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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
LEMB icon
4526
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$741M
$0 ﹤0.01%
1
– –
LEN.B icon
4527
Lennar Class B
LEN.B
$19.4B
$0 ﹤0.01%
+6
New +$277
LGLV icon
4528
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.2B
$0 ﹤0.01%
1
– –
LNW
4529
PUT
DELISTED
Light & Wonder
LNW
– –
-43,400
Closed -$1.99M
LQDH icon
4530
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$505M
$0 ﹤0.01%
1
– –
LSTR icon
4531
CALL
Landstar System
LSTR
$5.93B
– –
-240,000
Closed -$23.9M
LTPZ icon
4532
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$690M
$0 ﹤0.01%
1
– –
LVS icon
4533
Las Vegas Sands
LVS
$31.7B
– –
-58,327
Closed -$3.89M
LXRX icon
4534
PUT
Lexicon Pharmaceuticals
LXRX
$1.03B
– –
-417,500
Closed -$5.13M
LYB icon
4535
PUT
LyondellBasell Industries
LYB
$20B
– –
-14,000
Closed -$1.39M
MAA icon
4536
CALL
Mid-America Apartment Communities
MAA
$15.4B
– –
-65,000
Closed -$6.95M
MAA icon
4537
PUT
Mid-America Apartment Communities
MAA
$15.4B
– –
-65,000
Closed -$6.95M
MAN icon
4538
ManpowerGroup
MAN
$2.44B
– –
-23
Closed -$3K
MBB icon
4539
iShares MBS ETF
MBB
$38.9B
$0 ﹤0.01%
1
– –
MCD icon
4540
CALL
McDonald's
MCD
$192B
– –
-175,000
Closed -$27.4M
MCHI icon
4541
iShares MSCI China ETF
MCHI
$6.32B
$0 ﹤0.01%
1
– –
MD icon
4542
Pediatrix Medical
MD
$2.18B
– –
-38
Closed -$2K
MDIV icon
4543
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$429M
$0 ﹤0.01%
1
– –
MDU icon
4544
MDU Resources
MDU
$4.17B
– –
-16
Closed –
MDY icon
4545
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$0 ﹤0.01%
1
– –
MDYG icon
4546
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.8B
$0 ﹤0.01%
3
– –
MDYV icon
4547
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.76B
$0 ﹤0.01%
2
– –
MFC icon
4548
CALL
Manulife Financial
MFC
$73.9B
– –
-50,000
Closed -$1.01M
MFC icon
4549
PUT
Manulife Financial
MFC
$73.9B
– –
-50,000
Closed -$1.01M
MGC icon
4550
Vanguard Morningstar Mega Cap ETF
MGC
$9.99B
$0 ﹤0.01%
1
– –
180 181
182
183 184

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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.