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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
HSY icon
1751
Hershey
HSY
$34.6B
$372K ﹤0.01%
+3,280
New +$361K
IDXX icon
1752
Idexx Laboratories
IDXX
$40.6B
$371K ﹤0.01%
+2,371
New +$373K
HALO icon
1753
Halozyme
HALO
$12.2B
$370K ﹤0.01%
+18,270
New +$336K
NOV icon
1754
NOV
NOV
$7.67B
$370K ﹤0.01%
10,283
+8,599
+511% +$291K
MZTI
1755
The Marzetti Company
MZTI
$2.76B
$369K ﹤0.01%
+2,856
New +$360K
FAST icon
1756
Fastenal
FAST
$56B
$368K ﹤0.01%
+26,880
New +$333K
HBAN icon
1757
Huntington Bancshares
HBAN
$33.6B
$368K ﹤0.01%
25,293
+25,231
+40,695% +$354K
PG icon
1758
PUT
Procter & Gamble
PG
$331B
$368K ﹤0.01%
4,000
– –
MRCY icon
1759
Mercury Systems
MRCY
$4.86B
$367K ﹤0.01%
+7,140
New +$366K
MTX icon
1760
Minerals Technologies
MTX
$2.15B
$367K ﹤0.01%
+5,334
New +$379K
LCI
1761
DELISTED
Lannett Company, Inc.
LCI
$366K ﹤0.01%
+3,942
New +$384K
LLL
1762
DELISTED
L3 Technologies, Inc.
LLL
$364K ﹤0.01%
1,840
+1,832
+22,900% +$349K
GATX icon
1763
GATX Corp
GATX
$6.25B
$363K ﹤0.01%
+5,838
New +$355K
BIG
1764
DELISTED
Big Lots, Inc.
BIG
$363K ﹤0.01%
+6,468
New +$351K
SSD icon
1765
Simpson Manufacturing
SSD
$7.24B
$362K ﹤0.01%
+6,300
New +$349K
HZNP
1766
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$362K ﹤0.01%
+24,822
New +$349K
GWB
1767
DELISTED
Great Western Bancorp, Inc.
GWB
$361K ﹤0.01%
+9,072
New +$367K
CAG icon
1768
Conagra Brands
CAG
$7.25B
$360K ﹤0.01%
+9,560
New +$340K
CMCSA icon
1769
CALL
Comcast
CMCSA
$87.3B
$360K ﹤0.01%
+9,000
New +$338K
CRS icon
1770
Carpenter Technology
CRS
$22.7B
$360K ﹤0.01%
+7,056
New +$350K
HOPE icon
1771
Hope Bancorp
HOPE
$1.77B
$360K ﹤0.01%
+19,740
New +$358K
MLM icon
1772
Martin Marietta Materials
MLM
$35.7B
$360K ﹤0.01%
1,629
+1,611
+8,950% +$337K
PBH icon
1773
Prestige Consumer Healthcare
PBH
$2.31B
$360K ﹤0.01%
+8,106
New +$369K
SFNC icon
1774
Simmons First National
SFNC
$3.31B
$360K ﹤0.01%
+12,600
New +$362K
SANM icon
1775
Sanmina
SANM
$11B
$359K ﹤0.01%
+10,878
New +$380K
69 70
71
72 73

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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.