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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+7.66%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$73.6B
AUM Growth
+$13B
Cap. Flow
+$743M
Cap. Flow %
1.01%
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 Miscellaneous 95.88%
2 Financials 0.85%
3 Technology 0.73%
4 Consumer Discretionary 0.62%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RSPM icon
4751
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$185M
$0 ﹤0.01%
5
– –
RSPN icon
4752
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$990M
$0 ﹤0.01%
5
– –
RSPS icon
4753
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$240M
$0 ﹤0.01%
5
– –
RSPU icon
4754
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$521M
$0 ﹤0.01%
2
– –
RSPT icon
4755
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.83B
$0 ﹤0.01%
10
– –
RTH icon
4756
VanEck Retail ETF
RTH
$242M
$0 ﹤0.01%
1
– –
RVNU icon
4757
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$140M
$0 ﹤0.01%
1
– –
RWJ icon
4758
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.03B
$0 ﹤0.01%
3
– –
RWK icon
4759
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.31B
$0 ﹤0.01%
1
– –
RWO icon
4760
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.23B
$0 ﹤0.01%
1
– –
RWL icon
4761
Invesco S&P 500 Revenue ETF
RWL
$9.92B
$0 ﹤0.01%
1
– –
RWR icon
4762
State Street SPDR Dow Jones REIT ETF
RWR
$1.82B
$0 ﹤0.01%
1
– –
RXI icon
4763
iShares Global Consumer Discretionary ETF
RXI
$248M
$0 ﹤0.01%
1
– –
RWX icon
4764
State Street SPDR Dow Jones International Real Estate ETF
RWX
$259M
$0 ﹤0.01%
1
– –
RXL icon
4765
ProShares Ultra Health Care
RXL
$95.7M
$0 ﹤0.01%
8
– –
RYAAY icon
4766
Ryanair
RYAAY
$28.1B
– –
-3,320
Closed -$140K
RYAM icon
4767
CALL
Rayonier Advanced Materials
RYAM
$574M
– –
-10,000
Closed -$137K
RZG icon
4768
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$126M
$0 ﹤0.01%
3
– –
RZV icon
4769
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$296M
$0 ﹤0.01%
1
– –
SAA icon
4770
ProShares Ulta SmallCap600
SAA
$27.9M
$0 ﹤0.01%
10
– –
SAGE
4771
PUT
DELISTED
Sage Therapeutics
SAGE
– –
-50,100
Closed -$3.12M
SBB icon
4772
ProShares Short SmallCap600
SBB
$3.51M
$0 ﹤0.01%
1
– –
SCCO icon
4773
CALL
Southern Copper
SCCO
$177B
– –
-109,166
Closed -$3.98M
SCHA icon
4774
Schwab U.S Small- Cap ETF
SCHA
$22.6B
$0 ﹤0.01%
4
– –
SCHB icon
4775
Schwab US Broad Market ETF
SCHB
$44.3B
$0 ﹤0.01%
6
– –
189 190
191
192 193

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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's Q4 2017 filing shows 2,351 new, 689 increased, 564 reduced and 493 closed positions. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M. The largest sale was iShares MSCI EAFE ETF, an estimated $227M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • 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.