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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 | |
|---|---|---|---|---|---|---|
|
SFBS
1951
ServisFirst Bancshares
SFBS
$4.89B
| $295K | ﹤0.01% |
+7,098
| New | +$288K |
|
1952
Xylem
XYL
$27.3B
| $294K | ﹤0.01% |
+4,308
| New | +$286K |
|
1953
Alexandria Real Estate Equities
ARE
$8.97B
| $293K | ﹤0.01% |
+2,240
| New | +$282K |
|
1954
Church & Dwight Co
CHD
$23.4B
| $293K | ﹤0.01% |
+5,840
| New | +$274K |
|
1955
LKQ Corp
LKQ
$5.68B
| $293K | ﹤0.01% |
+7,200
| New | +$276K |
|
|
NVRO
1956
DELISTED
NEVRO CORP.
NVRO
| $293K | ﹤0.01% |
+4,242
| New | +$339K |
|
|
SPPI
1957
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
| $293K | ﹤0.01% |
+15,476
| New | +$280K |
|
|
LOXO
1958
DELISTED
Loxo Oncology, Inc
LOXO
| $293K | ﹤0.01% |
+3,486
| New | +$291K |
|
|
EBIX
1959
DELISTED
Ebix Inc
EBIX
| $293K | ﹤0.01% |
+3,696
| New | +$269K |
|
1960
CALL
Invesco
IVZ
$13.1B
| $292K | ﹤0.01% |
8,000
| – | – |
|
|
SEM
1961
DELISTED
Select Medical
SEM
| $291K | ﹤0.01% |
+30,557
| New | +$292K |
|
1962
PUT
Norfolk Southern
NSC
$75.4B
| $290K | ﹤0.01% |
2,000
| – | – |
|
1963
Snap-on
SNA
$21.2B
| $290K | ﹤0.01% |
+1,661
| New | +$269K |
|
|
MSCC
1964
DELISTED
Microsemi Corp
MSCC
| $290K | ﹤0.01% |
+5,608
| New | +$295K |
|
1965
Pricesmart
PSMT
$5.98B
| $289K | ﹤0.01% |
+3,360
| New | +$287K |
|
1966
Qualys
QLYS
$5.1B
| $289K | ﹤0.01% |
+4,872
| New | +$274K |
|
|
UCTT
1967
Ultra Clean Holdings
UCTT
$3.73B
| $289K | ﹤0.01% |
+12,527
| New | +$321K |
|
1968
Independent Bank
INDB
$3.99B
| $288K | ﹤0.01% |
+4,116
| New | +$295K |
|
1969
La-Z-Boy
LZB
$1.58B
| $288K | ﹤0.01% |
9,216
+8,983
| +3,855% | +$259K |
|
|
ALEX
1970
DELISTED
Alexander & Baldwin
ALEX
| $287K | ﹤0.01% |
+10,332
| New | +$403K |
|
1971
Cogent Communications
CCOI
$676M
| $287K | ﹤0.01% |
+6,342
| New | +$302K |
|
1972
McCormick & Company Non-Voting
MKC
$13.7B
| $287K | ﹤0.01% |
5,640
+588
| +12% | +$29.3K |
|
1973
Teladoc Health
TDOC
$1.22B
| $287K | ﹤0.01% |
+8,232
| New | +$273K |
|
|
MDCO
1974
DELISTED
Medicines Co
MDCO
| $287K | ﹤0.01% |
10,500
-27,543
| -72% | -$848K |
|
1975
CenterPoint Energy
CNP
$27.7B
| $286K | ﹤0.01% |
+10,080
| New | +$294K |
|
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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.