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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
SCHC icon
4776
Schwab International Small-Cap Equity ETF
SCHC
$5.39B
$0 ﹤0.01%
1
– –
SCHD icon
4777
Schwab US Dividend Equity ETF
SCHD
$103B
$0 ﹤0.01%
3
– –
SCHE icon
4778
Schwab Emerging Markets Equity ETF
SCHE
$12.6B
$0 ﹤0.01%
1
– –
SCHF icon
4779
Schwab International Equity ETF
SCHF
$66.6B
$0 ﹤0.01%
2
– –
SCHG icon
4780
Schwab US Large-Cap Growth ETF
SCHG
$59.8B
$0 ﹤0.01%
8
– –
SCHH icon
4781
Schwab US REIT ETF
SCHH
$11.5B
$0 ﹤0.01%
2
– –
SCHM icon
4782
Schwab US Mid-Cap ETF
SCHM
$14.5B
$0 ﹤0.01%
3
– –
SCHO icon
4783
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$0 ﹤0.01%
2
– –
SCHP icon
4784
Schwab US TIPS ETF
SCHP
$16.3B
$0 ﹤0.01%
2
– –
SCHR
4785
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$0 ﹤0.01%
2
– –
SCHV
4786
Schwab US Large-Cap Value ETF
SCHV
$15.7B
$0 ﹤0.01%
3
– –
SCHX icon
4787
Schwab US Large- Cap ETF
SCHX
$71.8B
$0 ﹤0.01%
6
– –
SCHZ icon
4788
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$0 ﹤0.01%
2
– –
SCJ icon
4789
iShares MSCI Japan Small-Cap ETF
SCJ
$253M
$0 ﹤0.01%
1
– –
SCZ icon
4790
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$0 ﹤0.01%
1
– –
SDD icon
4791
ProShares UltraShort SmallCap600
SDD
$1.29M
– –
0
– –
SDIV icon
4792
Global X SuperDividend ETF
SDIV
$1.22B
– –
0
– –
SDOG icon
4793
ALPS Sector Dividend Dogs ETF
SDOG
$1.4B
$0 ﹤0.01%
1
– –
SDY icon
4794
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$0 ﹤0.01%
1
– –
SEDG icon
4795
PUT
SolarEdge
SEDG
$2.51B
– –
-40,000
Closed -$1.14M
SEF icon
4796
ProShares Short Financials
SEF
$13.1M
– –
0
– –
SEIC icon
4797
SEI Investments
SEIC
$12.4B
– –
-41
Closed -$3K
SFL icon
4798
CALL
SFL Corp
SFL
$1.64B
– –
-150,000
Closed -$2.17M
SGDM icon
4799
Sprott Gold Miners ETF
SGDM
$547M
$0 ﹤0.01%
1
– –
SGOL icon
4800
abrdn Physical Gold Shares ETF
SGOL
$6.91B
$0 ﹤0.01%
10
– –
190 191
192
193 194

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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.