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
QDEL icon
2351
QuidelOrtho
QDEL
$867M
$184K ﹤0.01%
+4,242
New +$173K
ANF icon
2352
Abercrombie & Fitch
ANF
$6.45B
$183K ﹤0.01%
10,500
-13,566
-56% -$206K
AXDX
2353
CALL
DELISTED
Accelerate Diagnostics
AXDX
$183K ﹤0.01%
700
-4,750
-87% -$1.11M
BRKL
2354
DELISTED
Brookline Bancorp
BRKL
$183K ﹤0.01%
+11,634
New +$181K
CLNE icon
2355
PUT
Clean Energy Fuels
CLNE
$362M
$183K ﹤0.01%
+90,000
New +$199K
DNOW icon
2356
DNOW Inc
DNOW
$2.92B
$183K ﹤0.01%
+16,590
New +$190K
HL icon
2357
CALL
Hecla Mining
HL
$14B
$183K ﹤0.01%
46,000
-44,500
-49% -$193K
FRTX
2358
CALL
DELISTED
Fresh Tracks Therapeutics, Inc. Common Stock
FRTX
$183K ﹤0.01%
+317
New +$209K
RDUS
2359
DELISTED
Radius Health, Inc.
RDUS
$183K ﹤0.01%
+5,754
New +$181K
VRTU
2360
DELISTED
Virtusa Corporation
VRTU
$183K ﹤0.01%
+4,158
New +$176K
AVAV icon
2361
AeroVironment
AVAV
$7.16B
$182K ﹤0.01%
+3,234
New +$165K
HASI icon
2362
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.93B
$182K ﹤0.01%
+7,560
New +$181K
FSS icon
2363
Federal Signal
FSS
$7.17B
$181K ﹤0.01%
+9,030
New +$189K
KIM icon
2364
Kimco Realty
KIM
$15.8B
$181K ﹤0.01%
+9,960
New +$186K
WWE
2365
DELISTED
World Wrestling Entertainment
WWE
$181K ﹤0.01%
+5,922
New +$160K
COTV
2366
DELISTED
Cotiviti Holdings, Inc.
COTV
$181K ﹤0.01%
+5,628
New +$187K
LKFN icon
2367
Lakeland Financial Corp
LKFN
$1.5B
$179K ﹤0.01%
+3,696
New +$181K
SAFT icon
2368
Safety Insurance
SAFT
$1.52B
$179K ﹤0.01%
2,226
+2,138
+2,430% +$173K
AYI icon
2369
Acuity Brands
AYI
$9.6B
$178K ﹤0.01%
+1,012
New +$168K
HBI
2370
DELISTED
Hanesbrands
HBI
$178K ﹤0.01%
+8,520
New +$182K
ACH
2371
Accendra Health
ACH
$82.3M
$178K ﹤0.01%
+9,450
New +$210K
TBPH icon
2372
Theravance Biopharma
TBPH
$886M
$178K ﹤0.01%
+6,384
New +$189K
EIX icon
2373
CALL
Edison International
EIX
$22.1B
$177K ﹤0.01%
2,800
– –
NVCR icon
2374
NovoCure
NVCR
$1.82B
$177K ﹤0.01%
+8,778
New +$169K
PUMP icon
2375
ProPetro Holding
PUMP
$1.5B
$177K ﹤0.01%
+8,778
New +$149K
93 94
95
96 97

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.