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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 | |
|---|---|---|---|---|---|---|
|
MDP
1701
DELISTED
Meredith Corporation
MDP
| $399K | ﹤0.01% |
+6,048
| New | +$365K |
|
1702
Applied Industrial Technologies
AIT
$12.8B
| $398K | ﹤0.01% |
+5,838
| New | +$371K |
|
|
HA
1703
DELISTED
Hawaiian Holdings, Inc.
HA
| $398K | ﹤0.01% |
9,996
+9,923
| +13,593% | +$382K |
|
1704
United Airlines
UAL
$39.4B
| $396K | ﹤0.01% |
+5,880
| New | +$367K |
|
|
XLNX
1705
DELISTED
Xilinx Inc
XLNX
| $396K | ﹤0.01% |
5,880
+4,082
| +227% | +$290K |
|
|
RP
1706
DELISTED
RealPage, Inc.
RP
| $396K | ﹤0.01% |
+8,946
| New | +$390K |
|
|
K
1707
DELISTED
Kellanova
K
| $394K | ﹤0.01% |
+6,177
| New | +$372K |
|
1708
Mine Safety
MSA
$7.35B
| $394K | ﹤0.01% |
+5,082
| New | +$406K |
|
1709
Omnicom Group
OMC
$21.6B
| $393K | ﹤0.01% |
5,400
+5,321
| +6,735% | +$382K |
|
1710
Chord Energy
CHRD
$7.9B
| $392K | ﹤0.01% |
+46,621
| New | +$430K |
|
1711
Ametek
AME
$55.4B
| $391K | ﹤0.01% |
+5,400
| New | +$376K |
|
1712
NETSCOUT
NTCT
$2.96B
| $391K | ﹤0.01% |
12,852
+12,253
| +2,046% | +$374K |
|
|
CTXS
1713
DELISTED
Citrix Systems Inc
CTXS
| $391K | ﹤0.01% |
4,441
-11,090
| -71% | -$939K |
|
|
HES
1714
DELISTED
Hess
HES
| $390K | ﹤0.01% |
8,207
-20,536
| -71% | -$926K |
|
1715
Ormat Technologies
ORA
$6B
| $390K | ﹤0.01% |
+6,090
| New | +$386K |
|
1716
STAG Industrial
STAG
$7.38B
| $390K | ﹤0.01% |
+14,280
| New | +$399K |
|
1717
Pebblebrook Hotel Trust
PEB
$2.15B
| $389K | ﹤0.01% |
+10,458
| New | +$386K |
|
1718
Protolabs
PRLB
$1.79B
| $389K | ﹤0.01% |
+3,780
| New | +$339K |
|
|
BCPC
1719
Balchem Corp
BCPC
$5.38B
| $389K | ﹤0.01% |
+4,830
| New | +$402K |
|
1720
Deckers Outdoor
DECK
$13.2B
| $388K | ﹤0.01% |
+28,980
| New | +$347K |
|
1721
Unifirst Corp
UNF
$5.3B
| $388K | ﹤0.01% |
+2,352
| New | +$375K |
|
1722
American Water Works
AWK
$26.7B
| $387K | ﹤0.01% |
4,232
+4,215
| +24,794% | +$372K |
|
|
EGOV
1723
PUT
DELISTED
NIC Inc
EGOV
| $387K | ﹤0.01% |
+23,300
| New | +$393K |
|
|
AAN.A
1724
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $387K | ﹤0.01% |
+9,702
| New | +$387K |
|
1725
Granite Construction
GVA
$5.29B
| $386K | ﹤0.01% |
+6,090
| 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.