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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 | |
|---|---|---|---|---|---|---|
2101
CALL
Brown-Forman Class B
BF.B
$13.2B
| $247K | ﹤0.01% |
+5,625
| New | +$215K |
|
2102
FTI Consulting
FCN
$4.4B
| $247K | ﹤0.01% |
+5,754
| New | +$235K |
|
2103
First Financial Bancorp
FFBC
$3.55B
| $247K | ﹤0.01% |
+9,366
| New | +$254K |
|
|
HES
2104
PUT
DELISTED
Hess
HES
| $247K | ﹤0.01% |
5,200
| – | – |
|
2105
Community Health Systems
CYH
$393M
| $246K | ﹤0.01% |
+57,750
| New | +$290K |
|
2106
Fortune Brands Innovations
FBIN
$5.88B
| $246K | ﹤0.01% |
4,212
+4,184
| +14,943% | +$238K |
|
2107
Comfort Systems
FIX
$60.9B
| $246K | ﹤0.01% |
+5,628
| New | +$230K |
|
2108
MaxLinear
MXL
$6.06B
| $246K | ﹤0.01% |
9,324
+9,213
| +8,300% | +$230K |
|
2109
CALL
Cardinal Health
CAH
$53.9B
| $245K | ﹤0.01% |
4,000
| – | – |
|
|
PPLI
2110
CALL
People Inc
PPLI
$3.09B
| $245K | ﹤0.01% |
11,191
| – | – |
|
2111
Regency Centers
REG
$14.7B
| $245K | ﹤0.01% |
3,542
-24,018
| -87% | -$1.59M |
|
2112
PUT
Royal Bank of Canada
RY
$291B
| $245K | ﹤0.01% |
3,000
| – | – |
|
|
VSM
2113
DELISTED
Versum Materials, Inc.
VSM
| $245K | ﹤0.01% |
+6,486
| New | +$253K |
|
2114
Novanta
NOVT
$5.08B
| $244K | ﹤0.01% |
+4,872
| New | +$237K |
|
|
CA
2115
DELISTED
CA, Inc.
CA
| $244K | ﹤0.01% |
7,320
-5,034
| -41% | -$167K |
|
2116
G-III Apparel Group
GIII
$1.54B
| $243K | ﹤0.01% |
6,594
+5,182
| +367% | +$151K |
|
|
CHSP
2117
DELISTED
Chesapeake Lodging Trust
CHSP
| $243K | ﹤0.01% |
+8,988
| New | +$252K |
|
2118
Atlantic Union Bankshares
AUB
$6.02B
| $242K | ﹤0.01% |
+6,678
| New | +$238K |
|
|
IPG
2119
DELISTED
Interpublic Group of Companies
IPG
| $242K | ﹤0.01% |
12,016
-176,281
| -94% | -$3.51M |
|
|
PPBI
2120
DELISTED
Pacific Premier Bancorp
PPBI
| $242K | ﹤0.01% |
+6,048
| New | +$238K |
|
2121
Stepan Co
SCL
$1.46B
| $242K | ﹤0.01% |
+3,066
| New | +$252K |
|
|
XLRN
2122
DELISTED
Acceleron Pharma
XLRN
| $242K | ﹤0.01% |
5,712
+504
| +10% | +$18.9K |
|
|
SIR
2123
DELISTED
SELECT INCOME REIT
SIR
| $242K | ﹤0.01% |
+21,881
| New | +$239K |
|
2124
Avery Dennison
AVY
$13B
| $241K | ﹤0.01% |
+2,098
| New | +$227K |
|
2125
Chegg
CHGG
$110M
| $241K | ﹤0.01% |
+14,742
| New | +$225K |
|
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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.