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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
FIGY
5326
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN
FIGY
$0 ﹤0.01%
1
– –
ADRE
5327
DELISTED
Invesco BLDRS Emerging Markets 50 ADR Index Fund
ADRE
$0 ﹤0.01%
1
– –
EWEM
5328
DELISTED
Invesco MSCI Emerging Markets Equal Country Weight ETF
EWEM
$0 ﹤0.01%
1
– –
EEB
5329
DELISTED
Invesco BRIC ETF
EEB
$0 ﹤0.01%
1
– –
LVL
5330
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
$0 ﹤0.01%
1
– –
NFO
5331
DELISTED
Invesco Insider Sentiment ETF
NFO
$0 ﹤0.01%
1
– –
TAO
5332
DELISTED
Invesco China Real Estate ETF
TAO
$0 ﹤0.01%
1
– –
YAO
5333
DELISTED
Invesco China All-Cap ETF
YAO
$0 ﹤0.01%
1
– –
PXR
5334
DELISTED
Invesco Emerging Markets Infrastructure ETF
PXR
$0 ﹤0.01%
1
– –
SEA
5335
DELISTED
Invesco Shipping ETF
SEA
$0 ﹤0.01%
1
– –
DBBR
5336
DELISTED
Xtrackers MSCI Brazil Hedged Equity ETF
DBBR
$0 ﹤0.01%
1
– –
DBMX
5337
DELISTED
Xtrackers MSCI Mexico Hedged Equity ETF
DBMX
$0 ﹤0.01%
1
– –
DSUM
5338
DELISTED
Invesco Chinese Yuan Dim Sum Bond ETF
DSUM
$0 ﹤0.01%
1
– –
AHGP
5339
DELISTED
Alliance Holdings GP
AHGP
– –
-8,810
Closed -$245K
DBV
5340
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
$0 ﹤0.01%
1
– –
DGL
5341
DELISTED
Invesco DB Gold Fund
DGL
$0 ﹤0.01%
1
– –
CBI
5342
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
– –
-37,300
Closed -$627K
BUFF
5343
CALL
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
– –
-42,700
Closed -$1.21M
AGA
5344
DELISTED
DB Agriculture Double Short ETN due April 1, 2038
AGA
$0 ﹤0.01%
1
– –
JJS
5345
DELISTED
iPath Bloomberg Softs Subindex Total Return ETN due June 24, 2038
JJS
$0 ﹤0.01%
1
– –
JJM
5346
DELISTED
iPath Bloomberg Industrial Metals Subindex Total Return ETN due October 22, 2037
JJM
$0 ﹤0.01%
1
– –
JJU
5347
DELISTED
iPath Bloomberg Aluminum Subindex Total Return ETN due June 24, 2038
JJU
$0 ﹤0.01%
1
– –
JJP
5348
DELISTED
iPath Bloomberg Precious Metals Subindex Total Return ETN due June 24, 2038
JJP
$0 ﹤0.01%
1
– –
COW
5349
DELISTED
iPath Bloomberg Livestock Subindex Total Return ETN due October 22, 2037
COW
$0 ﹤0.01%
1
– –
JJC
5350
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
$0 ﹤0.01%
1
– –
212 213
214
215 216

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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.