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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
GRN
5351
DELISTED
iPath Global Carbon ETN
GRN
$0 ﹤0.01%
1
– –
AYT
5352
DELISTED
iPath GEMS Asia 8 ETN
AYT
$0 ﹤0.01%
1
– –
CTNN
5353
DELISTED
iPath Pure Beta Cotton ETN
CTNN
$0 ﹤0.01%
1
– –
NINI
5354
DELISTED
iPath Pure Beta Nickel ETN
NINI
$0 ﹤0.01%
1
– –
IBLN
5355
DELISTED
Direxion iBillionaire Index ETF
IBLN
$0 ﹤0.01%
1
– –
CCUR
5356
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
– –
-849
Closed -$5K
SPXH
5357
DELISTED
Janus Velocity Volatility Hedged Large Cap ETF
SPXH
$0 ﹤0.01%
1
– –
TRSK
5358
DELISTED
Janus Velocity Tail Risk Hedged Large Cap ETF
TRSK
$0 ﹤0.01%
1
– –
BBG
5359
PUT
DELISTED
Bill Barrett Corp
BBG
– –
-125,000
Closed -$536K
DXJC
5360
DELISTED
WisdomTree Japan Hedged Capital Goods Fund
DXJC
$0 ﹤0.01%
1
– –
DXJH
5361
DELISTED
WisdomTree Japan Hedged Health Care Fund
DXJH
$0 ﹤0.01%
1
– –
CNDA
5362
DELISTED
IQ Canada Small Cap ETF
CNDA
$0 ﹤0.01%
1
– –
IOIL
5363
DELISTED
IQ Global Oil Small Cap ETF
IOIL
$0 ﹤0.01%
1
– –
DXPS
5364
DELISTED
WisdomTree United Kingdom Hedged Equity Fund
DXPS
$0 ﹤0.01%
1
– –
CPN
5365
DELISTED
Calpine Corporation
CPN
– –
-102
Closed -$2K
JUNO
5366
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-1,246
Closed -$62.2K
JUNO
5367
PUT
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-24,400
Closed -$1.09M
STRP
5368
CALL
DELISTED
Straight Path Communications Inc.
STRP
– –
-35,000
Closed -$6.32M
CAA
5369
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-540
Closed -$20K
CUDA
5370
CALL
DELISTED
Barracuda Networks, Inc.
CUDA
– –
-23,500
Closed -$570K
CUDA
5371
PUT
DELISTED
Barracuda Networks, Inc.
CUDA
– –
-1,600
Closed -$39K
NASH
5372
DELISTED
Nashville Area ETF
NASH
$0 ﹤0.01%
1
– –
POT
5373
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-280,800
Closed -$5.4M
POT
5374
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-962,000
Closed -$18.5M
BSJH
5375
DELISTED
Guggenheim BulletShares 2017 High Yield Corporate Bond ETF
BSJH
– –
-1
Closed –
213 214
215
216 217

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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.