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
EFII
2251
DELISTED
Electronics for Imaging
EFII
$210K ﹤0.01%
+7,098
New +$238K
SEE
2252
DELISTED
Sealed Air
SEE
$209K ﹤0.01%
+4,240
New +$195K
HAYN
2253
DELISTED
Haynes International, Inc.
HAYN
$209K ﹤0.01%
+6,506
New +$222K
ZGNX
2254
DELISTED
Zogenix, Inc.
ZGNX
$209K ﹤0.01%
+5,208
New +$200K
AOS icon
2255
A.O. Smith
AOS
$8.21B
$208K ﹤0.01%
+3,400
New +$206K
ATSG
2256
DELISTED
Air Transport Services Group
ATSG
$208K ﹤0.01%
+8,988
New +$215K
CDE icon
2257
Coeur Mining
CDE
$15.8B
$207K ﹤0.01%
+27,636
New +$217K
FOXF icon
2258
Fox Factory Holding Corp
FOXF
$785M
$207K ﹤0.01%
+5,334
New +$216K
MUFG icon
2259
CALL
Mitsubishi UFJ Financial
MUFG
$255B
$207K ﹤0.01%
28,500
– –
RGEN icon
2260
Repligen
RGEN
$8.23B
$207K ﹤0.01%
+5,712
New +$207K
SPXC icon
2261
SPX Corp
SPXC
$10.8B
$207K ﹤0.01%
+6,594
New +$200K
WB icon
2262
PUT
Weibo
WB
$2.01B
$207K ﹤0.01%
2,000
– –
CVGW
2263
DELISTED
Calavo Growers
CVGW
$206K ﹤0.01%
+2,436
New +$179K
FLR icon
2264
CALL
Fluor
FLR
$7.03B
$206K ﹤0.01%
4,000
– –
TSM icon
2265
CALL
TSMC
TSM
$2.09T
$206K ﹤0.01%
5,200
-2,500
-32% -$101K
WSM icon
2266
PUT
Williams-Sonoma
WSM
$27.5B
$206K ﹤0.01%
8,000
– –
WPG
2267
DELISTED
Washington Prime Group Inc.
WPG
$206K ﹤0.01%
+3,218
New +$219K
BMI icon
2268
Badger Meter
BMI
$3.96B
$205K ﹤0.01%
+4,284
New +$199K
DINO icon
2269
CALL
HF Sinclair
DINO
$16.3B
$205K ﹤0.01%
4,000
-9,800
-71% -$414K
MUX icon
2270
CALL
McEwen Inc
MUX
$1.05B
$205K ﹤0.01%
9,000
– –
CENTA icon
2271
Central Garden & Pet Co Class A
CENTA
$2.4B
$204K ﹤0.01%
+6,773
New +$201K
TGI
2272
DELISTED
Triumph Group
TGI
$204K ﹤0.01%
+7,518
New +$225K
WU icon
2273
Western Union
WU
$2.08B
$204K ﹤0.01%
+10,720
New +$210K
BFH icon
2274
CALL
Bread Financial
BFH
$4.5B
$203K ﹤0.01%
1,002
– –
HTLF
2275
DELISTED
Heartland Financial USA, Inc.
HTLF
$203K ﹤0.01%
+3,780
New +$191K
89 90
91
92 93

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.