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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
XLU icon
5076
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
– –
-100,000
Closed -$2.65M
XLU icon
5077
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$0 ﹤0.01%
2
-10,158
-100% -$279K
XLV icon
5078
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
– –
-70,000
Closed -$5.72M
XME icon
5079
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$0 ﹤0.01%
1
-92,616
-100% -$3.02M
XMLV icon
5080
Invesco S&P MidCap Low Volatility ETF
XMLV
$750M
$0 ﹤0.01%
1
– –
XMPT icon
5081
VanEck CEF Muni Income ETF
XMPT
$219M
$0 ﹤0.01%
1
– –
XNTK icon
5082
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
$0 ﹤0.01%
2
– –
XOP icon
5083
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
– –
0
– –
XPH icon
5084
State Street SPDR S&P Pharmaceuticals ETF
XPH
$476M
$0 ﹤0.01%
2
– –
XPP icon
5085
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$9.78M
$0 ﹤0.01%
1
– –
XSD icon
5086
State Street SPDR S&P Semiconductor ETF
XSD
$2.72B
$0 ﹤0.01%
2
– –
XRT icon
5087
State Street SPDR S&P Retail ETF
XRT
$449M
$0 ﹤0.01%
2
– –
XSLV icon
5088
Invesco S&P SmallCap Low Volatility ETF
XSLV
$248M
$0 ﹤0.01%
1
– –
XSW icon
5089
State Street SPDR S&P Software & Services ETF
XSW
$442M
$0 ﹤0.01%
2
– –
XTL icon
5090
State Street SPDR S&P Telecom ETF
XTL
$567M
$0 ﹤0.01%
1
– –
XTN icon
5091
State Street SPDR S&P Transportation ETF
XTN
$387M
$0 ﹤0.01%
2
– –
XYLD icon
5092
Global X S&P 500 Covered Call ETF
XYLD
$3.24B
$0 ﹤0.01%
1
– –
YCS icon
5093
ProShares UltraShort Yen
YCS
$29.9M
$0 ﹤0.01%
4
– –
YINN icon
5094
Direxion Daily FTSE China Bull 3X ETF
YINN
$782M
– –
0
– –
YXI icon
5095
ProShares Short FTSE China 50 of PROSHARES TRUST
YXI
$4.35M
$0 ﹤0.01%
1
– –
ZBH icon
5096
CALL
Zimmer Biomet
ZBH
$18.2B
– –
-90,640
Closed -$10.3M
ZBH icon
5097
PUT
Zimmer Biomet
ZBH
$18.2B
– –
-43,775
Closed -$4.98M
ZBRA icon
5098
Zebra Technologies
ZBRA
$14B
– –
-64
Closed -$7K
ZG icon
5099
Zillow
ZG
$7.94B
– –
-2,641
Closed -$108K
ZROZ icon
5100
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.31B
$0 ﹤0.01%
1
– –
202 203
204
205 206

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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.