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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
ECNS icon
4101
iShares MSCI China Small-Cap ETF
ECNS
$64.8M
$0 ﹤0.01%
1
– –
ECON icon
4102
Columbia Emerging Markets Consumer ETF
ECON
$329M
$0 ﹤0.01%
1
– –
ED icon
4103
CALL
Consolidated Edison
ED
$39.8B
– –
-40,000
Closed -$3.23M
EDEN icon
4104
iShares MSCI Denmark ETF
EDEN
$203M
$0 ﹤0.01%
1
– –
EDIV icon
4105
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.22B
$0 ﹤0.01%
1
– –
EDOG icon
4106
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.7M
$0 ﹤0.01%
1
– –
EDV icon
4107
Vanguard World Funds Extended Duration ETF
EDV
$3.24B
$0 ﹤0.01%
1
– –
EDZ icon
4108
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$19M
– –
-1,108
Closed -$556K
EELV icon
4109
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$0 ﹤0.01%
1
– –
EEM icon
4110
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$0 ﹤0.01%
1
– –
EEMA icon
4111
iShares MSCI Emerging Markets Asia ETF
EEMA
$840M
$0 ﹤0.01%
1
– –
EEMV icon
4112
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.47B
$0 ﹤0.01%
1
– –
EEMS icon
4113
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$355M
$0 ﹤0.01%
1
– –
EES icon
4114
WisdomTree US SmallCap Earnings Fund
EES
$729M
$0 ﹤0.01%
3
– –
EET icon
4115
ProShares Ultra MSCI Emerging Markets
EET
$34.7M
$0 ﹤0.01%
1
– –
EEV icon
4116
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.52M
– –
0
– –
EFAD icon
4117
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$62.9M
$0 ﹤0.01%
1
– –
EFA icon
4118
iShares MSCI EAFE ETF
EFA
$78.4B
$0 ﹤0.01%
1
-3,266,916
-100% -$227M
EFAV icon
4119
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.42B
$0 ﹤0.01%
1
– –
EFNL icon
4120
iShares MSCI Finland ETF
EFNL
$244M
$0 ﹤0.01%
1
– –
EFG icon
4121
iShares MSCI EAFE Growth ETF
EFG
$16.7B
$0 ﹤0.01%
1
– –
EFO icon
4122
ProShares Ultra MSCI EAFE
EFO
$30.5M
$0 ﹤0.01%
3
– –
EFU icon
4123
ProShares Trust UltraShort MSCI EAFE
EFU
$1.18M
$0 ﹤0.01%
1
– –
EFV icon
4124
iShares MSCI EAFE Value ETF
EFV
$29B
$0 ﹤0.01%
1
– –
EFX icon
4125
CALL
Equifax
EFX
$20.5B
– –
-5,000
Closed -$530K
163 164
165
166 167

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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.