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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
SMDD icon
4826
ProShares UltraPro Short MidCap400
SMDD
$2.1M
– –
0
– –
SMH icon
4827
CALL
VanEck Semiconductor ETF
SMH
$65.2B
– –
-1,155,000
Closed -$53.9M
SMH icon
4828
VanEck Semiconductor ETF
SMH
$65.2B
$0 ﹤0.01%
2
-352,298
-100% -$17.6M
SMIN icon
4829
iShares MSCI India Small-Cap ETF
SMIN
$756M
$0 ﹤0.01%
1
– –
SMLV icon
4830
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$258M
$0 ﹤0.01%
1
– –
SMMU icon
4831
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.14B
$0 ﹤0.01%
1
– –
SMN icon
4832
ProShares UltraShort Materials
SMN
$4.17M
– –
0
– –
SMOG icon
4833
VanEck Low Carbon Energy ETF
SMOG
$129M
$0 ﹤0.01%
1
– –
SNY icon
4834
CALL
Sanofi
SNY
$103B
– –
-22,000
Closed -$1.09M
SNY icon
4835
Sanofi
SNY
$103B
– –
-22,885
Closed -$1.14M
SNY icon
4836
PUT
Sanofi
SNY
$103B
– –
-60,000
Closed -$2.99M
SOCL icon
4837
Global X Social Media ETF
SOCL
$90.4M
$0 ﹤0.01%
1
– –
SOHU
4838
CALL
Sohu.com
SOHU
$362M
– –
-7,100
Closed -$387K
SOHU
4839
PUT
Sohu.com
SOHU
$362M
– –
-3,400
Closed -$185K
SOXX icon
4840
iShares Semiconductor ETF
SOXX
$41.7B
$0 ﹤0.01%
3
– –
SPAB icon
4841
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$0 ﹤0.01%
2
– –
SPBO icon
4842
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.09B
$0 ﹤0.01%
1
– –
SPDW icon
4843
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.2B
$0 ﹤0.01%
1
– –
SPEM icon
4844
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.2B
$0 ﹤0.01%
2
– –
SPEU icon
4845
State Street SPDR Portfolio Europe ETF
SPEU
$729M
$0 ﹤0.01%
1
– –
SPFF icon
4846
Global X SuperIncome Preferred ETF
SPFF
$140M
$0 ﹤0.01%
1
– –
SPGI icon
4847
CALL
S&P Global
SPGI
$121B
– –
-135,000
Closed -$21.1M
SPGM icon
4848
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.72B
$0 ﹤0.01%
2
– –
SPGP icon
4849
Invesco S&P 500 GARP ETF
SPGP
$2.25B
$0 ﹤0.01%
1
– –
SPHB icon
4850
Invesco S&P 500 High Beta ETF
SPHB
$971M
$0 ﹤0.01%
1
– –
192 193
194
195 196

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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.