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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
DBGR
5126
DELISTED
Xtrackers MSCI Germany Hedged Equity ETF
DBGR
$0 ﹤0.01%
1
– –
PGAL
5127
DELISTED
Global X MSCI Portugal ETF
PGAL
$0 ﹤0.01%
1
– –
CHIE
5128
DELISTED
Global X MSCI China Energy ETF
CHIE
$0 ﹤0.01%
1
– –
CHIC
5129
DELISTED
Global X MSCI China Communication Services ETF
CHIC
$0 ﹤0.01%
1
– –
DMK
5130
CALL
DELISTED
DMK Pharmaceuticals Corporation Common Stock
DMK
– –
-16,473
Closed -$6.03M
ARAV
5131
PUT
DELISTED
Aravive, Inc. Common Stock
ARAV
– –
-2,000
Closed -$29K
RESP
5132
DELISTED
WisdomTree U.S. ESG Fund
RESP
$0 ﹤0.01%
3
– –
MRTX
5133
DELISTED
Mirati Therapeutics, Inc. Common Stock
MRTX
– –
-350
Closed -$4K
SRC
5134
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-6,847
Closed -$260K
PACW
5135
DELISTED
PacWest Bancorp
PACW
– –
-3
Closed –
ICPT
5136
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-50,000
Closed -$2.9M
ICPT
5137
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-10,000
Closed -$580K
EWGS
5138
DELISTED
iShares MSCI Germany Small-Cap ETF
EWGS
$0 ﹤0.01%
1
– –
KFYP
5139
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
$0 ﹤0.01%
2
– –
ZYNE
5140
CALL
DELISTED
Zynerba Pharmaceuticals, Inc
ZYNE
– –
-50,000
Closed -$418K
GLCN
5141
DELISTED
VanEck China Growth Leaders ETF
GLCN
$0 ﹤0.01%
1
– –
SNLN
5142
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
$0 ﹤0.01%
1
– –
HYLD
5143
DELISTED
High Yield ETF
HYLD
$0 ﹤0.01%
1
– –
BICK
5144
DELISTED
First Trust BICK Index Fund
BICK
$0 ﹤0.01%
1
– –
QDYN
5145
DELISTED
FlexShares Quality Dividend Dynamic Index Fund
QDYN
$0 ﹤0.01%
1
– –
CS
5146
DELISTED
Credit Suisse Group
CS
– –
-13,455
Closed -$222K
BCM
5147
DELISTED
iPath Pure Beta Broad Commodity ETN
BCM
$0 ﹤0.01%
1
– –
NIB
5148
DELISTED
iPath Bloomberg Cocoa Subindex Total Return ETN due June 24, 2038
NIB
$0 ﹤0.01%
1
– –
OIL
5149
DELISTED
iPath Pure Beta Crude Oil ETN
OIL
$0 ﹤0.01%
1
– –
LD
5150
DELISTED
iPath Bloomberg Lead Subindex Total Return ETN due June 24, 2038
LD
$0 ﹤0.01%
1
– –
204 205
206
207 208

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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.