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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
WBIL icon
5051
WBI BullBear Quality 3000 ETF
WBIL
$30.1M
$0 ﹤0.01%
1
– –
WDIV icon
5052
State Street SPDR S&P Global Dividend ETF
WDIV
$277M
$0 ﹤0.01%
1
– –
WEN icon
5053
Wendy's
WEN
$1.4B
– –
-106
Closed -$2K
WHR icon
5054
PUT
Whirlpool
WHR
$2.43B
– –
-20,100
Closed -$3.71M
WING icon
5055
CALL
Wingstop
WING
$3.53B
– –
-70,000
Closed -$2.33M
WIP icon
5056
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
$0 ﹤0.01%
1
– –
WLK icon
5057
Westlake Corp
WLK
$9.03B
– –
-34
Closed -$3.15K
WOOD icon
5058
iShares Global Timber & Forestry ETF
WOOD
$268M
$0 ﹤0.01%
1
– –
WPRT
5059
Westport Fuel Systems
WPRT
$33.5M
– –
-5
Closed –
WT icon
5060
WisdomTree
WT
$2.96B
– –
-17,958
Closed -$183K
WTMF icon
5061
WisdomTree Managed Futures Strategy Fund
WTMF
$245M
$0 ﹤0.01%
1
– –
WTRE icon
5062
WisdomTree New Economy Real Estate Fund
WTRE
$15.6M
$0 ﹤0.01%
1
– –
WTV icon
5063
WisdomTree US Value Fund
WTV
$3.2B
$0 ﹤0.01%
2
– –
X
5064
DELISTED
US Steel
X
– –
-386,600
Closed -$11.2M
XAR icon
5065
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.93B
$0 ﹤0.01%
2
– –
XBI icon
5066
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$0 ﹤0.01%
3
– –
XES icon
5067
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$374M
– –
0
– –
XHB icon
5068
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
– –
-2,000,000
Closed -$79.6M
XHE icon
5069
State Street SPDR S&P Health Care Equipment ETF
XHE
$161M
$0 ﹤0.01%
2
– –
XHS icon
5070
State Street SPDR S&P Health Care Services ETF
XHS
$206M
$0 ﹤0.01%
2
– –
XLB icon
5071
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
– –
-314,200
Closed -$8.92M
XLE icon
5072
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$0 ﹤0.01%
2
– –
XLG icon
5073
Invesco S&P 500 Top 50 ETF
XLG
$10.6B
$0 ﹤0.01%
10
– –
XLK icon
5074
State Street Technology Select Sector SPDR ETF
XLK
$115B
$0 ﹤0.01%
2
– –
XLRE icon
5075
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$0 ﹤0.01%
1
– –
201 202
203
204 205

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KBC Group
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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.