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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 | |
|---|---|---|---|---|---|---|
1251
American Electric Power
AEP
$69.6B
| $851K | ﹤0.01% |
+11,567
| New | +$864K |
|
|
TFCFA
1252
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $851K | ﹤0.01% |
24,640
-11,089
| -31% | -$331K |
|
|
WFT
1253
PUT
DELISTED
Weatherford International plc
WFT
| $842K | ﹤0.01% |
202,000
-150,000
| -43% | -$553K |
|
1254
Knight Transportation
KNX
$11.3B
| $841K | ﹤0.01% |
19,231
+19,135
| +19,932% | +$786K |
|
1255
Gray Television
GTN
$415M
| $838K | ﹤0.01% |
+50,029
| New | +$782K |
|
|
CTLT
1256
DELISTED
CATALENT, INC.
CTLT
| $837K | ﹤0.01% |
+20,370
| New | +$829K |
|
|
OSG
1257
Octave Specialty Group
OSG
$243M
| $836K | ﹤0.01% |
+52,346
| New | +$805K |
|
1258
Southwest Airlines
LUV
$22B
| $835K | ﹤0.01% |
+12,760
| New | +$750K |
|
1259
Air Products & Chemicals
APD
$65.7B
| $834K | ﹤0.01% |
5,081
+4,996
| +5,878% | +$796K |
|
1260
Equinix
EQIX
$101B
| $834K | ﹤0.01% |
+1,841
| New | +$852K |
|
|
DERM
1261
PUT
DELISTED
Dermira, Inc.
DERM
| $834K | ﹤0.01% |
+30,000
| New | +$796K |
|
1262
CALL
Check Point Software Technologies
CHKP
$13B
| $829K | ﹤0.01% |
8,000
| – | – |
|
1263
PUT
VOC Energy
VOC
$50.7M
| $829K | ﹤0.01% |
+140,000
| New | +$600K |
|
1264
Humana
HUM
$43.7B
| $824K | ﹤0.01% |
+3,320
| New | +$820K |
|
1265
Johnson Controls International
JCI
$88.8B
| $823K | ﹤0.01% |
+21,600
| New | +$844K |
|
|
DLPH
1266
DELISTED
Delphi Technologies PLC Ordinary Shares
DLPH
| $823K | ﹤0.01% |
+15,688
| New | +$815K |
|
1267
CALL
Aecom
ACM
$9.3B
| $821K | ﹤0.01% |
22,100
| – | – |
|
1268
Zoetis
ZTS
$32.4B
| $821K | ﹤0.01% |
+11,400
| New | +$783K |
|
1269
Curtiss-Wright
CW
$26.7B
| $819K | ﹤0.01% |
+6,720
| New | +$793K |
|
1270
Ecolab
ECL
$78.1B
| $816K | ﹤0.01% |
+6,080
| New | +$809K |
|
1271
EPAM Systems
EPAM
$5.51B
| $812K | ﹤0.01% |
+7,560
| New | +$748K |
|
1272
Eaton
ETN
$161B
| $812K | ﹤0.01% |
10,280
+9,120
| +786% | +$709K |
|
1273
Kinder Morgan
KMI
$71.7B
| $811K | ﹤0.01% |
+44,880
| New | +$805K |
|
1274
Aflac
AFL
$64.9B
| $808K | ﹤0.01% |
+18,400
| New | +$785K |
|
1275
Boston Scientific
BSX
$69.5B
| $808K | ﹤0.01% |
+32,580
| New | +$899K |
|
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.