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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
ZIV
5251
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
$0 ﹤0.01%
1
– –
CHK
5252
CALL
DELISTED
Chesapeake Energy Corporation
CHK
– –
-1,309
Closed -$1.13M
JPGE
5253
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
$0 ﹤0.01%
1
– –
GULF
5254
DELISTED
WisdomTree Middle East Dividend Fund
GULF
$0 ﹤0.01%
1
– –
DTO
5255
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
$0 ﹤0.01%
1
– –
ARCH
5256
PUT
DELISTED
Arch Resources, Inc.
ARCH
– –
-330,000
Closed -$23.7M
URR
5257
DELISTED
Market Vectors Double Long Euro ETN
URR
$0 ﹤0.01%
1
– –
HECO
5258
DELISTED
Strategy Shares EcoLogical Strategy ETF
HECO
$0 ﹤0.01%
1
– –
KOL
5259
DELISTED
VanEck Vectors Coal ETF
KOL
– –
-155
Closed -$23.5K
KOL
5260
PUT
DELISTED
VanEck Vectors Coal ETF
KOL
– –
-2,500
Closed -$364K
FLAG
5261
DELISTED
FLAG-Forensic Accounting Long-Short ETF
FLAG
$0 ﹤0.01%
1
– –
RTN
5262
CALL
DELISTED
Raytheon Company
RTN
– –
-4,000
Closed -$746K
BDCL
5263
DELISTED
2Leveraged Long ETRACS Linked to the Wells Fargo Business Dev
BDCL
$0 ﹤0.01%
1
– –
DVYL
5264
DELISTED
ETRACS Monthly Pay 2xLeveraged Dow Jones Select Dividend Index ETN
DVYL
$0 ﹤0.01%
1
– –
IBDC
5265
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
$0 ﹤0.01%
4
– –
FINU
5266
DELISTED
ProShares UltraPro Financial Select Sector
FINU
$0 ﹤0.01%
2
– –
DPK
5267
DELISTED
Direxion Daily Developed Markets Bear 3x Shares
DPK
$0 ﹤0.01%
1
– –
DVHL
5268
DELISTED
ETRACS Monthly Pay 2xLeveraged Diversified High Income ETN
DVHL
$0 ﹤0.01%
1
– –
HABT
5269
CALL
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-169,100
Closed -$2.21M
DLBS
5270
DELISTED
iPath US Treasury Long Bond Bear ETN
DLBS
$0 ﹤0.01%
1
– –
FRN
5271
DELISTED
Invesco Frontier Markets ETF
FRN
$0 ﹤0.01%
1
– –
PMR
5272
DELISTED
Invesco Dynamic Retail ETF
PMR
$0 ﹤0.01%
1
– –
RWW
5273
DELISTED
Invesco S&P Financials Revenue ETF
RWW
$0 ﹤0.01%
1
– –
ADRA
5274
DELISTED
Invesco BLDRS Asia 50 ADR Index Fund
ADRA
$0 ﹤0.01%
1
– –
ADRD
5275
DELISTED
Invesco BLDRS Developed Markets 100 ADR Index Fund
ADRD
$0 ﹤0.01%
1
– –
209 210
211
212 213

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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.