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
ORC
3076
Orchid Island Capital
ORC
$1.27B
$64K ﹤0.01%
+1,369
New +$67.4K
STRL icon
3077
Sterling Infrastructure
STRL
$16.6B
$64K ﹤0.01%
+3,906
New +$64.3K
WDR
3078
DELISTED
Waddell & Reed Financial, Inc.
WDR
$64K ﹤0.01%
2,856
-5,608
-66% -$114K
PGNX
3079
DELISTED
Progenics Pharmaceuticals Inc
PGNX
$64K ﹤0.01%
10,752
+8,793
+449% +$53.4K
BETR
3080
DELISTED
Amplify Snack Brands, Inc.
BETR
$64K ﹤0.01%
+5,334
New +$38.4K
APEI icon
3081
American Public Education
APEI
$980M
$63K ﹤0.01%
+2,520
New +$58.7K
AROW icon
3082
Arrow Financial
AROW
$674M
$63K ﹤0.01%
+2,207
New +$65.2K
BKR icon
3083
CALL
Baker Hughes
BKR
$61.3B
$63K ﹤0.01%
2,000
CHRD icon
3084
PUT
Chord Energy
CHRD
$7.71B
$63K ﹤0.01%
7,500
KNX icon
3085
PUT
Knight Transportation
KNX
$11.7B
$63K ﹤0.01%
1,440
MLAB icon
3086
Mesa Laboratories
MLAB
$566M
$63K ﹤0.01%
+504
New +$70.5K
OSPN icon
3087
OneSpan
OSPN
$601M
$63K ﹤0.01%
+4,536
New +$59.9K
VSEC icon
3088
VSE Corp
VSEC
$6.01B
$63K ﹤0.01%
+1,302
New +$66.8K
WTBA icon
3089
West Bancorporation
WTBA
$488M
$63K ﹤0.01%
+2,520
New +$63.6K
WVE icon
3090
Wave Life Sciences
WVE
$1.18B
$63K ﹤0.01%
+1,806
New +$52.7K
WAIR
3091
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$63K ﹤0.01%
+8,568
New +$70.9K
KERX
3092
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$63K ﹤0.01%
+13,608
New +$75K
PGEM
3093
DELISTED
Ply Gem Holdings, Inc.
PGEM
$63K ﹤0.01%
3,402
+3,039
+837% +$52.8K
CENT icon
3094
Central Garden & Pet Co
CENT
$2.76B
$62K ﹤0.01%
+1,995
New +$61.1K
MG icon
3095
Mistras Group
MG
$507M
$62K ﹤0.01%
+2,646
New +$57.7K
PI icon
3096
Impinj
PI
$5.12B
$62K ﹤0.01%
+2,730
New +$78.3K
PKOH icon
3097
Park-Ohio Holdings
PKOH
$595M
$62K ﹤0.01%
+1,344
New +$60.2K
WSM icon
3098
CALL
Williams-Sonoma
WSM
$29.3B
$62K ﹤0.01%
2,400
FRBK
3099
DELISTED
Republic First Bancorp Inc
FRBK
$62K ﹤0.01%
+7,392
New +$67.7K
ALTA
3100
DELISTED
Altabancorp
ALTA
$62K ﹤0.01%
+2,058
New +$64.6K

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.