,132% | +$321K |
|
1873
EQT Corp
EQT
$33.3B
| $326K | ﹤0.01% |
+10,508
| New | +$344K |
|
1874
Franklin Electric
FELE
$4.63B
| $326K | ﹤0.01% |
+7,098
| New | +$321K |
|
1875
Supernus Pharmaceuticals
SUPN
$2.59B
| $326K | ﹤0.01% |
+8,171
| New | +$323K |
|
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.