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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+7.66%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$73.6B
AUM Growth
+$13B
Cap. Flow
+$743M
Cap. Flow %
1.01%
Top 10 Hldgs %
62.59%
Holding
5,549
New
2,351
Increased
689
Reduced
564
Closed
493

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$118M
2
QCOM icon
Qualcomm
QCOM
+$107M
3
MAC icon
Macerich
MAC
+$80M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$48.7M
5
META icon
Meta Platforms (Facebook)
META
+$43.6M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$227M
2
AAPL icon
Apple
AAPL
+$173M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$85M
4
C icon
Citigroup
C
+$74.8M
5
BA icon
Boeing
BA
+$30.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.88%
2 Financials 0.85%
3 Technology 0.73%
4 Consumer Discretionary 0.62%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IP icon
1276
International Paper
IP
$18.3B
$807K ﹤0.01%
+14,708
New +$790K
ITUB icon
1277
CALL
Itaú Unibanco
ITUB
$89.1B
$806K ﹤0.01%
127,813
+18,348
+17% +$117K
WM icon
1278
Waste Management
WM
$86.5B
$806K ﹤0.01%
9,343
+9,326
+54,859% +$759K
RL icon
1279
Ralph Lauren
RL
$20B
$804K ﹤0.01%
7,755
-10,066
-56% -$929K
PLD icon
1280
Prologis
PLD
$129B
$803K ﹤0.01%
+12,440
New +$812K
STL
1281
DELISTED
Sterling Bancorp
STL
$799K ﹤0.01%
+32,466
New +$804K
CENT icon
1282
CALL
Central Garden & Pet Co
CENT
$2.49B
$798K ﹤0.01%
+25,625
New +$785K
SHW icon
1283
Sherwin-Williams
SHW
$77.8B
$794K ﹤0.01%
+5,808
New +$764K
ZTO icon
1284
CALL
ZTO Express
ZTO
$15.7B
$793K ﹤0.01%
+50,000
New +$788K
ZTO icon
1285
PUT
ZTO Express
ZTO
$15.7B
$793K ﹤0.01%
50,000
– –
MPC icon
1286
PUT
Marathon Petroleum
MPC
$112B
$792K ﹤0.01%
12,000
– –
DAN icon
1287
Dana Inc
DAN
$3.28B
$788K ﹤0.01%
24,624
+24,388
+10,334% +$750K
NWL icon
1288
CALL
Newell Brands
NWL
$2.56B
$788K ﹤0.01%
25,500
+16,000
+168% +$552K
GIS icon
1289
General Mills
GIS
$19.8B
$787K ﹤0.01%
13,280
-16,485
-55% -$892K
PGR icon
1290
Progressive
PGR
$125B
$785K ﹤0.01%
+13,932
New +$721K
AON icon
1291
Aon
AON
$64.6B
$783K ﹤0.01%
+5,840
New +$831K
MKSI icon
1292
MKS Inc
MKSI
$18.1B
$774K ﹤0.01%
8,190
+8,172
+45,400% +$814K
SRPT icon
1293
Sarepta Therapeutics
SRPT
$2.33B
$774K ﹤0.01%
13,907
+8,623
+163% +$457K
EFOR
1294
Everforth Inc
EFOR
$1.25B
$773K ﹤0.01%
+12,032
New +$728K
CAMT icon
1295
PUT
Camtek
CAMT
$6.94B
$772K ﹤0.01%
135,000
– –
VIAB
1296
CALL
DELISTED
Viacom Inc. Class B
VIAB
$771K ﹤0.01%
25,000
-81,300
-76% -$2.21M
DBA icon
1297
PUT
Invesco DB Agriculture Fund
DBA
$1.25B
$770K ﹤0.01%
41,000
– –
STM icon
1298
CALL
STMicroelectronics
STM
$46B
$764K ﹤0.01%
35,000
-140,000
-80% -$3.1M
KND
1299
DELISTED
Kindred Healthcare
KND
$764K ﹤0.01%
+78,739
New +$586K
CAFD
1300
PUT
DELISTED
8point3 Energy Partners LP
CAFD
$761K ﹤0.01%
+50,000
New +$752K
50 51
52
53 54

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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's Q4 2017 filing shows 2,351 new, 689 increased, 564 reduced and 493 closed positions. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M. The largest sale was iShares MSCI EAFE ETF, an estimated $227M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • 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.