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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 | |
|---|---|---|---|---|---|---|
|
AAWW
1376
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $645K | ﹤0.01% |
+10,998
| New | +$656K |
|
1377
PUT
Eldorado Gold
EGO
$7.87B
| $644K | ﹤0.01% |
90,000
-20,000
| -18% | -$149K |
|
1378
Ameriprise Financial
AMP
$48.3B
| $643K | ﹤0.01% |
3,793
+3,771
| +17,141% | +$604K |
|
1379
PUT
Lockheed Martin
LMT
$134B
| $642K | ﹤0.01% |
2,000
-2,800
| -58% | -$883K |
|
|
SCHW
1380
PUT
Charles Schwab
SCHW
$183B
| $642K | ﹤0.01% |
12,500
| – | – |
|
1381
Grand Canyon Education
LOPE
$3.79B
| $639K | ﹤0.01% |
+7,140
| New | +$646K |
|
1382
Louisiana-Pacific
LPX
$5.06B
| $637K | ﹤0.01% |
+24,247
| New | +$657K |
|
1383
CALL
Ambarella
AMBA
$3.77B
| $634K | ﹤0.01% |
10,800
-14,200
| -57% | -$789K |
|
1384
DXC Technology
DXC
$1.82B
| $634K | ﹤0.01% |
+7,722
| New | +$624K |
|
1385
Hancock Whitney
HWC
$6.2B
| $634K | ﹤0.01% |
+12,810
| New | +$633K |
|
1386
Under Armour
UAA
$2.84B
| $634K | ﹤0.01% |
43,934
-75,779
| -63% | -$1.09M |
|
|
ESRX
1387
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $634K | ﹤0.01% |
8,500
+100
| +1% | +$6.39K |
|
1388
Carnival Corporation Ltd
CCL
$38.1B
| $632K | ﹤0.01% |
9,523
-105
| -1% | -$6.96K |
|
1389
MiMedx Group
MDXG
$602M
| $629K | ﹤0.01% |
49,843
-33,576
| -40% | -$409K |
|
1390
Sempra
SRE
$57.9B
| $629K | ﹤0.01% |
11,760
+11,706
| +21,678% | +$679K |
|
1391
Equity Residential
EQR
$24.9B
| $628K | ﹤0.01% |
+9,844
| New | +$657K |
|
1392
Deluxe
DLX
$1.18B
| $627K | ﹤0.01% |
8,162
+8,078
| +9,617% | +$582K |
|
1393
Roper Technologies
ROP
$38.8B
| $627K | ﹤0.01% |
+2,422
| New | +$622K |
|
1394
CALL
Match Group
MTCH
$9.19B
| $626K | ﹤0.01% |
+20,000
| New | +$561K |
|
|
IDTI
1395
DELISTED
Integrated Device Technology I
IDTI
| $626K | ﹤0.01% |
21,067
+11,356
| +117% | +$341K |
|
1396
Amphenol
APH
$198B
| $625K | ﹤0.01% |
28,480
+21,408
| +303% | +$471K |
|
1397
Parker-Hannifin
PH
$123B
| $623K | ﹤0.01% |
3,120
-4,249
| -58% | -$790K |
|
|
IMMU
1398
DELISTED
Immunomedics Inc
IMMU
| $622K | ﹤0.01% |
38,461
+18,599
| +94% | +$220K |
|
1399
Portland General Electric
POR
$5.8B
| $620K | ﹤0.01% |
+13,608
| New | +$644K |
|
1400
Woodward
WWD
$21.3B
| $620K | ﹤0.01% |
+8,106
| New | +$633K |
|
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.