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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

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
BWX icon
3976
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.3B
$0 ﹤0.01%
2
– –
BWZ icon
3977
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$268M
$0 ﹤0.01%
1
– –
BYLD icon
3978
iShares Yield Optimized Bond ETF
BYLD
$448M
$0 ﹤0.01%
1
– –
BBBY
3979
CALL
Bed Bath & Beyond
BBBY
$507M
– –
-33,275
Closed -$743K
BZQ icon
3980
ProShares UltraShort MSCI Brazil Capped
BZQ
$2.36M
– –
0
– –
BZUN
3981
Baozun
BZUN
$175M
– –
-6,888
Closed -$226K
CAH icon
3982
PUT
Cardinal Health
CAH
$55.2B
– –
-91,300
Closed -$6.11M
CANE icon
3983
Teucrium Sugar Fund
CANE
$56.3M
$0 ﹤0.01%
1
– –
CARZ icon
3984
First Trust Exchange-Traded Fund II First Trust S-Network Future Vehicles & Technology ETF
CARZ
$46.6M
$0 ﹤0.01%
1
– –
CBOE icon
3985
CALL
Cboe Global Markets
CBOE
$31.1B
– –
-900
Closed -$97K
CBT icon
3986
Cabot Corp
CBT
$4.62B
– –
-109
Closed -$6K
CCL icon
3987
CALL
Carnival Corporation Ltd
CCL
$39.4B
– –
-193,200
Closed -$12.5M
CDC icon
3988
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$741M
$0 ﹤0.01%
1
– –
CDP icon
3989
COPT Defense Properties
CDP
$4.26B
– –
-5
Closed –
CEMB icon
3990
iShares JPMorgan EM Corporate Bond ETF
CEMB
$404M
$0 ﹤0.01%
1
– –
CEW
3991
WisdomTree Emerging Currency Strategy Fund
CEW
$17.7M
$0 ﹤0.01%
1
– –
CFA icon
3992
VictoryShares US 500 Volatility Wtd ETF
CFA
$543M
$0 ﹤0.01%
1
– –
CFO icon
3993
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$420M
$0 ﹤0.01%
1
– –
CFR icon
3994
Cullen/Frost Bankers
CFR
$10.5B
– –
-217
Closed -$21K
CGW icon
3995
Invesco S&P Global Water Index ETF
CGW
$1.06B
$0 ﹤0.01%
1
– –
CHIQ icon
3996
Global X MSCI China Consumer Discretionary ETF
CHIQ
$129M
$0 ﹤0.01%
1
– –
CHRD icon
3997
CALL
Chord Energy
CHRD
$7.84B
– –
-326,500
Closed -$2.98M
CHRW icon
3998
CALL
C.H. Robinson
CHRW
$17.2B
– –
-152,500
Closed -$11.6M
CHTR icon
3999
CALL
Charter Communications
CHTR
$17.2B
– –
-50,000
Closed -$18.2M
CIB icon
4000
Grupo Cibest SA
CIB
$21.6B
– –
-3,401
Closed -$156K
158 159
160
161 162

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KBC Group
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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 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.