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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 | |
|---|---|---|---|---|---|---|
1626
CALL
Transocean
RIG
$5.89B
| $448K | ﹤0.01% |
42,000
| – | – |
|
1627
Globus Medical
GMED
$10.7B
| $446K | ﹤0.01% |
10,842
+505
| +5% | +$17.7K |
|
1628
NorthWestern Energy
NWE
$4.23B
| $446K | ﹤0.01% |
+7,476
| New | +$451K |
|
1629
PUT
Vodafone
VOD
$36.3B
| $446K | ﹤0.01% |
14,000
| – | – |
|
1630
Marriott Vacations Worldwide
VAC
$3.35B
| $443K | ﹤0.01% |
+3,276
| New | +$432K |
|
1631
PUT
Occidental Petroleum
OXY
$56.8B
| $442K | ﹤0.01% |
6,000
-75,000
| -93% | -$5.09M |
|
1632
Rogers Corp
ROG
$2.21B
| $442K | ﹤0.01% |
+2,730
| New | +$412K |
|
1633
PUT
American Electric Power
AEP
$69.6B
| $441K | ﹤0.01% |
6,000
| – | – |
|
1634
Children's Place
PLCE
$54.3M
| $441K | ﹤0.01% |
3,032
+2,980
| +5,731% | +$363K |
|
1635
J.M. Smucker
SJM
$12.7B
| $441K | ﹤0.01% |
3,551
-5,255
| -60% | -$584K |
|
1636
Valley National Bancorp
VLY
$7.9B
| $441K | ﹤0.01% |
+39,312
| New | +$456K |
|
1637
The GEO Group
GEO
$4.13B
| $440K | ﹤0.01% |
+18,648
| New | +$474K |
|
1638
First Financial Bankshares
FFIN
$5.04B
| $437K | ﹤0.01% |
+19,404
| New | +$442K |
|
|
RXDX
1639
DELISTED
Ignyta, Inc.
RXDX
| $437K | ﹤0.01% |
16,361
+12,451
| +318% | +$202K |
|
|
WBA
1640
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $436K | ﹤0.01% |
6,000
-100,600
| -94% | -$7.09M |
|
1641
Coherent
COHR
$51.4B
| $434K | ﹤0.01% |
+9,240
| New | +$415K |
|
|
SYKE
1642
CALL
DELISTED
SYKES Enterprises Inc
SYKE
| $434K | ﹤0.01% |
13,800
| – | – |
|
|
HI
1643
DELISTED
Hillenbrand
HI
| $432K | ﹤0.01% |
+9,660
| New | +$404K |
|
1644
CALL
Mattel
MAT
$4.38B
| $432K | ﹤0.01% |
28,100
| – | – |
|
1645
Puma Biotechnology
PBYI
$404M
| $432K | ﹤0.01% |
+4,368
| New | +$489K |
|
|
STML
1646
DELISTED
Stemline Therapeutics, Inc.
STML
| $432K | ﹤0.01% |
+27,668
| New | +$370K |
|
1647
iShares Latin America 40 ETF
ILF
$3.85B
| $429K | ﹤0.01% |
12,555
+12,554
| +1,255,400% | +$427K |
|
1648
MillerKnoll
MLKN
$1.53B
| $429K | ﹤0.01% |
10,720
+10,548
| +6,133% | +$370K |
|
1649
CALL
Comstock Resources
CRK
$3.89B
| $423K | ﹤0.01% |
+50,000
| New | +$297K |
|
1650
CALL
Darden Restaurants
DRI
$23.3B
| $423K | ﹤0.01% |
4,400
| – | – |
|
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.