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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
SEAC
5151
DELISTED
Seachange International Inc
SEAC
– –
-1,107
Closed -$61K
SEAC
5152
PUT
DELISTED
Seachange International Inc
SEAC
– –
-3,750
Closed -$206K
AGFS
5153
CALL
DELISTED
AgroFresh Solutions Inc
AGFS
– –
-12,000
Closed -$84K
IBDD
5154
DELISTED
iShares iBonds Mar 2023 Term Corporate ETF
IBDD
$0 ﹤0.01%
4
– –
DBS
5155
DELISTED
Invesco DB Silver Fund
DBS
$0 ﹤0.01%
1
– –
GRU
5156
DELISTED
ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Grains Total Return
GRU
$0 ﹤0.01%
1
– –
STOR
5157
DELISTED
STORE Capital Corporation
STOR
– –
-183
Closed -$5K
TTM
5158
DELISTED
Tata Motors Limited
TTM
– –
-7,502
Closed -$242K
FNI
5159
DELISTED
First Trust Chindia ETF
FNI
$0 ﹤0.01%
1
– –
WIL
5160
DELISTED
iPath Women in Leadership ETN
WIL
$0 ﹤0.01%
1
– –
BSJM
5161
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
$0 ﹤0.01%
1
– –
IMLP
5162
DELISTED
iPath S&P MLP ETN
IMLP
$0 ﹤0.01%
1
– –
CLR
5163
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-13,139
Closed -$576K
DWPP
5164
DELISTED
First Trust Dorsey Wright People's Portfolio ETF
DWPP
$0 ﹤0.01%
1
– –
RJA
5165
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$0 ﹤0.01%
1
– –
RJN
5166
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total Return
RJN
$0 ﹤0.01%
1
– –
RJI
5167
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$0 ﹤0.01%
1
– –
RJZ
5168
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total Return
RJZ
$0 ﹤0.01%
1
– –
TMX
5169
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
– –
-29,860
Closed -$935K
CAPD
5170
DELISTED
iPath Shiller CAPE ETN
CAPD
$0 ﹤0.01%
10
– –
WBII
5171
DELISTED
WBI BullBear Global Income ETF
WBII
$0 ﹤0.01%
1
– –
MENV
5172
DELISTED
AdvisorShares North Square McKee ESG Core Bond ETF
MENV
$0 ﹤0.01%
1
– –
ICOL
5173
DELISTED
iShares MSCI Colombia ETF
ICOL
$0 ﹤0.01%
1
– –
WBT
5174
DELISTED
Welbilt, Inc.
WBT
– –
-104,272
Closed -$2.4M
MIC
5175
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-37
Closed -$2.51K
205 206
207
208 209

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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.