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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 | |
|---|---|---|---|---|---|---|
2176
CNX Resources
CNX
$5.3B
| $229K | ﹤0.01% |
+15,652
| New | +$216K |
|
2177
Hormel Foods
HRL
$13.8B
| $229K | ﹤0.01% |
6,280
-18,199
| -74% | -$612K |
|
|
P
2178
Everpure Inc
P
$25.7B
| $229K | ﹤0.01% |
14,448
-27,450
| -66% | -$458K |
|
|
LQ
2179
DELISTED
La Quinta Holdings Inc.
LQ
| $229K | ﹤0.01% |
12,390
+12,362
| +44,150% | +$219K |
|
2180
Interface
TILE
$1.99B
| $228K | ﹤0.01% |
+9,072
| New | +$213K |
|
|
BBT
2181
Beacon Financial Corp
BBT
$2.66B
| $226K | ﹤0.01% |
+6,174
| New | +$235K |
|
2182
The Greenbrier Companies
GBX
$1.52B
| $226K | ﹤0.01% |
+4,242
| New | +$213K |
|
|
DRE
2183
DELISTED
Duke Realty Corp.
DRE
| $226K | ﹤0.01% |
+8,320
| New | +$237K |
|
|
CSGS
2184
DELISTED
CSG Systems International
CSGS
| $225K | ﹤0.01% |
+5,124
| New | +$221K |
|
2185
Open Text
OTEX
$6.15B
| $225K | ﹤0.01% |
+6,301
| New | +$210K |
|
2186
Capri Holdings
CPRI
$1.83B
| $224K | ﹤0.01% |
+3,560
| New | +$195K |
|
2187
Innoviva
INVA
$1.55B
| $224K | ﹤0.01% |
15,772
+15,354
| +3,673% | +$205K |
|
2188
Ovintiv
OVV
$17.3B
| $224K | ﹤0.01% |
3,355
-562
| -14% | -$33.2K |
|
|
SNBR
2189
DELISTED
Sleep Number
SNBR
| $224K | ﹤0.01% |
+5,964
| New | +$203K |
|
2190
Federal Realty Investment Trust
FRT
$10.7B
| $223K | ﹤0.01% |
+1,680
| New | +$217K |
|
2191
WSFS Financial
WSFS
$4.12B
| $223K | ﹤0.01% |
+4,662
| New | +$230K |
|
|
CORE
2192
DELISTED
Core Mark Holding Co., Inc.
CORE
| $223K | ﹤0.01% |
+7,056
| New | +$226K |
|
|
BGC
2193
DELISTED
General Cable Corporation
BGC
| $223K | ﹤0.01% |
+7,518
| New | +$178K |
|
|
LVNTA
2194
DELISTED
Liberty Interactive Corporation Series A Liberty Ventures
LVNTA
| $223K | ﹤0.01% |
+4,111
| New | +$234K |
|
|
SPN
2195
DELISTED
Superior Energy Services, Inc.
SPN
| $223K | ﹤0.01% |
2,314
-10,636
| -82% | -$987K |
|
2196
Amkor Technology
AMKR
$12.4B
| $222K | ﹤0.01% |
22,092
+21,449
| +3,336% | +$230K |
|
2197
Benchmark Electronics
BHE
$2.87B
| $222K | ﹤0.01% |
+7,644
| New | +$238K |
|
2198
Methode Electronics
MEI
$496M
| $222K | ﹤0.01% |
+5,544
| New | +$247K |
|
2199
Norwegian Cruise Line
NCLH
$8.51B
| $222K | ﹤0.01% |
4,160
-36,000
| -90% | -$1.99M |
|
2200
Prothena Corp
PRTA
$425M
| $222K | ﹤0.01% |
+5,922
| New | +$302K |
|
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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.