We are live on ! Find out more
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
USPH icon
2601
US Physical Therapy
USPH
$1.18B
$133K ﹤0.01%
+1,848
New +$126K
LBAI
2602
DELISTED
Lakeland Bancorp Inc
LBAI
$133K ﹤0.01%
+6,888
New +$140K
KMG
2603
DELISTED
KMG Chemicals Inc
KMG
$133K ﹤0.01%
+2,016
New +$114K
EVC icon
2604
Entravision Communication
EVC
$1.02B
$132K ﹤0.01%
+18,449
New +$116K
TDAY
2605
USA Today Co
TDAY
$1.32B
$132K ﹤0.01%
+7,854
New +$128K
RMAX icon
2606
RE/MAX Holdings
RMAX
$195M
$132K ﹤0.01%
+2,730
New +$156K
Z icon
2607
Zillow
Z
$8.04B
$132K ﹤0.01%
+3,229
New +$133K
ATRI
2608
DELISTED
Atrion Corp
ATRI
$132K ﹤0.01%
+210
New +$137K
CCF
2609
DELISTED
Chase Corporation
CCF
$132K ﹤0.01%
+1,092
New +$130K
QUOT
2610
DELISTED
Quotient Technology Inc
QUOT
$132K ﹤0.01%
+11,256
New +$156K
SCG
2611
DELISTED
Scana
SCG
$132K ﹤0.01%
+3,320
New +$148K
ACLS icon
2612
Axcelis
ACLS
$4.03B
$131K ﹤0.01%
+4,578
New +$144K
CMCO icon
2613
Columbus McKinnon
CMCO
$580M
$131K ﹤0.01%
+3,276
New +$125K
STGW icon
2614
Stagwell
STGW
$2.13B
$131K ﹤0.01%
+13,473
New +$148K
AFSI
2615
DELISTED
AmTrust Financial Services, Inc.
AFSI
$131K ﹤0.01%
+12,978
New +$147K
TRST
2616
Trustco Bank Corp NY
TRST
$975M
$130K ﹤0.01%
+2,831
New +$129K
WRLD icon
2617
World Acceptance Corp
WRLD
$877M
$130K ﹤0.01%
1,616
+1,541
+2,055% +$124K
ICPT
2618
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
$130K ﹤0.01%
+2,233
New +$141K
WEB
2619
DELISTED
Web.com Group, Inc.
WEB
$130K ﹤0.01%
+5,964
New +$140K
VSTO
2620
DELISTED
Vista Outdoor Inc.
VSTO
$130K ﹤0.01%
+8,946
New +$156K
DBRG icon
2621
DigitalBridge
DBRG
$2.93B
$129K ﹤0.01%
2,828
DENN
2622
DELISTED
Denny's
DENN
$129K ﹤0.01%
+9,744
New +$127K
GTY
2623
Getty Realty Corp
GTY
$2.1B
$129K ﹤0.01%
+4,746
New +$135K
IRT icon
2624
Independence Realty Trust
IRT
$3.95B
$129K ﹤0.01%
+12,810
New +$132K
WMS icon
2625
Advanced Drainage Systems
WMS
$11.1B
$129K ﹤0.01%
+5,418
New +$117K

Similar funds

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.