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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
AGIO icon
3901
Agios Pharmaceuticals
AGIO
$2.07B
– –
-30,734
Closed -$2.05M
AGNC icon
3902
AGNC Investment
AGNC
$12.5B
– –
-30,952
Closed -$636K
AGO icon
3903
PUT
Assured Guaranty
AGO
$3.18B
– –
-94,400
Closed -$3.56M
AGQ icon
3904
ProShares Ultra Silver
AGQ
$1.54B
$0 ﹤0.01%
1
– –
AGZ icon
3905
iShares Agency Bond ETF
AGZ
$631M
$0 ﹤0.01%
1
– –
AIA icon
3906
iShares Asia 50 ETF
AIA
$5.01B
$0 ﹤0.01%
1
– –
AIRR icon
3907
First Trust RBA American Industrial Renaissance ETF
AIRR
$9.27B
$0 ﹤0.01%
1
– –
AIVI icon
3908
WisdomTree International AI Enhanced Value Fund
AIVI
$62.7M
$0 ﹤0.01%
1
– –
AIVL icon
3909
WisdomTree US AI Enhanced Value Fund
AIVL
$421M
$0 ﹤0.01%
1
– –
AL
3910
DELISTED
Air Lease Corp
AL
– –
-61
Closed -$3K
ALK icon
3911
CALL
Alaska Air
ALK
$4.5B
– –
-13,100
Closed -$999K
ALSN icon
3912
Allison Transmission
ALSN
$10.6B
– –
-67,712
Closed -$2.54M
ALV icon
3913
PUT
Autoliv
ALV
$8.73B
– –
-55,520
Closed -$4.94M
AMGN icon
3914
CALL
Amgen
AMGN
$212B
– –
-100,000
Closed -$18.6M
AMGN icon
3915
PUT
Amgen
AMGN
$212B
– –
-5,000
Closed -$932K
AMLP icon
3916
Alerian MLP ETF
AMLP
$13.6B
– –
0
– –
AMLP icon
3917
PUT
Alerian MLP ETF
AMLP
$13.6B
– –
-62,000
Closed -$3.48M
AMT icon
3918
CALL
American Tower
AMT
$81.7B
– –
-12,000
Closed -$1.64M
AMT icon
3919
PUT
American Tower
AMT
$81.7B
– –
-20,000
Closed -$2.73M
AOA icon
3920
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.28B
$0 ﹤0.01%
1
– –
AOK icon
3921
iShares Core Conservative Allocation ETF
AOK
$792M
$0 ﹤0.01%
1
– –
AOM icon
3922
iShares Core Moderate Allocation ETF
AOM
$1.79B
$0 ﹤0.01%
1
– –
AOR icon
3923
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.73B
$0 ﹤0.01%
1
– –
AOS icon
3924
CALL
A.O. Smith
AOS
$7.86B
– –
-20,300
Closed -$1.21M
APD icon
3925
CALL
Air Products & Chemicals
APD
$65.7B
– –
-2,000
Closed -$302K
155 156
157
158 159

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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.