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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+7.66%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$73.6B
AUM Growth
+$13B
Cap. Flow
+$743M
Cap. Flow %
1.01%
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 Miscellaneous 95.88%
2 Financials 0.85%
3 Technology 0.73%
4 Consumer Discretionary 0.62%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CSM icon
4026
ProShares Large Cap Core Plus
CSM
$524M
$0 ﹤0.01%
4
– –
CURE icon
4027
Direxion Daily Healthcare Bull 3X ETF
CURE
$168M
$0 ﹤0.01%
4
– –
CUT icon
4028
Invesco MSCI Global Timber ETF
CUT
$30.5M
$0 ﹤0.01%
1
– –
CVY icon
4029
Invesco Zacks Multi-Asset Income ETF
CVY
$125M
$0 ﹤0.01%
1
– –
CWB icon
4030
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.67B
$0 ﹤0.01%
1
– –
CWEN icon
4031
CALL
Clearway Energy Class C
CWEN
$6.58B
– –
-58,300
Closed -$1.13M
CWI icon
4032
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.88B
$0 ﹤0.01%
2
– –
CX icon
4033
Cemex
CX
$15.7B
– –
-25,835
Closed -$204K
CXSE icon
4034
WisdomTree Trust WisdomTree China ex-State-Owned Enterprises Fund
CXSE
$471M
$0 ﹤0.01%
2
– –
CXT icon
4035
Crane NXT
CXT
$2.92B
– –
-46
Closed -$1K
CZA icon
4036
Invesco Zacks Mid-Cap ETF
CZA
$178M
$0 ﹤0.01%
1
– –
CZR icon
4037
CALL
Caesars Entertainment
CZR
$6.05B
– –
-60,000
Closed -$1.54M
DB icon
4038
Deutsche Bank
DB
$76.4B
– –
-1,119
Closed -$20.2K
DBC icon
4039
CALL
Invesco DB Commodity Index Tracking Fund
DBC
$1.95B
– –
-75,000
Closed -$1.16M
DBC icon
4040
PUT
Invesco DB Commodity Index Tracking Fund
DBC
$1.95B
– –
-100,000
Closed -$1.54M
DBA icon
4041
Invesco DB Agriculture Fund
DBA
$1.25B
$0 ﹤0.01%
1
– –
DBB icon
4042
Invesco DB Base Metals Fund
DBB
$380M
$0 ﹤0.01%
1
– –
DBE icon
4043
Invesco DB Energy Fund
DBE
$115M
$0 ﹤0.01%
1
– –
DBEF icon
4044
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.2B
$0 ﹤0.01%
1
– –
DBEU icon
4045
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$777M
$0 ﹤0.01%
1
– –
DBJP icon
4046
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$701M
$0 ﹤0.01%
1
– –
DBO icon
4047
Invesco DB Oil Fund
DBO
$295M
$0 ﹤0.01%
1
– –
DBP icon
4048
Invesco DB Precious Metals Fund
DBP
$266M
$0 ﹤0.01%
1
– –
DDM icon
4049
ProShares Ultra Dow30
DDM
$564M
$0 ﹤0.01%
12
– –
DEEP icon
4050
Acquirers Small and Micro Deep Value ETF
DEEP
$27.9M
$0 ﹤0.01%
1
– –
160 161
162
163 164

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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's Q4 2017 filing shows 2,351 new, 689 increased, 564 reduced and 493 closed positions. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M. The largest sale was iShares MSCI EAFE ETF, an estimated $227M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • 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.