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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
CMT icon
3601
Core Molding Technologies
CMT
$210M
$24K ﹤0.01%
+1,092
New +$24.1K
DSGR icon
3602
Distribution Solutions Group
DSGR
$1.61B
$24K ﹤0.01%
+1,932
New +$24.3K
KVHI icon
3603
KVH Industries
KVHI
$181M
$24K ﹤0.01%
+2,310
New +$25.7K
LCUT icon
3604
Lifetime Brands
LCUT
$197M
$24K ﹤0.01%
+1,470
New +$26.1K
NCSM icon
3605
NCS Multistage Holdings
NCSM
$124M
$24K ﹤0.01%
+80
New +$29.6K
QMCO icon
3606
Quantum Corp
QMCO
$451M
$24K ﹤0.01%
+214
New +$23K
SB icon
3607
Safe Bulkers
SB
$789M
$24K ﹤0.01%
+7,434
New +$23.9K
SMBK icon
3608
SmartFinancial
SMBK
$910M
$24K ﹤0.01%
+1,092
New +$25.1K
VHI icon
3609
Valhi
VHI
$388M
$24K ﹤0.01%
+322
New +$18.5K
PETQ
3610
DELISTED
PetIQ, Inc. Class A Common Stock
PETQ
$24K ﹤0.01%
+1,092
New +$25.2K
DLA
3611
DELISTED
Delta Apparel Inc.
DLA
$24K ﹤0.01%
+1,176
New +$24.5K
OTIC
3612
DELISTED
Otonomy, Inc.
OTIC
$24K ﹤0.01%
+4,284
New +$18.6K
HBP
3613
DELISTED
Huttig Building Products, Inc.
HBP
$24K ﹤0.01%
+3,654
New +$24.6K
SBBP
3614
DELISTED
Strongbridge Biopharma plc.
SBBP
$24K ﹤0.01%
+3,276
New +$20.5K
NWHM
3615
DELISTED
THE NEW HOME COMPANY INC.
NWHM
$24K ﹤0.01%
+1,932
New +$22.6K
ORM
3616
DELISTED
Owens Realty Mortgage, Inc.
ORM
$24K ﹤0.01%
+1,512
New +$25.8K
BY icon
3617
Byline Bancorp
BY
$1.81B
$23K ﹤0.01%
+1,008
New +$21K
CLPR
3618
Clipper Realty
CLPR
$44.8M
$23K ﹤0.01%
+2,268
New +$24K
KALA icon
3619
KALA BIO
KALA
$14.4M
0
MCB icon
3620
Metropolitan Bank Holding Corp
MCB
$1.17B
$23K ﹤0.01%
+546
New +$23.4K
TIPT icon
3621
Tiptree Inc
TIPT
$665M
$23K ﹤0.01%
+3,906
New +$25.5K
TXT icon
3622
PUT
Textron
TXT
$15.3B
$23K ﹤0.01%
400
UNTY icon
3623
Unity Bancorp
UNTY
$603M
$23K ﹤0.01%
+1,176
New +$23.6K
VCYT icon
3624
Veracyte
VCYT
$3.73B
$23K ﹤0.01%
3,570
+3,476
+3,698% +$25.8K
XLP icon
3625
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$23K ﹤0.01%
408
-6,477
-94% -$356K

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.