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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 | |
|---|---|---|---|---|---|---|
1751
Hershey
HSY
$35.2B
| $372K | ﹤0.01% |
+3,280
| New | +$361K |
|
1752
Idexx Laboratories
IDXX
$44.1B
| $371K | ﹤0.01% |
+2,371
| New | +$373K |
|
1753
Halozyme
HALO
$9.79B
| $370K | ﹤0.01% |
+18,270
| New | +$336K |
|
1754
NOV
NOV
$6.93B
| $370K | ﹤0.01% |
10,283
+8,599
| +511% | +$291K |
|
|
MZTI
1755
The Marzetti Company
MZTI
$2.93B
| $369K | ﹤0.01% |
+2,856
| New | +$360K |
|
1756
Fastenal
FAST
$54.7B
| $368K | ﹤0.01% |
+26,880
| New | +$333K |
|
1757
Huntington Bancshares
HBAN
$34.4B
| $368K | ﹤0.01% |
25,293
+25,231
| +40,695% | +$354K |
|
1758
PUT
Procter & Gamble
PG
$336B
| $368K | ﹤0.01% |
4,000
| – | – |
|
1759
Mercury Systems
MRCY
$5.83B
| $367K | ﹤0.01% |
+7,140
| New | +$366K |
|
1760
Minerals Technologies
MTX
$2.36B
| $367K | ﹤0.01% |
+5,334
| New | +$379K |
|
|
LCI
1761
DELISTED
Lannett Company, Inc.
LCI
| $366K | ﹤0.01% |
+3,942
| New | +$384K |
|
|
LLL
1762
DELISTED
L3 Technologies, Inc.
LLL
| $364K | ﹤0.01% |
1,840
+1,832
| +22,900% | +$349K |
|
1763
GATX Corp
GATX
$6.35B
| $363K | ﹤0.01% |
+5,838
| New | +$355K |
|
|
BIG
1764
DELISTED
Big Lots, Inc.
BIG
| $363K | ﹤0.01% |
+6,468
| New | +$351K |
|
1765
Simpson Manufacturing
SSD
$7.72B
| $362K | ﹤0.01% |
+6,300
| New | +$349K |
|
|
HZNP
1766
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $362K | ﹤0.01% |
+24,822
| New | +$349K |
|
|
GWB
1767
DELISTED
Great Western Bancorp, Inc.
GWB
| $361K | ﹤0.01% |
+9,072
| New | +$367K |
|
1768
Conagra Brands
CAG
$6.94B
| $360K | ﹤0.01% |
+9,560
| New | +$340K |
|
1769
CALL
Comcast
CMCSA
$85B
| $360K | ﹤0.01% |
+9,000
| New | +$338K |
|
1770
Carpenter Technology
CRS
$25.8B
| $360K | ﹤0.01% |
+7,056
| New | +$350K |
|
1771
Hope Bancorp
HOPE
$1.79B
| $360K | ﹤0.01% |
+19,740
| New | +$358K |
|
1772
Martin Marietta Materials
MLM
$31.5B
| $360K | ﹤0.01% |
1,629
+1,611
| +8,950% | +$337K |
|
1773
Prestige Consumer Healthcare
PBH
$2.38B
| $360K | ﹤0.01% |
+8,106
| New | +$369K |
|
1774
Simmons First National
SFNC
$3.41B
| $360K | ﹤0.01% |
+12,600
| New | +$362K |
|
1775
Sanmina
SANM
$9.95B
| $359K | ﹤0.01% |
+10,878
| New | +$380K |
|
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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.