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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

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
HIL
3501
DELISTED
Hill International, Inc. Common Stock
HIL
$30K ﹤0.01%
+5,460
New +$28.8K
HBMD
3502
DELISTED
Howard Bancorp, Inc. Common Stock
HBMD
$30K ﹤0.01%
+1,344
New +$28.7K
HABT
3503
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
$30K ﹤0.01%
+3,150
New +$33.5K
MSL
3504
DELISTED
Midsouth Bancorp, Inc.
MSL
$30K ﹤0.01%
+2,268
New +$29.8K
SFS
3505
DELISTED
Smart & Final Stores, Inc.
SFS
$30K ﹤0.01%
+3,528
New +$27.3K
REIS
3506
DELISTED
Reis, Inc.
REIS
$30K ﹤0.01%
+1,470
New +$28.4K
OIL
3507
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$30K ﹤0.01%
4,601
AMPY icon
3508
Amplify Energy
AMPY
$166M
$29K ﹤0.01%
+1,764
New +$28.3K
CFFI icon
3509
C&F Financial
CFFI
$273M
$29K ﹤0.01%
+504
New +$29.8K
DDD icon
3510
CALL
3D Systems Corp
DDD
$581M
$29K ﹤0.01%
3,300
HBAN icon
3511
PUT
Huntington Bancshares
HBAN
$35.1B
$29K ﹤0.01%
2,000
ISTR icon
3512
Investar Holding Corp
ISTR
$415M
$29K ﹤0.01%
+1,218
New +$28.9K
NWFL icon
3513
Norwood Financial Corp
NWFL
$372M
$29K ﹤0.01%
+882
New +$26.8K
ORRF icon
3514
Orrstown Financial Services
ORRF
$859M
$29K ﹤0.01%
+1,134
New +$28.7K
STRS icon
3515
Stratus Properties
STRS
$157M
$29K ﹤0.01%
+966
New +$28.9K
TLYS icon
3516
Tilly's
TLYS
$121M
$29K ﹤0.01%
+1,974
New +$26.5K
VHC icon
3517
VirnetX Holding Corp
VHC
$56.8M
$29K ﹤0.01%
+386
New +$37.5K
WEYS icon
3518
Weyco Group
WEYS
$385M
$29K ﹤0.01%
+966
New +$27.1K
SBOW
3519
DELISTED
SilverBow Resources, Inc.
SBOW
$29K ﹤0.01%
+966
New +$22.6K
PFBI
3520
DELISTED
Premier Financial Bancorp
PFBI
$29K ﹤0.01%
+1,785
New +$28.7K
MBTF
3521
DELISTED
MBT Financial Corporation
MBTF
$29K ﹤0.01%
+2,730
New +$29.1K
MEET
3522
DELISTED
The Meet Group, Inc. Common Stock
MEET
$29K ﹤0.01%
+10,206
New +$30.4K
IHC
3523
DELISTED
Independence Holding Company
IHC
$29K ﹤0.01%
+1,050
New +$29.2K
CWCO icon
3524
Consolidated Water Co
CWCO
$477M
$28K ﹤0.01%
+2,184
New +$27.6K
EPM icon
3525
Evolution Petroleum
EPM
$129M
$28K ﹤0.01%
+4,032
New +$28.3K

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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.