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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
+6.63%
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
$60.6B
AUM Growth
+$9.06B
(+18%)
Cap. Flow
+$6.63B
Cap. Flow
% of AUM
10.93%
Top 10 Holdings %
Top 10 Hldgs %
56.96%
Holding
4,056
New
717
Increased
510
Reduced
605
Closed
861
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE ETF
EFA
|
+$218M |
| 2 |
Apple
AAPL
|
+$136M |
| 3 |
NRG Energy
NRG
|
+$92.7M |
| 4 |
Citigroup
C
|
+$91.6M |
| 5 |
State Street SPDR S&P Regional Banking ETF
KRE
|
+$70.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$188M |
| 2 |
Mondelez International
MDLZ
|
+$133M |
| 3 |
Alphabet (Google) Class C
GOOG
|
+$73.5M |
| 4 |
Intel
INTC
|
+$67.7M |
| 5 |
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
|
+$41.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 0.76% |
| 2 | Financials | 0.69% |
| 3 | Consumer Discretionary | 0.4% |
| 4 | Industrials | 0.31% |
| 5 | Materials | 0.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1801
Cohen & Steers
CNS
$4.23B
| $6K | ﹤0.01% |
+152
| New | +$6.03K |
|
1802
Crawford & Co Class B
CRD.B
$491M
| $6K | ﹤0.01% |
+534
| New | +$5.18K |
|
|
DHIL
1803
DELISTED
Diamond Hill
DHIL
| $6K | ﹤0.01% |
+30
| New | +$5.93K |
|
1804
Deluxe
DLX
$1.18B
| $6K | ﹤0.01% |
+84
| New | +$5.86K |
|
1805
Brinker International
EAT
$9.17B
| $6K | ﹤0.01% |
+189
| New | +$6.44K |
|
1806
Employers Holdings
EIG
$908M
| $6K | ﹤0.01% |
+140
| New | +$5.96K |
|
1807
EnerSys
ENS
$6.78B
| $6K | ﹤0.01% |
+88
| New | +$6.02K |
|
|
FISV
1808
Fiserv Inc
FISV
$28.8B
| $6K | ﹤0.01% |
+90
| New | +$5.59K |
|
1809
FMC
FMC
$1.34B
| $6K | ﹤0.01% |
+81
| New | +$5.82K |
|
1810
Global Indemnity Group
GBLI
$402M
| $6K | ﹤0.01% |
+145
| New | +$5.75K |
|
1811
Genesco
GCO
$425M
| $6K | ﹤0.01% |
240
-106,412
| -100% | -$3.01M |
|
1812
Hackett Group
HCKT
$270M
| $6K | ﹤0.01% |
+415
| New | +$6.18K |
|
1813
Hartford Financial Services
HIG
$38.9B
| $6K | ﹤0.01% |
+110
| New | +$5.98K |
|
1814
Insteel Industries
IIIN
$593M
| $6K | ﹤0.01% |
+237
| New | +$6.4K |
|
1815
Innoviva
INVA
$1.55B
| $6K | ﹤0.01% |
+418
| New | +$5.53K |
|
1816
Kelly Services Class A
KELYA
$514M
| $6K | ﹤0.01% |
+259
| New | +$5.83K |
|
1817
Kodak
KODK
$822M
| $6K | ﹤0.01% |
+808
| New | +$6.71K |
|
1818
LGI Homes
LGIH
$1.27B
| $6K | ﹤0.01% |
+133
| New | +$5.91K |
|
1819
La-Z-Boy
LZB
$1.58B
| $6K | ﹤0.01% |
+233
| New | +$6.79K |
|
1820
MasterCraft Boat Holdings
MCFT
$579M
| $6K | ﹤0.01% |
+318
| New | +$5.91K |
|
1821
MillerKnoll
MLKN
$1.53B
| $6K | ﹤0.01% |
+172
| New | +$5.79K |
|
1822
Marcus & Millichap
MMI
$1.16B
| $6K | ﹤0.01% |
+223
| New | +$5.8K |
|
|
ODP
1823
DELISTED
ODP
ODP
| $6K | ﹤0.01% |
+132
| New | +$6.52K |
|
1824
Omnicom Group
OMC
$21.6B
| $6K | ﹤0.01% |
79
-5,709
| -99% | -$440K |
|
1825
O'Reilly Automotive
ORLY
$72.9B
| $6K | ﹤0.01% |
435
-180
| -29% | -$2.38K |
|
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Parallax Volatility Advisers's Q3 2017 Portfolio in Review
As of Q3 2017, Parallax Volatility Advisers held 4,056 positions worth $60.6B, up 18% from $51.6B the previous quarter. Its ten largest holdings account for 57% of the portfolio.
Parallax Volatility Advisers deployed $6.63B of net new capital in Q3 2017, opening 717 new positions and adding to 510 existing holdings. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M.
By sector, the portfolio is most concentrated in Technology at 0.76% of assets, down from 0.85% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $188M trimmed.
- Parallax Volatility Advisers's largest Q3 2017 buy was NRG Energy: 3,920,385 shares worth $100M.
- Parallax Volatility Advisers added most to iShares MSCI EAFE ETF in Q3 2017, an estimated $218M increase.
- Parallax Volatility Advisers's biggest Q3 2017 reduction was iShares Russell 2000 ETF, cutting an estimated $188M.
- Parallax Volatility Advisers fully exited Intel in Q3 2017, selling an estimated $67.7M.
- Parallax Volatility Advisers's ten largest holdings make up 57% of its $60.6B portfolio in Q3 2017.
- Parallax Volatility Advisers opened 717 new positions and closed 861 in Q3 2017.
- Parallax Volatility Advisers's portfolio value rose 18% quarter-over-quarter to $60.6B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2017, filed 14 Nov 2017.