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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 | |
|---|---|---|---|---|---|---|
|
BBBY
2426
Bed Bath & Beyond
BBBY
$495M
| $164K | ﹤0.01% |
+3,410
| New | +$123K |
|
2427
NatWest
NWG
$76.6B
| $164K | ﹤0.01% |
19,974
-28,530
| -59% | -$228K |
|
|
SWN
2428
DELISTED
Southwestern Energy Company
SWN
| $164K | ﹤0.01% |
+29,400
| New | +$171K |
|
|
TLRD
2429
DELISTED
Tailored Brands, Inc.
TLRD
| $164K | ﹤0.01% |
+7,518
| New | +$126K |
|
|
CCC
2430
DELISTED
Calgon Carbon Corp
CCC
| $164K | ﹤0.01% |
+7,686
| New | +$165K |
|
2431
CALL
Deutsche Bank
DB
$69.4B
| $163K | ﹤0.01% |
8,600
| – | – |
|
2432
Geron
GERN
$815M
| $163K | ﹤0.01% |
+90,349
| New | +$182K |
|
2433
Gogo Inc
GOGO
$609M
| $163K | ﹤0.01% |
14,465
+14,240
| +6,329% | +$152K |
|
2434
Helmerich & Payne
HP
$3.39B
| $163K | ﹤0.01% |
+2,520
| New | +$141K |
|
2435
OraSure Technologies
OSUR
$286M
| $163K | ﹤0.01% |
+8,652
| New | +$157K |
|
2436
CALL
Royal Bank of Canada
RY
$292B
| $163K | ﹤0.01% |
2,000
-21,700
| -92% | -$1.72M |
|
|
SKX
2437
PUT
DELISTED
Skechers
SKX
| $163K | ﹤0.01% |
+4,300
| New | +$139K |
|
|
BGG
2438
DELISTED
Briggs & Stratton Corp.
BGG
| $163K | ﹤0.01% |
+6,426
| New | +$158K |
|
|
CBPX
2439
DELISTED
CONTINENTAL BUILDING PRODUCTS, INC.
CBPX
| $163K | ﹤0.01% |
+5,796
| New | +$157K |
|
|
SONC
2440
DELISTED
Sonic Corp
SONC
| $163K | ﹤0.01% |
+5,922
| New | +$153K |
|
|
SHLM
2441
DELISTED
Schulman (A.) Inc
SHLM
| $163K | ﹤0.01% |
+4,368
| New | +$163K |
|
2442
Cannae Holdings
CNNE
$655M
| $162K | ﹤0.01% |
+9,534
| New | +$165K |
|
2443
The Ensign Group
ENSG
$10.4B
| $162K | ﹤0.01% |
+7,812
| New | +$168K |
|
|
2444
PUT
Geron
GERN
$815M
| $162K | ﹤0.01% |
+90,000
| New | +$182K |
|
2445
PUT
Marchex
MCHX
$80.2M
| $162K | ﹤0.01% |
+50,000
| New | +$160K |
|
2446
Neurocrine Biosciences
NBIX
$16.9B
| $162K | ﹤0.01% |
+2,091
| New | +$143K |
|
|
SRG
2447
Seritage Growth Properties
SRG
$137M
| $162K | ﹤0.01% |
3,998
-134,676
| -97% | -$5.62M |
|
|
EGOV
2448
DELISTED
NIC Inc
EGOV
| $162K | ﹤0.01% |
+9,786
| New | +$165K |
|
|
MCRN
2449
DELISTED
Milacron Holdings Corp.
MCRN
| $162K | ﹤0.01% |
+8,484
| New | +$151K |
|
|
DF
2450
DELISTED
Dean Foods Company
DF
| $162K | ﹤0.01% |
+13,986
| New | +$148K |
|
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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.