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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
MGK icon
4551
Vanguard Morningstar Mega Cap Growth ETF
MGK
$32.5B
$0 ﹤0.01%
5
– –
MGV icon
4552
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.2B
$0 ﹤0.01%
1
– –
MIDU icon
4553
Direxion Daily Mid Cap Bull 3X ETF
MIDU
$68.7M
$0 ﹤0.01%
4
– –
MINT icon
4554
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$0 ﹤0.01%
1
– –
MLN icon
4555
VanEck Long Muni ETF
MLN
$677M
$0 ﹤0.01%
1
– –
MLPA icon
4556
Global X MLP ETF
MLPA
$2.3B
– –
0
– –
MLPX icon
4557
Global X MLP & Energy Infrastructure ETF
MLPX
$3.61B
– –
0
– –
MMM icon
4558
PUT
3M
MMM
$90.9B
– –
-1,316
Closed -$231K
MMTM icon
4559
State Street SPDR S&P 1500 Momentum Tilt ETF
MMTM
$159M
$0 ﹤0.01%
1
– –
MNA icon
4560
IQ ARB Merger Arbitrage ETF
MNA
$252M
$0 ﹤0.01%
1
– –
MOAT icon
4561
VanEck Morningstar Wide Moat ETF
MOAT
$11.9B
$0 ﹤0.01%
1
– –
MOH icon
4562
PUT
Molina Healthcare
MOH
$10.2B
– –
-98,600
Closed -$6.78M
MOO icon
4563
VanEck Agribusiness ETF
MOO
$972M
$0 ﹤0.01%
1
– –
MORT icon
4564
VanEck Mortgage REIT Income ETF
MORT
$360M
$0 ﹤0.01%
1
– –
MRVL icon
4565
CALL
Marvell Technology
MRVL
$168B
– –
-6,000
Closed -$107K
MRVL icon
4566
Marvell Technology
MRVL
$168B
– –
-10,078
Closed -$180K
MRVL icon
4567
PUT
Marvell Technology
MRVL
$168B
– –
-150,700
Closed -$2.7M
MSCI icon
4568
MSCI
MSCI
$41.6B
– –
-1
Closed –
MT icon
4569
ArcelorMittal
MT
$52.9B
– –
-152,555
Closed -$4.52M
MTCH icon
4570
Match Group
MTCH
$9.19B
– –
-1,869
Closed -$52.4K
MTUM icon
4571
iShares MSCI USA Momentum Factor ETF
MTUM
$25B
$0 ﹤0.01%
1
– –
MUB icon
4572
iShares National Muni Bond ETF
MUB
$45.1B
$0 ﹤0.01%
1
– –
MUNI icon
4573
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.06B
$0 ﹤0.01%
1
– –
MUR icon
4574
Murphy Oil
MUR
$5.7B
– –
-8,015
Closed -$213K
MVV icon
4575
ProShares Ultra MidCap400
MVV
$153M
$0 ﹤0.01%
3
– –
181 182
183
184 185

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KBC Group
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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.