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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
SPHD icon
4851
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.34B
$0 ﹤0.01%
1
– –
SPHY icon
4852
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.5B
$0 ﹤0.01%
1
– –
SPIP icon
4853
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
$0 ﹤0.01%
2
– –
SPIB icon
4854
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
4855
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.18B
$0 ﹤0.01%
1
-1
-50% -$28
SPYM
4856
State Street SPDR Portfolio S&P 500 ETF
SPYM
$161B
$0 ﹤0.01%
4
– –
SPLV icon
4857
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
$0 ﹤0.01%
1
– –
SPMB icon
4858
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.95B
$0 ﹤0.01%
1
– –
SPMD icon
4859
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.2B
$0 ﹤0.01%
3
– –
SPSB icon
4860
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$0 ﹤0.01%
1
– –
SPSM icon
4861
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.1B
$0 ﹤0.01%
3
– –
SPTI icon
4862
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$0 ﹤0.01%
2
– –
SPTL icon
4863
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.4B
$0 ﹤0.01%
2
– –
SPTM icon
4864
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.6B
$0 ﹤0.01%
6
– –
SPTS icon
4865
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.1B
$0 ﹤0.01%
1
– –
SPVM icon
4866
Invesco S&P 500 Value with Momentum ETF
SPVM
$129M
$0 ﹤0.01%
1
– –
SPXL icon
4867
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
$0 ﹤0.01%
4
– –
SPXU icon
4868
ProShares UltraPro Short S&P 500
SPXU
$406M
– –
0
– –
SPY icon
4869
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$0 ﹤0.01%
1
– –
SPYG icon
4870
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$51.7B
$0 ﹤0.01%
4
– –
SPYV icon
4871
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.1B
$0 ﹤0.01%
4
– –
SRLN icon
4872
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$0 ﹤0.01%
1
– –
SSNC icon
4873
SS&C Technologies
SSNC
$18.1B
– –
-125
Closed -$5K
SSNC icon
4874
PUT
SS&C Technologies
SSNC
$18.1B
– –
-200
Closed -$8K
SSO icon
4875
ProShares Ultra S&P500
SSO
$7.87B
$0 ﹤0.01%
16
– –
193 194
195
196 197

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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.