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

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$118M
2
QCOM icon
Qualcomm
QCOM
+$107M
3
MAC icon
Macerich
MAC
+$80M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$48.7M
5
META icon
Meta Platforms (Facebook)
META
+$43.6M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$227M
2
AAPL icon
Apple
AAPL
+$173M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$85M
4
C icon
Citigroup
C
+$74.8M
5
BA icon
Boeing
BA
+$30.6M

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
FXS
5451
DELISTED
Invesco CurrencyShares Swedish Krona Trust
FXS
$0 ﹤0.01%
1
– –
FXSG
5452
DELISTED
Invesco CurrencyShares Singapore Dollar Trust
FXSG
$0 ﹤0.01%
1
– –
TYNS
5453
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
$0 ﹤0.01%
1
– –
TRCO
5454
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-857
Closed -$35K
TRCO
5455
PUT
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-9,000
Closed -$368K
AXJV
5456
DELISTED
iShares Edge MSCI Min Vol Asia ex Japan ETF
AXJV
$0 ﹤0.01%
1
– –
SCIN
5457
DELISTED
Columbia India Small Cap ETF
SCIN
$0 ﹤0.01%
1
– –
FONE
5458
DELISTED
First Trust NASDAQ Smartphone Index Fund
FONE
$0 ﹤0.01%
1
– –
DAG
5459
DELISTED
DB Agriculture Double Long ETN due April 1, 2038
DAG
$0 ﹤0.01%
1
– –
DYY
5460
DELISTED
DB Commodity Double Long ETN due April 1, 2038
DYY
$0 ﹤0.01%
1
– –
DOD
5461
DELISTED
ELEMENTS "Dogs of the Dow" Total Return Index Note
DOD
$0 ﹤0.01%
1
– –
AGF
5462
DELISTED
DB Agriculture Long ETN due April 1, 2038
AGF
$0 ﹤0.01%
1
– –
FIEG
5463
DELISTED
FI Enhanced Global High Yield Exchange Traded Notes
FIEG
$0 ﹤0.01%
1
– –
BOM
5464
DELISTED
DB Base Metals Double Short Exchange Traded Notes due June 1, 2038
BOM
$0 ﹤0.01%
1
– –
FWDD
5465
DELISTED
Madrona Domestic ETF
FWDD
$0 ﹤0.01%
1
– –
FWDI
5466
DELISTED
Madrona International ETF
FWDI
$0 ﹤0.01%
1
– –
DXJF
5467
DELISTED
WisdomTree Japan Hedged Financials Fund
DXJF
$0 ﹤0.01%
1
– –
PSAU
5468
DELISTED
Invesco Global Gold and Precious Metals ETF
PSAU
$0 ﹤0.01%
1
– –
PAGG
5469
DELISTED
Invesco Global Agriculture ETF
PAGG
$0 ﹤0.01%
1
– –
DDP
5470
DELISTED
DB Commodity Short ETN due April 1, 2038
DDP
$0 ﹤0.01%
1
– –
FIEU
5471
DELISTED
FI Enhanced Europe 50 ETN
FIEU
$0 ﹤0.01%
1
– –
QINC
5472
DELISTED
First Trust RBA Quality Income ETF
QINC
$0 ﹤0.01%
1
– –
IBMG
5473
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
$0 ﹤0.01%
1
– –
YDIV
5474
DELISTED
First Trust International Multi-Asset Diversified Income Index Fund
YDIV
$0 ﹤0.01%
1
– –
UBC
5475
DELISTED
E-TRACS UBS Bloomberg CMCI Livestock ETN
UBC
$0 ﹤0.01%
1
– –
217 218
219
220 221

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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.