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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
DOV icon
4076
PUT
Dover
DOV
$27.7B
– –
-123,800
Closed -$9.14M
DOX icon
4077
CALL
Amdocs
DOX
$5.88B
– –
-5,000
Closed -$322K
DRN icon
4078
Direxion Daily Real Estate Bull 3X ETF
DRN
$46.1M
$0 ﹤0.01%
4
– –
DRV icon
4079
Direxion Daily Real Estate Bear 3X ETF
DRV
$25.4M
– –
0
– –
DSI icon
4080
iShares MSCI KLD 400 Social ETF
DSI
$5.43B
$0 ﹤0.01%
2
– –
DTD icon
4081
WisdomTree US Total Dividend Fund
DTD
$1.67B
$0 ﹤0.01%
2
– –
DTH icon
4082
WisdomTree International High Dividend Fund
DTH
$656M
$0 ﹤0.01%
1
– –
DTRE icon
4083
First Trust Alerian Disruptive Technology Real Estate ETF
DTRE
$14.7M
$0 ﹤0.01%
1
– –
DUG icon
4084
ProShares UltraShort Energy
DUG
$21.1M
– –
0
– –
DUST icon
4085
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$67.1M
– –
0
– -$7K
DVA icon
4086
CALL
DaVita
DVA
$15B
– –
-21,600
Closed -$1.28M
DVA icon
4087
PUT
DaVita
DVA
$15B
– –
-34,100
Closed -$2.02M
DVY icon
4088
CALL
iShares Select Dividend ETF
DVY
$23.6B
– –
-164,500
Closed -$15.4M
DVY icon
4089
iShares Select Dividend ETF
DVY
$23.6B
$0 ﹤0.01%
1
– –
DVYA icon
4090
iShares Asia/Pacific Dividend ETF
DVYA
$71.1M
$0 ﹤0.01%
1
– –
DVYE icon
4091
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
$0 ﹤0.01%
1
– –
DWAS icon
4092
Invesco Dorsey Wright SmallCap Momentum ETF
DWAS
$438M
$0 ﹤0.01%
1
– –
DWM icon
4093
WisdomTree International Equity Fund
DWM
$682M
$0 ﹤0.01%
1
– –
DWX icon
4094
State Street SPDR S&P International Dividend ETF
DWX
$527M
$0 ﹤0.01%
1
– –
DXD icon
4095
ProShares UltraShort Dow 30
DXD
$39.4M
– –
0
– –
DXJ icon
4096
WisdomTree Japan Hedged Equity Fund
DXJ
$7.06B
$0 ﹤0.01%
1
-114,559
-100% -$6.61M
OPPJ
4097
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$274M
$0 ﹤0.01%
2
– –
DZZ icon
4098
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.35M
$0 ﹤0.01%
1
– –
EBND icon
4099
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.26B
$0 ﹤0.01%
1
– –
ECH icon
4100
iShares MSCI Chile ETF
ECH
$1.03B
$0 ﹤0.01%
1
– –
162 163
164
165 166

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Carson Wealth (CWM LLC)
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KBC Group
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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.