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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
EPS icon
4151
WisdomTree US LargeCap Fund
EPS
$1.62B
$0 ﹤0.01%
3
– –
EPU icon
4152
iShares MSCI Peru and Global Exposure ETF
EPU
$541M
$0 ﹤0.01%
1
– –
EPV icon
4153
ProShares UltraShort FTSE Europe
EPV
$10.9M
– –
0
– –
EQL icon
4154
ALPS Equal Sector Weight ETF
EQL
$765M
$0 ﹤0.01%
3
– –
ERTH icon
4155
Invesco MSCI Sustainable Future ETF
ERTH
$135M
$0 ﹤0.01%
1
– –
ERX icon
4156
Direxion Daily Energy Bull 2X ETF
ERX
$227M
– –
0
– –
ERY icon
4157
Direxion Daily Energy Bear 2X ETF
ERY
$40.1M
– –
0
– –
ESPR
4158
PUT
DELISTED
Esperion Therapeutics
ESPR
– –
-453,600
Closed -$22.7M
ET icon
4159
CALL
Energy Transfer Partners
ET
$69.8B
– –
-200,000
Closed -$3.48M
ETD icon
4160
CALL
Ethan Allen Interiors
ETD
$598M
– –
-100,000
Closed -$3.24M
ETD icon
4161
PUT
Ethan Allen Interiors
ETD
$598M
– –
-500,000
Closed -$16.2M
ETN icon
4162
PUT
Eaton
ETN
$170B
– –
-5,000
Closed -$384K
EUDG icon
4163
WisdomTree Europe Quality Dividend Growth Fund
EUDG
$69.6M
$0 ﹤0.01%
1
– –
EUFN icon
4164
iShares MSCI Europe Financials ETF
EUFN
$4.25B
$0 ﹤0.01%
1
– –
EUM icon
4165
ProShares Trust Short MSCI Emerging Markets
EUM
$11.1M
$0 ﹤0.01%
1
– –
EUO icon
4166
ProShares UltraShort Euro
EUO
$34.8M
$0 ﹤0.01%
1
– –
EUSA icon
4167
iShares MSCI USA Equal Weighted ETF
EUSA
$1.85B
$0 ﹤0.01%
1
– –
EURL icon
4168
Direxion Daily FTSE Europe Bull 3x ETF
EURL
$54M
$0 ﹤0.01%
1
– –
EWA icon
4169
iShares MSCI Australia ETF
EWA
$1.41B
$0 ﹤0.01%
1
– –
EWC icon
4170
iShares MSCI Canada ETF
EWC
$6.16B
$0 ﹤0.01%
1
-15,932
-100% -$464K
EWC icon
4171
PUT
iShares MSCI Canada ETF
EWC
$6.16B
– –
-125,000
Closed -$3.62M
EWD icon
4172
iShares MSCI Sweden ETF
EWD
$584M
$0 ﹤0.01%
1
– –
EWG icon
4173
iShares MSCI Germany ETF
EWG
$1.6B
$0 ﹤0.01%
1
– –
EWH icon
4174
iShares MSCI Hong Kong ETF
EWH
$1.23B
$0 ﹤0.01%
1
– –
EWK icon
4175
iShares MSCI Belgium ETF
EWK
$162M
$0 ﹤0.01%
1
– –
165 166
167
168 169

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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.