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
TMO icon
826
Thermo Fisher Scientific
TMO
$213B
$2.63M ﹤0.01%
+13,872
New +$2.66M
SCHW
827
Charles Schwab
SCHW
$183B
$2.62M ﹤0.01%
51,058
+37,171
+268% +$1.75M
CHS
828
PUT
DELISTED
Chicos FAS, Inc.
CHS
$2.62M ﹤0.01%
+297,200
New +$2.47M
QRVO icon
829
PUT
Qorvo
QRVO
$7.99B
$2.6M ﹤0.01%
39,100
-12,300
-24% -$896K
CLX icon
830
Clorox
CLX
$11.6B
$2.6M ﹤0.01%
+17,503
New +$2.38M
LNG icon
831
Cheniere Energy
LNG
$55.3B
$2.6M ﹤0.01%
48,296
+27,345
+131% +$1.32M
TSG
832
DELISTED
The Stars Group Inc.
TSG
$2.59M ﹤0.01%
111,089
+84,399
+316% +$1.84M
VMC icon
833
CALL
Vulcan Materials
VMC
$34.9B
$2.57M ﹤0.01%
+20,000
New +$2.44M
CL icon
834
Colgate-Palmolive
CL
$73B
$2.57M ﹤0.01%
+34,015
New +$2.48M
IMMU
835
CALL
DELISTED
Immunomedics Inc
IMMU
$2.56M ﹤0.01%
158,700
+109,000
+219% +$1.29M
S
836
PUT
DELISTED
Sprint Corporation
S
$2.56M ﹤0.01%
435,000
+100,000
+30% +$634K
BBD icon
837
PUT
Banco Bradesco
BBD
$38.1B
$2.56M ﹤0.01%
+439,230
New +$2.63M
MDT icon
838
Medtronic
MDT
$109B
$2.56M ﹤0.01%
+31,640
New +$2.53M
BBWI icon
839
CALL
Bath & Body Works
BBWI
$4.05B
$2.54M ﹤0.01%
52,078
+39,708
+321% +$1.6M
PAYX icon
840
CALL
Paychex
PAYX
$41.6B
$2.53M ﹤0.01%
37,200
+21,000
+130% +$1.38M
CAR icon
841
CALL
Avis
CAR
$4.85B
$2.52M ﹤0.01%
57,500
+20,000
+53% +$796K
BFYT
842
CALL
DELISTED
Benefytt Technologies, Inc. Class A Common Stock
BFYT
$2.5M ﹤0.01%
100,000
-107,000
-52% -$2.39M
AUD
843
CALL
DELISTED
Audacy, Inc.
AUD
$2.49M ﹤0.01%
+230,800
New +$2.63M
ADM icon
844
PUT
Archer Daniels Midland
ADM
$38.2B
$2.49M ﹤0.01%
62,200
-36,800
-37% -$1.51M
MCK icon
845
McKesson
MCK
$100B
$2.49M ﹤0.01%
+15,979
New +$2.37M
ALLY icon
846
PUT
Ally Financial
ALLY
$13.2B
$2.48M ﹤0.01%
85,000
– –
VFC icon
847
PUT
VF Corp
VFC
$5.63B
$2.48M ﹤0.01%
35,577
-16,142
-31% -$1.07M
DVA icon
848
DaVita
DVA
$15.4B
$2.48M ﹤0.01%
+34,272
New +$2.11M
DXC icon
849
PUT
DXC Technology
DXC
$1.83B
$2.48M ﹤0.01%
30,148
– –
D icon
850
Dominion Energy
D
$60.9B
$2.45M ﹤0.01%
30,254
+21,927
+263% +$1.78M
32 33
34
35 36

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.