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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
RMTI icon
3301
Rockwell Medical
RMTI
$29.1M
$43K ﹤0.01%
67
+66
+6,600% +$46.5K
WINA icon
3302
Winmark
WINA
$1.28B
$43K ﹤0.01%
+336
New +$44.4K
YEXT icon
3303
Yext
YEXT
$573M
$43K ﹤0.01%
+3,612
New +$45.3K
SMMF
3304
DELISTED
Summit Financial Group, Inc.
SMMF
$43K ﹤0.01%
+1,638
New +$43.8K
VRAY
3305
DELISTED
ViewRay, Inc.
VRAY
$43K ﹤0.01%
+4,620
New +$37K
KEYW
3306
DELISTED
The KEYW Holding Corporation
KEYW
$43K ﹤0.01%
+7,350
New +$46K
CIVI
3307
DELISTED
Civitas Solutions, Inc.
CIVI
$43K ﹤0.01%
+2,520
New +$46.9K
SHLD
3308
CALL
DELISTED
Sears Holding Corporation
SHLD
$43K ﹤0.01%
12,000
BHVN
3309
DELISTED
Biohaven Pharmaceutical Holding Company Ltd.
BHVN
$43K ﹤0.01%
+1,596
New +$43.9K
BW icon
3310
Babcock & Wilcox
BW
$1.44B
$42K ﹤0.01%
+739
New +$33.5K
CPRX
3311
DELISTED
Catalyst Pharmaceutical
CPRX
$42K ﹤0.01%
+10,794
New +$35.7K
EHTH icon
3312
eHealth
EHTH
$40.9M
$42K ﹤0.01%
+2,394
New +$53.6K
FARM
3313
DELISTED
Farmer Brothers
FARM
$42K ﹤0.01%
+1,302
New +$43K
FLWS icon
3314
1-800-Flowers.com
FLWS
$264M
$42K ﹤0.01%
+3,948
New +$39.4K
FNLC icon
3315
First Bancorp
FNLC
$400M
$42K ﹤0.01%
+1,554
New +$46.4K
LMNR icon
3316
Limoneira
LMNR
$245M
$42K ﹤0.01%
+1,890
New +$43.8K
MITK icon
3317
Mitek Systems
MITK
$779M
$42K ﹤0.01%
+4,662
New +$42.5K
RDI icon
3318
Reading International Class A
RDI
$34.3M
$42K ﹤0.01%
2,520
-18,179
-88% -$286K
SFST icon
3319
Southern First Bancshares
SFST
$602M
$42K ﹤0.01%
+1,008
New +$40.1K
DSPG
3320
DELISTED
DSP Group Inc
DSPG
$42K ﹤0.01%
+3,360
New +$44.2K
AT
3321
DELISTED
Atlantic Power Corporation
AT
$42K ﹤0.01%
+17,850
New +$43.8K
ADUS icon
3322
Addus HomeCare
ADUS
$2.19B
$41K ﹤0.01%
+1,176
New +$39.9K
CVGI icon
3323
Commercial Vehicle Group
CVGI
$129M
$41K ﹤0.01%
+3,822
New +$36.7K
CVNA icon
3324
Carvana
CVNA
$76.3B
$41K ﹤0.01%
+10,710
New +$35.5K
NTLA icon
3325
Intellia Therapeutics
NTLA
$1.53B
$41K ﹤0.01%
+2,142
New +$49.5K

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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.