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
PI icon
476
PUT
Impinj
PI
$5.03B
$7.91M 0.01%
+351,000
New +$10.1M
BB icon
477
PUT
BlackBerry
BB
$4.54B
$7.85M 0.01%
702,700
-222,800
-24% -$2.43M
YELP icon
478
PUT
Yelp
YELP
$1.11B
$7.83M 0.01%
186,600
+100,000
+115% +$4.45M
MNDT
479
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$7.74M 0.01%
545,000
– –
ABBV icon
480
CALL
AbbVie
ABBV
$443B
$7.74M 0.01%
80,000
+50,000
+167% +$4.71M
HAL icon
481
PUT
Halliburton
HAL
$30.9B
$7.71M 0.01%
157,800
-23,500
-13% -$1.04M
AEO icon
482
CALL
American Eagle Outfitters
AEO
$2.83B
$7.71M 0.01%
+410,000
New +$6.18M
DFS
483
PUT
DELISTED
Discover Financial Services
DFS
$7.71M 0.01%
100,200
+100,000
+50,000% +$6.88M
ROK icon
484
PUT
Rockwell Automation
ROK
$47.3B
$7.66M 0.01%
39,000
-11,000
-22% -$2.1M
RIO icon
485
Rio Tinto
RIO
$169B
$7.61M 0.01%
143,730
-69,037
-32% -$3.37M
TECK icon
486
CALL
Teck Resources
TECK
$34.5B
$7.61M 0.01%
290,700
– –
GS icon
487
CALL
Goldman Sachs
GS
$300B
$7.59M 0.01%
29,800
+12,200
+69% +$2.99M
XLI icon
488
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$31.6B
$7.57M 0.01%
100,000
-48,200
-33% -$3.51M
GLNG icon
489
Golar LNG
GLNG
$5.3B
$7.55M 0.01%
253,148
+217,276
+606% +$5.22M
CMI icon
490
Cummins
CMI
$76.4B
$7.49M 0.01%
42,425
-10,554
-20% -$1.8M
KMB icon
491
PUT
Kimberly-Clark
KMB
$32.8B
$7.48M 0.01%
62,000
+27,000
+77% +$3.15M
DLTR icon
492
CALL
Dollar Tree
DLTR
$22.2B
$7.41M 0.01%
69,000
+25,000
+57% +$2.44M
AGN
493
CALL
DELISTED
Allergan plc
AGN
$7.36M 0.01%
+45,000
New +$8.08M
UBS icon
494
PUT
UBS Group
UBS
$168B
$7.36M 0.01%
400,000
+100,000
+33% +$1.74M
GS icon
495
Goldman Sachs
GS
$300B
$7.19M 0.01%
28,216
-35,069
-55% -$8.6M
MTOR
496
DELISTED
MERITOR, Inc.
MTOR
$7.12M 0.01%
+303,447
New +$7.62M
GIS icon
497
CALL
General Mills
GIS
$19.8B
$7.12M 0.01%
120,000
+60,000
+100% +$3.25M
BHP icon
498
CALL
BHP
BHP
$234B
$7.1M 0.01%
172,970
– –
BCS icon
499
PUT
Barclays
BCS
$88.6B
$7.08M 0.01%
679,895
-94,140
-12% -$914K
THC icon
500
CALL
Tenet Healthcare
THC
$21.7B
$7.08M 0.01%
467,300
+280,500
+150% +$3.95M
18 19
20
21 22

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.