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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
EFZ icon
4126
ProShares Trust Short MSCI EAFE
EFZ
$10.2M
$0 ﹤0.01%
1
– –
EG icon
4127
PUT
Everest Group
EG
$14.4B
– –
-12,000
Closed -$2.74M
EIDO icon
4128
iShares MSCI Indonesia ETF
EIDO
$484M
$0 ﹤0.01%
1
– –
EIRL icon
4129
iShares MSCI Ireland ETF
EIRL
$75.7M
$0 ﹤0.01%
1
– –
EIS icon
4130
iShares MSCI Israel ETF
EIS
$879M
$0 ﹤0.01%
1
– –
EINC icon
4131
VanEck Energy Income ETF
EINC
$82.1M
– –
0
– –
EL icon
4132
CALL
Estee Lauder
EL
$30.6B
– –
-4,000
Closed -$432K
ELD icon
4133
WisdomTree Emerging Markets Local Debt Fund
ELD
$142M
$0 ﹤0.01%
1
– –
EMB icon
4134
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.6B
$0 ﹤0.01%
1
-76,520
-100% -$8.85M
EMCB icon
4135
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.7M
$0 ﹤0.01%
1
– –
EMHY icon
4136
iShares JPMorgan EM High Yield Bond ETF
EMHY
$625M
$0 ﹤0.01%
1
– –
EMIF icon
4137
iShares Emerging Markets Infrastructure ETF
EMIF
$13.2M
$0 ﹤0.01%
1
– –
EMLC icon
4138
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.77B
$0 ﹤0.01%
1
– –
EMLP icon
4139
First Trust North American Energy Infrastructure Fund
EMLP
$4.13B
$0 ﹤0.01%
1
– –
ENB icon
4140
CALL
Enbridge
ENB
$118B
– –
-67,200
Closed -$2.81M
ENFR icon
4141
Alerian Energy Infrastructure ETF
ENFR
$516M
$0 ﹤0.01%
1
– –
ENOR icon
4142
iShares MSCI Norway ETF
ENOR
$95.5M
$0 ﹤0.01%
1
– –
ENOV icon
4143
Enovis
ENOV
$1.81B
– –
-37
Closed -$3K
ENZL icon
4144
iShares MSCI New Zealand ETF
ENZL
$82.5M
$0 ﹤0.01%
1
– –
EPHE icon
4145
iShares MSCI Philippines ETF
EPHE
$146M
$0 ﹤0.01%
1
– –
EPI icon
4146
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.04B
– –
-1,200,000
Closed -$30.2M
EPD icon
4147
Enterprise Products Partners
EPD
$81.9B
– –
-9,104
Closed -$231K
EPOL icon
4148
iShares MSCI Poland ETF
EPOL
$734M
$0 ﹤0.01%
1
– –
EPP icon
4149
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
$0 ﹤0.01%
1
– –
EPR icon
4150
EPR Properties
EPR
$4.69B
– –
-24
Closed -$2K
164 165
166
167 168

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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.