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Parallax Volatility Advisers

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
Cap. Flow
+$9.23B
Cap. Flow %
12.54%
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 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
TTGT icon
3326
TechTarget
TTGT
$317M
$41K ﹤0.01%
+2,940
New +$38.3K
TTWO icon
3327
Take-Two Interactive
TTWO
$44B
$41K ﹤0.01%
+375
New +$40.9K
UTMD icon
3328
Utah Medical Products
UTMD
$225M
$41K ﹤0.01%
+504
New +$39.3K
CCBG icon
3329
Capital City Bank Group
CCBG
$899M
$40K ﹤0.01%
+1,722
New +$41.8K
CTO
3330
CTO Realty Growth
CTO
$816M
$40K ﹤0.01%
+2,321
New +$37.9K
GRBK icon
3331
Green Brick Partners
GRBK
$3.16B
$40K ﹤0.01%
+3,528
New +$38.8K
HST icon
3332
CALL
Host Hotels & Resorts
HST
$17.2B
$40K ﹤0.01%
2,000
– –
MEDP icon
3333
Medpace
MEDP
$16.4B
$40K ﹤0.01%
+1,092
New +$38.3K
PACB icon
3334
PUT
Pacific Biosciences
PACB
$404M
$40K ﹤0.01%
+15,000
New +$52.5K
MCBC
3335
DELISTED
Macatawa Bank Corp
MCBC
$40K ﹤0.01%
+3,990
New +$40.2K
TRHC
3336
DELISTED
Tabula Rasa HealthCare, Inc. Common Stock
TRHC
$40K ﹤0.01%
+1,428
New +$41.8K
TREC
3337
DELISTED
Trecora Resources
TREC
$40K ﹤0.01%
+2,940
New +$37.2K
SIGM
3338
DELISTED
Sigma Designs Inc
SIGM
$40K ﹤0.01%
+5,796
New +$36.3K
SNBC
3339
DELISTED
Sun Bancorp Inc
SNBC
$40K ﹤0.01%
+1,638
New +$41K
BELFB
3340
Bel Fuse Inc Class B
BELFB
$4.23B
$39K ﹤0.01%
+1,554
New +$44.5K
CALX icon
3341
Calix
CALX
$2.44B
$39K ﹤0.01%
+6,552
New +$39.7K
DGII icon
3342
Digi International
DGII
$2.73B
$39K ﹤0.01%
+4,032
New +$41.2K
DJCO icon
3343
Daily Journal
DJCO
$830M
$39K ﹤0.01%
+168
New +$39.5K
FTK icon
3344
Flotek Industries
FTK
$1.29B
$39K ﹤0.01%
+1,407
New +$40.1K
HCI icon
3345
HCI Group
HCI
$2.27B
$39K ﹤0.01%
+1,302
New +$43.4K
HIG icon
3346
PUT
Hartford Financial Services
HIG
$39.3B
$39K ﹤0.01%
700
– –
HURC icon
3347
Hurco Companies Inc
HURC
$142M
$39K ﹤0.01%
+924
New +$40.1K
IWN icon
3348
iShares Russell 2000 Value ETF
IWN
$14.6B
$39K ﹤0.01%
309
+308
+30,800% +$38.5K
LE icon
3349
Lands' End
LE
$396M
$39K ﹤0.01%
2,016
-11,160
-85% -$154K
POST icon
3350
Post Holdings
POST
$4.03B
$39K ﹤0.01%
+761
New +$40.5K
132 133
134
135 136

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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.