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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 | |
|---|---|---|---|---|---|---|
1276
International Paper
IP
$21.6B
| $807K | ﹤0.01% |
+14,708
| New | +$790K |
|
1277
CALL
Itaú Unibanco
ITUB
$93.2B
| $806K | ﹤0.01% |
127,813
+18,348
| +17% | +$117K |
|
1278
Waste Management
WM
$90.6B
| $806K | ﹤0.01% |
9,343
+9,326
| +54,859% | +$759K |
|
1279
Ralph Lauren
RL
$22.6B
| $804K | ﹤0.01% |
7,755
-10,066
| -56% | -$929K |
|
1280
Prologis
PLD
$135B
| $803K | ﹤0.01% |
+12,440
| New | +$812K |
|
|
STL
1281
DELISTED
Sterling Bancorp
STL
| $799K | ﹤0.01% |
+32,466
| New | +$804K |
|
1282
CALL
Central Garden & Pet Co
CENT
$2.69B
| $798K | ﹤0.01% |
+25,625
| New | +$785K |
|
1283
Sherwin-Williams
SHW
$82.7B
| $794K | ﹤0.01% |
+5,808
| New | +$764K |
|
1284
CALL
ZTO Express
ZTO
$18.3B
| $793K | ﹤0.01% |
+50,000
| New | +$788K |
|
|
1285
PUT
ZTO Express
ZTO
$18.3B
| $793K | ﹤0.01% |
50,000
| – | – |
|
1286
PUT
Marathon Petroleum
MPC
$92.4B
| $792K | ﹤0.01% |
12,000
| – | – |
|
1287
Dana Inc
DAN
$2.9B
| $788K | ﹤0.01% |
24,624
+24,388
| +10,334% | +$750K |
|
1288
CALL
Newell Brands
NWL
$2.38B
| $788K | ﹤0.01% |
25,500
+16,000
| +168% | +$552K |
|
1289
General Mills
GIS
$19.1B
| $787K | ﹤0.01% |
13,280
-16,485
| -55% | -$892K |
|
1290
Progressive
PGR
$123B
| $785K | ﹤0.01% |
+13,932
| New | +$721K |
|
1291
Aon
AON
$76.5B
| $783K | ﹤0.01% |
+5,840
| New | +$831K |
|
1292
MKS Inc
MKSI
$20.1B
| $774K | ﹤0.01% |
8,190
+8,172
| +45,400% | +$814K |
|
1293
Sarepta Therapeutics
SRPT
$1.57B
| $774K | ﹤0.01% |
13,907
+8,623
| +163% | +$457K |
|
|
EFOR
1294
Everforth Inc
EFOR
$1.17B
| $773K | ﹤0.01% |
+12,032
| New | +$728K |
|
1295
PUT
Camtek
CAMT
$6.18B
| $772K | ﹤0.01% |
135,000
| – | – |
|
|
VIAB
1296
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $771K | ﹤0.01% |
25,000
-81,300
| -76% | -$2.21M |
|
1297
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
| $770K | ﹤0.01% |
41,000
| – | – |
|
1298
CALL
STMicroelectronics
STM
$46.7B
| $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 |
|
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.