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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 | |
|---|---|---|---|---|---|---|
1326
CALL
B&G Foods
BGS
$287M
| $703K | ﹤0.01% |
+20,000
| New | +$685K |
|
|
SODA
1327
CALL
DELISTED
SodaStream International Ltd
SODA
| $703K | ﹤0.01% |
10,000
-70,000
| -88% | -$4.63M |
|
1328
Idacorp
IDA
$8.27B
| $702K | ﹤0.01% |
+7,686
| New | +$718K |
|
|
UMPQ
1329
DELISTED
Umpqua Holdings Corp
UMPQ
| $702K | ﹤0.01% |
+33,726
| New | +$697K |
|
1330
Maximus
MMS
$3.17B
| $700K | ﹤0.01% |
+9,786
| New | +$659K |
|
1331
Lam Research
LRCX
$367B
| $699K | ﹤0.01% |
38,000
+7,020
| +23% | +$138K |
|
1332
PPG Industries
PPG
$24.6B
| $698K | ﹤0.01% |
+5,978
| New | +$690K |
|
1333
TAL Education Group
TAL
$6.93B
| $697K | ﹤0.01% |
23,455
+13,367
| +133% | +$407K |
|
1334
Fair Isaac
FICO
$24.3B
| $695K | ﹤0.01% |
+4,536
| New | +$686K |
|
1335
Wintrust Financial
WTFC
$10.8B
| $695K | ﹤0.01% |
+8,442
| New | +$680K |
|
|
JNPR
1336
PUT
DELISTED
Juniper Networks
JNPR
| $693K | ﹤0.01% |
24,300
-10,600
| -30% | -$286K |
|
1337
CALL
YPF
YPF
$206B
| $687K | ﹤0.01% |
30,000
-233,900
| -89% | -$5.36M |
|
|
APC
1338
DELISTED
Anadarko Petroleum
APC
| $687K | ﹤0.01% |
+12,800
| New | +$629K |
|
1339
Monolithic Power Systems
MPWR
$70.1B
| $684K | ﹤0.01% |
+6,090
| New | +$707K |
|
|
HOME
1340
CALL
DELISTED
At Home Group Inc.
HOME
| $684K | ﹤0.01% |
+22,500
| New | +$547K |
|
|
CUB
1341
PUT
DELISTED
Cubic Corporation
CUB
| $684K | ﹤0.01% |
11,600
-12,500
| -52% | -$704K |
|
1342
Primerica
PRI
$9.98B
| $682K | ﹤0.01% |
+6,720
| New | +$640K |
|
|
PRAH
1343
DELISTED
PRA Health Sciences, Inc.
PRAH
| $681K | ﹤0.01% |
+7,476
| New | +$622K |
|
|
PPL
1344
PPL Corp
PPL
$26.5B
| $680K | ﹤0.01% |
+21,955
| New | +$789K |
|
1345
Radian Group
RDN
$5.18B
| $680K | ﹤0.01% |
32,970
+32,609
| +9,033% | +$672K |
|
1346
Sysco
SYY
$40.8B
| $680K | ﹤0.01% |
+11,200
| New | +$635K |
|
1347
CALL
Enterprise Products Partners
EPD
$82.3B
| $679K | ﹤0.01% |
+25,600
| New | +$648K |
|
1348
Viatris
VTRS
$20.4B
| $674K | ﹤0.01% |
15,921
+7,529
| +90% | +$288K |
|
1349
CALL
Element Solutions
ESI
$8.95B
| $671K | ﹤0.01% |
67,600
-7,400
| -10% | -$76.8K |
|
|
WGL
1350
DELISTED
Wgl Holdings
WGL
| $671K | ﹤0.01% |
+7,812
| New | +$667K |
|
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.