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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
LUMO
2276
CALL
DELISTED
Lumos Pharma, Inc. Common Stock
LUMO
$203K ﹤0.01%
2,778
– –
ARNA
2277
DELISTED
Arena Pharmaceuticals Inc
ARNA
$203K ﹤0.01%
+5,964
New +$170K
AGNC icon
2278
CALL
AGNC Investment
AGNC
$12.4B
$202K ﹤0.01%
+10,000
New +$206K
AZZ icon
2279
AZZ Inc
AZZ
$4.35B
$202K ﹤0.01%
+3,948
New +$187K
FIVN icon
2280
FIVE9
FIVN
$2.11B
$202K ﹤0.01%
+8,106
New +$200K
CALY
2281
Callaway Golf Company
CALY
$3.32B
$202K ﹤0.01%
+14,490
New +$208K
MTSI icon
2282
MACOM Technology Solutions
MTSI
$19.2B
$202K ﹤0.01%
+6,216
New +$225K
NI icon
2283
NiSource
NI
$21.3B
$202K ﹤0.01%
+7,880
New +$209K
AIMT
2284
DELISTED
Aimmune Therapeutics
AIMT
$202K ﹤0.01%
+5,334
New +$172K
HSNI
2285
DELISTED
HSN, Inc.
HSNI
$202K ﹤0.01%
4,998
+4,888
+4,444% +$193K
UVV icon
2286
Universal Corp
UVV
$1.31B
$201K ﹤0.01%
+3,822
New +$212K
WD icon
2287
Walker & Dunlop
WD
$1.71B
$201K ﹤0.01%
+4,242
New +$216K
SGYP
2288
PUT
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$201K ﹤0.01%
90,000
– –
MB
2289
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$201K ﹤0.01%
+6,594
New +$203K
SGG
2290
DELISTED
iPath Bloomberg Sugar Subindex Total Return ETN due June 24, 2038
SGG
$201K ﹤0.01%
6,501
– –
LNC icon
2291
PUT
Lincoln National
LNC
$8.73B
$200K ﹤0.01%
2,600
– –
USCR
2292
DELISTED
U S Concrete, Inc.
USCR
$200K ﹤0.01%
+2,394
New +$188K
CVCO icon
2293
Cavco Industries
CVCO
$4.22B
$199K ﹤0.01%
+1,302
New +$196K
HOG icon
2294
Harley-Davidson
HOG
$2.58B
$199K ﹤0.01%
+3,920
New +$191K
MXIM
2295
PUT
DELISTED
Maxim Integrated Products
MXIM
$199K ﹤0.01%
3,800
-44,000
-92% -$2.29M
ALK icon
2296
PUT
Alaska Air
ALK
$5.29B
$198K ﹤0.01%
2,700
– –
APOG icon
2297
Apogee Enterprises
APOG
$826M
$198K ﹤0.01%
4,326
+4,197
+3,253% +$200K
HEES
2298
DELISTED
H&E Equipment Services
HEES
$198K ﹤0.01%
+4,872
New +$167K
MANT
2299
DELISTED
Mantech International Corp
MANT
$198K ﹤0.01%
+3,948
New +$192K
QCP
2300
DELISTED
Quality Care Properties, Inc.
QCP
$198K ﹤0.01%
14,364
+13,729
+2,162% +$210K
90 91
92
93 94

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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.