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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 | |
|---|---|---|---|---|---|---|
1501
Archer Daniels Midland
ADM
$38.2B
| $524K | ﹤0.01% |
+13,080
| New | +$538K |
|
|
CXO
1502
DELISTED
CONCHO RESOURCES INC.
CXO
| $523K | ﹤0.01% |
+3,480
| New | +$484K |
|
|
TECD
1503
DELISTED
Tech Data Corp
TECD
| $523K | ﹤0.01% |
5,334
+5,287
| +11,249% | +$496K |
|
1504
Fortive
FTV
$17.9B
| $522K | ﹤0.01% |
+11,432
| New | +$523K |
|
1505
Nexstar Media Group
NXST
$5.82B
| $522K | ﹤0.01% |
+6,678
| New | +$448K |
|
|
HIMX
1506
PUT
Himax Technologies
HIMX
$2.19B
| $521K | ﹤0.01% |
+50,000
| New | +$543K |
|
|
PDCE
1507
DELISTED
PDC Energy, Inc.
PDCE
| $520K | ﹤0.01% |
+10,080
| New | +$477K |
|
|
WPX
1508
PUT
DELISTED
WPX Energy, Inc.
WPX
| $520K | ﹤0.01% |
37,000
| – | – |
|
|
DOC
1509
DELISTED
PHYSICIANS REALTY TRUST
DOC
| $520K | ﹤0.01% |
+28,904
| New | +$518K |
|
1510
American Airlines Group
AAL
$10.1B
| $518K | ﹤0.01% |
+9,960
| New | +$496K |
|
1511
Nasdaq
NDAQ
$52.7B
| $518K | ﹤0.01% |
+20,235
| New | +$511K |
|
1512
Restaurant Brands International
QSR
$25.7B
| $515K | ﹤0.01% |
+8,379
| New | +$537K |
|
|
COL
1513
DELISTED
Rockwell Collins
COL
| $515K | ﹤0.01% |
+3,800
| New | +$509K |
|
1514
CALL
Glaukos
GKOS
$9.83B
| $513K | ﹤0.01% |
20,000
| – | – |
|
1515
Selective Insurance
SIGI
$5.65B
| $513K | ﹤0.01% |
+8,736
| New | +$505K |
|
|
ZEN
1516
DELISTED
ZENDESK INC
ZEN
| $513K | ﹤0.01% |
+15,162
| New | +$496K |
|
1517
Molina Healthcare
MOH
$10.2B
| $512K | ﹤0.01% |
6,678
-70,934
| -91% | -$5.12M |
|
1518
CALL
El Pollo Loco
LOCO
$501M
| $511K | ﹤0.01% |
51,600
| – | – |
|
1519
Dycom Industries
DY
$12B
| $510K | ﹤0.01% |
+4,578
| New | +$442K |
|
1520
Paychex
PAYX
$41.6B
| $509K | ﹤0.01% |
+7,480
| New | +$491K |
|
1521
Devon Energy
DVN
$52.1B
| $508K | ﹤0.01% |
12,280
+7,205
| +142% | +$273K |
|
1522
Principal Financial Group
PFG
$24.3B
| $508K | ﹤0.01% |
7,196
+7,061
| +5,230% | +$486K |
|
1523
Synopsys
SNPS
$74.4B
| $508K | ﹤0.01% |
+5,956
| New | +$515K |
|
1524
CALL
Dine Brands
DIN
$456M
| $507K | ﹤0.01% |
+10,000
| New | +$466K |
|
1525
Saic
SAIC
$4.95B
| $505K | ﹤0.01% |
+6,594
| New | +$477K |
|
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.