We are live on ! Find out more
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
GUNR icon
4326
Northern Trust Morningstar Global Upstream Natural Resources ETF
GUNR
$7.47B
$0 ﹤0.01%
1
– –
GURU icon
4327
Global X Guru Index ETF
GURU
$62.3M
$0 ﹤0.01%
1
– –
GVAL icon
4328
Cambria Global Value ETF
GVAL
$598M
$0 ﹤0.01%
1
– –
GVI icon
4329
iShares Intermediate Government/Credit Bond ETF
GVI
$3.77B
$0 ﹤0.01%
1
– –
GWW icon
4330
CALL
W.W. Grainger
GWW
$60.2B
– –
-106,500
Closed -$19.1M
GWX icon
4331
State Street SPDR S&P International Small Cap ETF
GWX
$941M
$0 ﹤0.01%
1
– –
GXC icon
4332
State Street SPDR S&P China ETF
GXC
$462M
$0 ﹤0.01%
1
– –
COLO
4333
Global X MSCI Colombia ETF
COLO
$234M
– –
0
– –
GYLD icon
4334
Arrow Dow Jones Global Yield ETF
GYLD
$38.8M
$0 ﹤0.01%
1
– –
H icon
4335
Hyatt Hotels
H
$14.9B
– –
-22,501
Closed -$1.39M
HAP icon
4336
VanEck Natural Resources ETF
HAP
$330M
$0 ﹤0.01%
1
– –
HBI
4337
PUT
DELISTED
Hanesbrands
HBI
– –
-4,600
Closed -$113K
HCI icon
4338
CALL
HCI Group
HCI
$2.31B
– –
-40,000
Closed -$1.53M
HDB icon
4339
HDFC Bank
HDB
$113B
– –
-41,980
Closed -$1.01M
HDB icon
4340
PUT
HDFC Bank
HDB
$113B
– –
-80,000
Closed -$1.93M
HDGE icon
4341
AdvisorShares Ranger Equity Bear ETF
HDGE
$53.2M
– –
0
– –
HDV
4342
iShares Core High Dividend ETF
HDV
$15.3B
$0 ﹤0.01%
5
– –
HE icon
4343
Hawaiian Electric Industries
HE
$1.78B
– –
-83
Closed -$3K
HEFA icon
4344
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.44B
$0 ﹤0.01%
1
– –
HEWJ icon
4345
iShares Currency Hedged MSCI Japan ETF
HEWJ
$755M
$0 ﹤0.01%
1
– –
HEZU icon
4346
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$584M
$0 ﹤0.01%
1
– –
HIG icon
4347
CALL
Hartford Financial Services
HIG
$37B
– –
-2,000
Closed -$111K
HISF icon
4348
First Trust Exchange-Traded Fund IV First Trust High Income Strategic Focus ETF
HISF
$100M
$0 ﹤0.01%
1
– –
HIW icon
4349
Highwoods Properties
HIW
$3.34B
– –
-32
Closed -$2K
HPQ icon
4350
PUT
HP
HPQ
$29.2B
– –
-32,500
Closed -$649K
172 173
174
175 176

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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.