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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
VRP icon
5026
Invesco Variable Rate Preferred ETF
VRP
$2.98B
$0 ﹤0.01%
1
– –
VRSN icon
5027
CALL
VeriSign
VRSN
$26.2B
– –
-6,700
Closed -$713K
VRSN icon
5028
PUT
VeriSign
VRSN
$26.2B
– –
-200
Closed -$21K
VSS icon
5029
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
$0 ﹤0.01%
1
– –
VT icon
5030
Vanguard Total World Stock ETF
VT
$77.1B
$0 ﹤0.01%
1
– –
VTHR icon
5031
Vanguard Russell 3000 ETF
VTHR
$4.67B
$0 ﹤0.01%
1
– –
VTI icon
5032
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
$0 ﹤0.01%
1
-1
-50% -$134
VTIP icon
5033
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$0 ﹤0.01%
1
– –
VTV icon
5034
Vanguard Morningstar Value ETF
VTV
$188B
$0 ﹤0.01%
1
– –
VTWG icon
5035
Vanguard Russell 2000 Growth ETF
VTWG
$1.47B
$0 ﹤0.01%
1
– –
VTWO icon
5036
Vanguard Russell 2000 ETF
VTWO
$17.3B
$0 ﹤0.01%
2
– –
VTWV icon
5037
Vanguard Russell 2000 Value ETF
VTWV
$1.29B
$0 ﹤0.01%
1
– –
VUG icon
5038
Vanguard Morningstar Growth ETF
VUG
$220B
$0 ﹤0.01%
6
– –
VUSE icon
5039
Vident US Equity Strategy ETF
VUSE
$675M
$0 ﹤0.01%
1
– –
VV icon
5040
Vanguard Morningstar Large-Cap ETF
VV
$52.4B
$0 ﹤0.01%
1
– –
VWOB icon
5041
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.15B
$0 ﹤0.01%
1
– –
VXF icon
5042
Vanguard Extended Market ETF
VXF
$30.3B
$0 ﹤0.01%
1
– –
VXUS icon
5043
Vanguard Total International Stock ETF
VXUS
$155B
$0 ﹤0.01%
1
– –
VYM icon
5044
Vanguard High Dividend Yield ETF
VYM
$80.9B
$0 ﹤0.01%
1
– –
VYX icon
5045
PUT
NCR Voyix
VYX
$1.14B
– –
-130,400
Closed -$3M
W icon
5046
CALL
Wayfair
W
$11.2B
– –
-196,000
Closed -$13.2M
WAB icon
5047
Wabtec
WAB
$49.1B
– –
-199
Closed -$15K
WAB icon
5048
PUT
Wabtec
WAB
$49.1B
– –
-5,000
Closed -$379K
WATT icon
5049
CALL
Energous
WATT
$77.6M
– –
-50
Closed -$380K
WBIF icon
5050
WBI BullBear Value 3000 ETF
WBIF
$23.5M
$0 ﹤0.01%
1
– –
200 201
202
203 204

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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.