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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
MYE icon
3026
Myers Industries
MYE
$1.38B
$69K ﹤0.01%
+3,528
New +$74K
PDCO
3027
DELISTED
Patterson Companies, Inc.
PDCO
$69K ﹤0.01%
+1,920
New +$70.1K
CORR
3028
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$69K ﹤0.01%
+1,806
New +$65.5K
CAI
3029
DELISTED
CAI International, Inc.
CAI
$69K ﹤0.01%
+2,436
New +$80.5K
INWK
3030
DELISTED
InnerWorkings, Inc.
INWK
$69K ﹤0.01%
+6,888
New +$73.9K
XOXO
3031
DELISTED
Xo Group Inc
XOXO
$69K ﹤0.01%
+3,738
New +$72.6K
KLDX
3032
DELISTED
KLONDEX MINES LTD
KLDX
$69K ﹤0.01%
+26,628
New +$76.2K
BV
3033
DELISTED
Bazaarvoice, Inc.
BV
$69K ﹤0.01%
+12,642
New +$63.8K
ABEO icon
3034
Abeona Therapeutics
ABEO
$389M
$68K ﹤0.01%
+171
New +$70.7K
CSTM icon
3035
Constellium
CSTM
$4.02B
$68K ﹤0.01%
+6,086
New +$64.7K
CTLP
3036
DELISTED
Cantaloupe
CTLP
$68K ﹤0.01%
+7,014
New +$53.8K
UMH
3037
UMH Properties
UMH
$1.3B
$68K ﹤0.01%
+4,536
New +$69K
WSBF icon
3038
Waterstone Financial
WSBF
$378M
$68K ﹤0.01%
+3,990
New +$74.8K
UCFC
3039
DELISTED
United Community Financial Corp
UCFC
$68K ﹤0.01%
+7,476
New +$71K
NCOM
3040
DELISTED
National Commerce Corporation
NCOM
$68K ﹤0.01%
+1,680
New +$69.6K
REGI
3041
DELISTED
Renewable Energy Group, Inc.
REGI
$68K ﹤0.01%
+5,796
New +$67K
FORR icon
3042
Forrester Research
FORR
$228M
$67K ﹤0.01%
+1,512
New +$67.8K
RGP icon
3043
Resources Connection
RGP
$158M
$67K ﹤0.01%
+4,368
New +$67.5K
TISI icon
3044
Team
TISI
$76.6M
$67K ﹤0.01%
+449
New +$59.8K
VBTX
3045
DELISTED
Veritex Holdings
VBTX
$67K ﹤0.01%
+2,436
New +$65.8K
RCM
3046
DELISTED
R1 RCM Inc. Common Stock
RCM
$67K ﹤0.01%
+15,288
New +$59.8K
BNFT
3047
DELISTED
Benefitfocus, Inc.
BNFT
$67K ﹤0.01%
+2,478
New +$68.7K
OMN
3048
DELISTED
OMNOVA Solutions Inc.
OMN
$67K ﹤0.01%
+6,678
New +$71.2K
BRS
3049
DELISTED
Bristow Group, Inc.
BRS
$67K ﹤0.01%
+4,956
New +$58.7K
ELGX
3050
DELISTED
Endologix Inc
ELGX
$67K ﹤0.01%
+1,256
New +$66.3K

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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.