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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
SHM icon
4801
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
$0 ﹤0.01%
1
– –
SHV icon
4802
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$0 ﹤0.01%
1
– –
SHYD icon
4803
VanEck Short High Yield Muni ETF
SHYD
$451M
$0 ﹤0.01%
1
– –
SHY icon
4804
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$0 ﹤0.01%
1
– –
SIG icon
4805
PUT
Signet Jewelers
SIG
$3.61B
– –
-2,000
Closed -$133K
SIJ icon
4806
ProShares UltraShort Industrials
SIJ
$5.89M
– –
0
– –
SILJ icon
4807
Amplify Junior Silver Miners ETF
SILJ
$3.18B
$0 ﹤0.01%
1
– –
SIMO icon
4808
CALL
Silicon Motion
SIMO
$8.6B
– –
-10,000
Closed -$480K
SITC icon
4809
SITE Centers
SITC
$225M
– –
-3,400
Closed -$36.2K
SITC icon
4810
PUT
SITE Centers
SITC
$225M
– –
-42,685
Closed -$504K
SIVR icon
4811
abrdn Physical Silver Shares ETF
SIVR
$4.02B
$0 ﹤0.01%
1
– –
SIZE icon
4812
iShares MSCI USA Size Factor ETF
SIZE
$428M
$0 ﹤0.01%
1
– –
SJB icon
4813
ProShares Short High Yield
SJB
$51.8M
$0 ﹤0.01%
1
– –
SJNK icon
4814
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$0 ﹤0.01%
1
– –
SKT icon
4815
CALL
Tanger
SKT
$4.67B
– –
-15,000
Closed -$366K
SKX
4816
DELISTED
Skechers
SKX
– –
-54
Closed -$1.75K
SKYY icon
4817
First Trust Cloud Computing ETF
SKYY
$2.92B
$0 ﹤0.01%
1
– –
SLV icon
4818
iShares Silver Trust
SLV
$28B
$0 ﹤0.01%
1
– –
SLVO icon
4819
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$11.3M
– –
0
– –
SLVP icon
4820
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$775M
$0 ﹤0.01%
1
– –
SLX icon
4821
VanEck Steel ETF
SLX
$169M
$0 ﹤0.01%
1
– –
SLYG icon
4822
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.07B
$0 ﹤0.01%
4
– –
SLYV icon
4823
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.89B
$0 ﹤0.01%
2
– –
SM icon
4824
SM Energy
SM
$7.8B
– –
-232
Closed -$4K
SMB icon
4825
VanEck Short Muni ETF
SMB
$312M
$0 ﹤0.01%
1
– –
191 192
193
194 195

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.