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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
GUNR icon
4326
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.17B
$0 ﹤0.01%
1
– –
GURU icon
4327
Global X Guru Index ETF
GURU
$61.3M
$0 ﹤0.01%
1
– –
GVAL icon
4328
Cambria Global Value ETF
GVAL
$585M
$0 ﹤0.01%
1
– –
GVI icon
4329
iShares Intermediate Government/Credit Bond ETF
GVI
$3.77B
$0 ﹤0.01%
1
– –
GWW icon
4330
CALL
W.W. Grainger
GWW
$64.7B
– –
-106,500
Closed -$19.1M
GWX icon
4331
State Street SPDR S&P International Small Cap ETF
GWX
$870M
$0 ﹤0.01%
1
– –
GXC icon
4332
State Street SPDR S&P China ETF
GXC
$476M
$0 ﹤0.01%
1
– –
COLO
4333
Global X MSCI Colombia ETF
COLO
$203M
– –
0
– –
GYLD icon
4334
Arrow Dow Jones Global Yield ETF
GYLD
$38M
$0 ﹤0.01%
1
– –
H icon
4335
Hyatt Hotels
H
$16.3B
– –
-22,501
Closed -$1.39M
HAP icon
4336
VanEck Natural Resources ETF
HAP
$301M
$0 ﹤0.01%
1
– –
HBI
4337
PUT
DELISTED
Hanesbrands
HBI
– –
-4,600
Closed -$113K
HCI icon
4338
CALL
HCI Group
HCI
$2.28B
– –
-40,000
Closed -$1.53M
HDB icon
4339
HDFC Bank
HDB
$123B
– –
-41,980
Closed -$1.01M
HDB icon
4340
PUT
HDFC Bank
HDB
$123B
– –
-80,000
Closed -$1.93M
HDGE icon
4341
AdvisorShares Ranger Equity Bear ETF
HDGE
$55.7M
– –
0
– –
HDV
4342
iShares Core High Dividend ETF
HDV
$14.8B
$0 ﹤0.01%
5
– –
HE icon
4343
Hawaiian Electric Industries
HE
$2.2B
– –
-83
Closed -$3K
HEFA icon
4344
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.54B
$0 ﹤0.01%
1
– –
HEWJ icon
4345
iShares Currency Hedged MSCI Japan ETF
HEWJ
$708M
$0 ﹤0.01%
1
– –
HEZU icon
4346
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$577M
$0 ﹤0.01%
1
– –
HIG icon
4347
CALL
Hartford Financial Services
HIG
$39.1B
– –
-2,000
Closed -$111K
HISF icon
4348
First Trust Exchange-Traded Fund IV First Trust High Income Strategic Focus ETF
HISF
$98.7M
$0 ﹤0.01%
1
– –
HIW icon
4349
Highwoods Properties
HIW
$3.68B
– –
-32
Closed -$2K
HPQ icon
4350
PUT
HP
HPQ
$24.8B
– –
-32,500
Closed -$649K
172 173
174
175 176

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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.