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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 | |
|---|---|---|---|---|---|---|
1826
Rexford Industrial Realty
REXR
$8.42B
| $344K | ﹤0.01% |
+11,802
| New | +$356K |
|
1827
Host Hotels & Resorts
HST
$17.2B
| $343K | ﹤0.01% |
+17,280
| New | +$339K |
|
1828
PUT
Kinder Morgan
KMI
$71.7B
| $343K | ﹤0.01% |
19,000
+16,500
| +660% | +$296K |
|
1829
Motorola Solutions
MSI
$72.3B
| $343K | ﹤0.01% |
+3,800
| New | +$346K |
|
|
EE
1830
DELISTED
El Paso Electric Company
EE
| $342K | ﹤0.01% |
+6,174
| New | +$358K |
|
1831
PUT
Coherus Oncology
CHRS
$217M
| $340K | ﹤0.01% |
38,600
+37,500
| +3,409% | +$401K |
|
|
NUAN
1832
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $340K | ﹤0.01% |
24,024
| – | – |
|
1833
Albemarle
ALB
$13.9B
| $338K | ﹤0.01% |
+2,641
| New | +$358K |
|
1834
PUT
Gogo Inc
GOGO
$565M
| $338K | ﹤0.01% |
30,000
| – | – |
|
1835
Myriad Genetics
MYGN
$270M
| $338K | ﹤0.01% |
+9,828
| New | +$332K |
|
1836
Semtech
SMTC
$11B
| $338K | ﹤0.01% |
+9,870
| New | +$369K |
|
1837
Schneider National
SNDR
$6.26B
| $338K | ﹤0.01% |
+11,850
| New | +$307K |
|
|
AXE
1838
DELISTED
Anixter International Inc
AXE
| $338K | ﹤0.01% |
+4,452
| New | +$328K |
|
1839
Ameren
AEE
$30.3B
| $337K | ﹤0.01% |
5,714
+5,639
| +7,519% | +$347K |
|
1840
MGE Energy Inc
MGEE
$3B
| $337K | ﹤0.01% |
+5,334
| New | +$347K |
|
1841
United Rentals
URI
$67.2B
| $337K | ﹤0.01% |
+1,960
| New | +$298K |
|
|
MRO
1842
DELISTED
Marathon Oil Corporation
MRO
| $336K | ﹤0.01% |
19,840
-64,444
| -76% | -$957K |
|
|
VGR
1843
DELISTED
Vector Group Ltd.
VGR
| $336K | ﹤0.01% |
+23,309
| New | +$324K |
|
|
CVG
1844
DELISTED
Convergys
CVG
| $336K | ﹤0.01% |
+14,280
| New | +$353K |
|
1845
CALL
Costco
COST
$422B
| $335K | ﹤0.01% |
1,800
| – | – |
|
1846
International Bancshares
IBOC
$4.76B
| $335K | ﹤0.01% |
+8,442
| New | +$341K |
|
1847
LiveRamp
RAMP
$2.3B
| $335K | ﹤0.01% |
+12,138
| New | +$319K |
|
1848
Melco Resorts & Entertainment
MLCO
$2.22B
| $334K | ﹤0.01% |
11,496
-179,831
| -94% | -$4.59M |
|
1849
CALL
Cognizant
CTSH
$24.9B
| $333K | ﹤0.01% |
4,700
-7,500
| -61% | -$548K |
|
1850
California Water Service
CWT
$3.1B
| $333K | ﹤0.01% |
+7,350
| New | +$317K |
|
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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.