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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
AUSE
5301
DELISTED
WisdomTree Australia Dividend Fund
AUSE
$0 ﹤0.01%
1
– –
HGI
5302
DELISTED
Invesco Zacks International Multi-Asset Income ETF
HGI
$0 ﹤0.01%
1
– –
PUW
5303
DELISTED
Invesco WilderHill Progressive Energy ETF
PUW
$0 ﹤0.01%
1
– –
WREI
5304
DELISTED
Invesco Wilshire US REIT ETF
WREI
$0 ﹤0.01%
1
– –
SN
5305
CALL
DELISTED
Sanchez Energy Corporation
SN
– –
-100,000
Closed -$482K
ENY
5306
DELISTED
Invesco Canadian Energy Income ETF
ENY
$0 ﹤0.01%
1
– –
PAF
5307
DELISTED
Invesco FTSE RAFI Asia Pacific ex-Japan ETF
PAF
$0 ﹤0.01%
1
– –
PZI
5308
DELISTED
Invesco Zacks Micro Cap ETF
PZI
$0 ﹤0.01%
1
– –
CYHHZ
5309
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$0 ﹤0.01%
425
– –
SCG
5310
CALL
DELISTED
Scana
SCG
– –
-80,000
Closed -$3.88M
BSCI
5311
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
$0 ﹤0.01%
1
– –
BSJI
5312
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
$0 ﹤0.01%
1
– –
KTWO
5313
CALL
DELISTED
K2M Group Holdings, Inc
KTWO
– –
-57,500
Closed -$1.22M
SHLD
5314
PUT
DELISTED
Sears Holding Corporation
SHLD
– –
-13,600
Closed -$99K
CMDT
5315
DELISTED
iShares Commodity Optimized Trust
CMDT
$0 ﹤0.01%
1
– –
DNO
5316
DELISTED
United States Short Oil Fund
DNO
$0 ﹤0.01%
1
– –
USAG
5317
DELISTED
United States Agriculture Index Fund
USAG
$0 ﹤0.01%
1
– –
SHLM
5318
CALL
DELISTED
Schulman (A.) Inc
SHLM
– –
-40,000
Closed -$1.37M
QCP
5319
PUT
DELISTED
Quality Care Properties, Inc.
QCP
– –
-1,800
Closed -$28K
KND
5320
CALL
DELISTED
Kindred Healthcare
KND
– –
-232,700
Closed -$1.58M
KND
5321
PUT
DELISTED
Kindred Healthcare
KND
– –
-181,100
Closed -$1.23M
MLPS
5322
DELISTED
UBS AG 1xMonthly Short Exchange Traded Access Securities (E-TRACS) Linked to the Alerian MLP In
MLPS
$0 ﹤0.01%
1
– –
UBN
5323
DELISTED
E-TRACS UBS Bloomberg CMCI Energy ETN
UBN
$0 ﹤0.01%
1
– –
FINL
5324
DELISTED
Finish Line
FINL
– –
-10,788
Closed -$116K
LAYN
5325
CALL
DELISTED
Layne Christensen Co
LAYN
– –
-40,000
Closed -$502K
211 212
213
214 215

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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.