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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

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
FMAO icon
2751
Farmers & Merchants Bancorp
FMAO
$462M
$110K ﹤0.01%
+2,688
New +$106K
GSM icon
2752
FerroAtlántica
GSM
$607M
$110K ﹤0.01%
+6,819
New +$106K
NPKI
2753
NPK International
NPKI
$1.12B
$110K ﹤0.01%
+12,810
New +$116K
WTI icon
2754
W&T Offshore
WTI
$522M
$109K ﹤0.01%
32,875
+29,852
+987% +$92.6K
AFAM
2755
DELISTED
Almost Family Inc
AFAM
$109K ﹤0.01%
+1,974
New +$105K
AGM icon
2756
Federal Agricultural Mortgage
AGM
$2.58B
$108K ﹤0.01%
+1,386
New +$103K
AHRT
2757
AH Realty Trust
AHRT
$527M
$108K ﹤0.01%
+6,972
New +$103K
BNY
2758
CALL
Bank of New York Mellon
BNY
$106B
$108K ﹤0.01%
2,000
VVX icon
2759
V2X
VVX
$2.7B
$108K ﹤0.01%
3,495
+3,288
+1,588% +$105K
CARO
2760
DELISTED
Carolina Financial Corp.
CARO
$108K ﹤0.01%
+2,898
New +$107K
SSNI
2761
DELISTED
Silver Spring Networks, Inc.
SSNI
$108K ﹤0.01%
+6,636
New +$107K
AMPH icon
2762
Amphastar Pharmaceuticals
AMPH
$892M
$107K ﹤0.01%
+5,544
New +$104K
LSCC icon
2763
Lattice Semiconductor
LSCC
$18B
$107K ﹤0.01%
+18,564
New +$109K
VECO icon
2764
Veeco
VECO
$3.11B
$107K ﹤0.01%
+7,224
New +$124K
INST
2765
DELISTED
Instructure, Inc.
INST
$107K ﹤0.01%
+3,234
New +$110K
ESIO
2766
DELISTED
Electro Scientific Industries
ESIO
$107K ﹤0.01%
+4,998
New +$100K
OPTU
2767
Optimum Communications Inc
OPTU
$336M
$106K ﹤0.01%
4,981
+4,390
+743% +$97.2K
BFS
2768
Saul Centers
BFS
$842M
$106K ﹤0.01%
+1,722
New +$108K
KURA icon
2769
Kura Oncology
KURA
$816M
$106K ﹤0.01%
6,940
-3,060
-31% -$45.1K
PRO
2770
DELISTED
PROS Holdings
PRO
$106K ﹤0.01%
+3,990
New +$100K
REI icon
2771
Ring Energy
REI
$320M
$106K ﹤0.01%
+7,602
New +$102K
CDR
2772
CALL
DELISTED
Cedar Realty Trust, Inc
CDR
$106K ﹤0.01%
+2,652
New +$103K
AXDX
2773
DELISTED
Accelerate Diagnostics
AXDX
$105K ﹤0.01%
+399
New +$93.5K
BKE icon
2774
Buckle
BKE
$2.37B
$105K ﹤0.01%
+4,410
New +$86.9K
CASS icon
2775
Cass Information Systems
CASS
$722M
$105K ﹤0.01%
+2,167
New +$108K

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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.