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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 | |
|---|---|---|---|---|---|---|
2026
Pacira BioSciences
PCRX
$1.04B
| $272K | ﹤0.01% |
+5,964
| New | +$236K |
|
|
ARGO
2027
DELISTED
Argo Group International Holdings, Ltd.
ARGO
| $272K | ﹤0.01% |
+5,072
| New | +$272K |
|
|
RXDX
2028
CALL
DELISTED
Ignyta, Inc.
RXDX
| $272K | ﹤0.01% |
+10,200
| New | +$166K |
|
2029
Brady Corp
BRC
$4.44B
| $271K | ﹤0.01% |
+7,140
| New | +$275K |
|
2030
Pentair
PNR
$10.4B
| $271K | ﹤0.01% |
+5,718
| New | +$267K |
|
2031
CALL
First Solar
FSLR
$22.7B
| $270K | ﹤0.01% |
4,000
| – | – |
|
|
ARCH
2032
DELISTED
Arch Resources, Inc.
ARCH
| $270K | ﹤0.01% |
2,898
-27,727
| -91% | -$2.21M |
|
2033
Ameris Bancorp
ABCB
$5.85B
| $269K | ﹤0.01% |
+5,586
| New | +$270K |
|
2034
Expeditors International
EXPD
$22B
| $269K | ﹤0.01% |
+4,160
| New | +$255K |
|
|
TRTN
2035
DELISTED
Triton International Limited
TRTN
| $269K | ﹤0.01% |
+7,182
| New | +$276K |
|
|
LSI
2036
DELISTED
Life Storage, Inc.
LSI
| $269K | ﹤0.01% |
4,526
-51,946
| -92% | -$2.99M |
|
2037
Albany International
AIN
$2.11B
| $268K | ﹤0.01% |
+4,368
| New | +$263K |
|
2038
Insight Enterprises
NSIT
$3.89B
| $268K | ﹤0.01% |
6,987
+6,840
| +4,653% | +$280K |
|
2039
RH
RH
$3.13B
| $268K | ﹤0.01% |
+3,108
| New | +$281K |
|
2040
Employers Holdings
EIG
$908M
| $267K | ﹤0.01% |
6,018
+5,878
| +4,199% | +$277K |
|
2041
Otter Tail
OTTR
$3.71B
| $267K | ﹤0.01% |
6,006
+5,991
| +39,940% | +$275K |
|
|
STRP
2042
DELISTED
Straight Path Communications Inc.
STRP
| $267K | ﹤0.01% |
1,470
-31,530
| -96% | -$5.72M |
|
2043
Dick's Sporting Goods
DKS
$17.5B
| $266K | ﹤0.01% |
9,271
+4,939
| +114% | +$136K |
|
2044
Groupon
GRPN
$1.05B
| $266K | ﹤0.01% |
+2,606
| New | +$274K |
|
|
ODP
2045
PUT
DELISTED
ODP
ODP
| $266K | ﹤0.01% |
+7,500
| New | +$260K |
|
2046
Sony
SONY
$137B
| $266K | ﹤0.01% |
29,585
+8,390
| +40% | +$72.1K |
|
2047
Winnebago Industries
WGO
$856M
| $266K | ﹤0.01% |
+4,788
| New | +$240K |
|
2048
First Merchants
FRME
$2.68B
| $265K | ﹤0.01% |
+6,300
| New | +$269K |
|
2049
Packaging Corp of America
PKG
$21.9B
| $265K | ﹤0.01% |
2,200
+2,177
| +9,465% | +$253K |
|
2050
Perrigo
PRGO
$1.4B
| $265K | ﹤0.01% |
+3,040
| New | +$261K |
|
Similar funds
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.