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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
BSCM
5401
DELISTED
Invesco BulletShares 2022 Corporate Bond ETF
BSCM
$0 ﹤0.01%
1
– –
BSCK
5402
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
$0 ﹤0.01%
1
– –
BSCH
5403
DELISTED
Guggenheim BulletShares 2017 Corporate Bond ETF
BSCH
– –
-1
Closed –
FM
5404
DELISTED
iShares Frontier and Select EM ETF
FM
$0 ﹤0.01%
1
– –
CHIM
5405
DELISTED
Global X MSCI China Materials ETF
CHIM
$0 ﹤0.01%
1
– –
CHIX
5406
DELISTED
Global X MSCI China Financials ETF
CHIX
$0 ﹤0.01%
1
– –
CHII
5407
DELISTED
Global X MSCI China Industrials ETF
CHII
$0 ﹤0.01%
1
– –
GRES
5408
DELISTED
IQ ARB Global Resources
GRES
$0 ﹤0.01%
1
– –
DXGE
5409
DELISTED
WisdomTree Germany Hedged Equity Fund
DXGE
$0 ﹤0.01%
1
– –
MINC
5410
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
$0 ﹤0.01%
1
– –
GSP
5411
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes due 2036 Linked to GSCI Total Return Index
GSP
$0 ﹤0.01%
1
– –
IBCE
5412
DELISTED
iShares iBonds Mar 2023 Term Corporate ex-Financials ETF
IBCE
$0 ﹤0.01%
4
– –
RODI
5413
DELISTED
iPath Return on Disability ETN
RODI
$0 ﹤0.01%
1
– –
EMSH
5414
DELISTED
ProShares Short Term USD Emerging Markets Bond ETF
EMSH
$0 ﹤0.01%
1
– –
RALS
5415
DELISTED
ProShares RAFI Long/Short
RALS
$0 ﹤0.01%
1
– –
DDG
5416
DELISTED
Proshares Short Oil & Gas
DDG
$0 ﹤0.01%
1
– –
MBT
5417
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-18,991
Closed -$198K
MBT
5418
PUT
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-180,000
Closed -$1.88M
UFS
5419
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-13,500
Closed -$586K
GRA
5420
PUT
DELISTED
W.R. Grace & Co.
GRA
– –
-22,800
Closed -$1.65M
XVZ
5421
DELISTED
iPath S&P 500 Dynamic VIX ETN
XVZ
$0 ﹤0.01%
1
– –
DFVL
5422
DELISTED
iPath US Treasury 5-year Bull ETN
DFVL
$0 ﹤0.01%
1
– –
SYV
5423
DELISTED
SPDR MFS Systematic Value Equity ETF of SSgA Active Trust
SYV
$0 ﹤0.01%
1
– –
SYE
5424
DELISTED
SPDR MFS Systematic Core Equity ETF of SSgA Active Trust
SYE
$0 ﹤0.01%
1
– –
USV
5425
DELISTED
E-TRACS UBS Bloomberg CMCI Silver ETN
USV
$0 ﹤0.01%
1
– –
215 216
217
218 219

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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.