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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
JNPR
4501
CALL
DELISTED
Juniper Networks
JNPR
– –
-87,900
Closed -$2.45M
JNK icon
4502
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
– –
0
– –
JPXN
4503
iShares JPX-Nikkei 400 ETF
JPXN
$134M
$0 ﹤0.01%
1
– –
JXI icon
4504
iShares Global Utilities ETF
JXI
$314M
$0 ﹤0.01%
1
– –
K
4505
CALL
DELISTED
Kellanova
K
– –
-191,700
Closed -$11.2M
KBA icon
4506
KraneShares Bosera MSCI China A 50 Connect Index ETF
KBA
$147M
$0 ﹤0.01%
1
– –
KBE icon
4507
State Street SPDR S&P Bank ETF
KBE
$1.64B
$0 ﹤0.01%
1
-4,641
-100% -$213K
KBWB icon
4508
Invesco KBW Bank ETF
KBWB
$6.84B
$0 ﹤0.01%
1
– –
KBWP icon
4509
Invesco KBW Property & Casualty Insurance ETF
KBWP
$267M
$0 ﹤0.01%
1
– –
FDIQ
4510
Invesco Bloomberg Financial Data Providers ETF
FDIQ
$52.2M
$0 ﹤0.01%
1
– –
KBWY icon
4511
Invesco KBW Premium Yield Equity REIT ETF
KBWY
$313M
$0 ﹤0.01%
1
– –
KCE icon
4512
State Street SPDR S&P Capital Markets ETF
KCE
$456M
$0 ﹤0.01%
1
– –
KIE icon
4513
State Street SPDR S&P Insurance ETF
KIE
$649M
$0 ﹤0.01%
3
– –
KN icon
4514
CALL
Knowles
KN
$3.13B
– –
-7,000
Closed -$107K
KN icon
4515
PUT
Knowles
KN
$3.13B
– –
-9,700
Closed -$148K
KNCT icon
4516
Invesco Next Gen Connectivity ETF
KNCT
$153M
$0 ﹤0.01%
1
– –
KOLD icon
4517
ProShares UltraShort Bloomberg Natural Gas
KOLD
$115M
– –
0
– –
KORU icon
4518
Direxion Daily MSCI South Korea Bull 3X ETF
KORU
$1.12B
$0 ﹤0.01%
2
– –
KRG icon
4519
CALL
Kite Realty
KRG
$5.81B
– –
-65,000
Closed -$1.32M
KW
4520
PUT
DELISTED
Kennedy-Wilson Holdings
KW
– –
-170,000
Closed -$3.15M
KWEB icon
4521
KraneShares CSI China Internet ETF
KWEB
$5.64B
$0 ﹤0.01%
1
– –
KXI icon
4522
iShares Global Consumer Staples ETF
KXI
$1.07B
$0 ﹤0.01%
2
– –
LAZ icon
4523
PUT
Lazard
LAZ
$4.13B
– –
-50,000
Closed -$2.26M
LDUR icon
4524
PIMCO Enhanced Low Duration Active Exchange-Traded Fund
LDUR
$1.37B
$0 ﹤0.01%
1
– –
LEA icon
4525
Lear
LEA
$6.54B
– –
-38
Closed -$7K
179 180
181
182 183

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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.