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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
ALSK
5201
CALL
DELISTED
Alaska Communications Systems
ALSK
– –
-90,000
Closed -$204K
ALSK
5202
DELISTED
Alaska Communications Systems
ALSK
– –
-20,872
Closed -$47K
ALSK
5203
PUT
DELISTED
Alaska Communications Systems
ALSK
– –
-90,000
Closed -$204K
DFVS
5204
DELISTED
iPath US Treasury 5-year Bear ETN
DFVS
$0 ﹤0.01%
1
– –
STAY
5205
CALL
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
– –
-200,000
Closed -$4M
MLPY
5206
DELISTED
Morgan Stanley Cushing MLP High Income Index ETN
MLPY
$0 ﹤0.01%
1
– –
CLGX
5207
DELISTED
Corelogic, Inc.
CLGX
– –
-35
Closed -$2K
WBIE
5208
DELISTED
WBI BullBear Rising Income 3000 ETF
WBIE
$0 ﹤0.01%
1
– –
ZJPN
5209
DELISTED
SPDR Solactive Japan ETF
ZJPN
$0 ﹤0.01%
1
– –
ZCAN
5210
DELISTED
SPDR Solactive Canada ETF
ZCAN
$0 ﹤0.01%
1
– –
SMEZ
5211
DELISTED
SPDR EURO STOXX Small Cap ETF
SMEZ
$0 ﹤0.01%
1
– –
QEP
5212
PUT
DELISTED
QEP RESOURCES, INC.
QEP
– –
-45,000
Closed -$386K
SYG
5213
DELISTED
SPDR MFS Systematic Growth Equity ETF of SSgA Active Trust
SYG
$0 ﹤0.01%
1
– –
ZGBR
5214
DELISTED
SPDR Solactive United Kingdom ETF
ZGBR
$0 ﹤0.01%
1
– –
ZDEU
5215
DELISTED
SPDR Solactive Germany ETF
ZDEU
$0 ﹤0.01%
1
– –
MOM
5216
DELISTED
AGFiQ U.S. Market Neutral Momentum Fund
MOM
$0 ﹤0.01%
1
– –
PE
5217
DELISTED
PARSLEY ENERGY INC
PE
– –
-370
Closed -$9.88K
PE
5218
PUT
DELISTED
PARSLEY ENERGY INC
PE
– –
-69,000
Closed -$1.82M
WPX
5219
DELISTED
WPX Energy, Inc.
WPX
– –
-6,376
Closed -$77.2K
HDS
5220
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-435,800
Closed -$15.7M
BSJK
5221
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
$0 ﹤0.01%
1
– –
FMK
5222
DELISTED
First Trust Mega Cap AlphaDEX Fund
FMK
$0 ﹤0.01%
1
– –
FVL
5223
DELISTED
First TrustValue Line 100 Exchange-Traded
FVL
$0 ﹤0.01%
1
– –
CHEP
5224
DELISTED
AGFiQ U.S. Market Neutral Value Fund
CHEP
$0 ﹤0.01%
1
– –
UBG
5225
DELISTED
E-TRACS UBS Bloomberg CMCI Gold ETN
UBG
$0 ﹤0.01%
1
– –
207 208
209
210 211

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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.