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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
UCI
5226
DELISTED
E-TRACS UBS Bloomberg CMCI ETN
UCI
$0 ﹤0.01%
1
– –
TAPR
5227
DELISTED
iPath Inverse US Treasury Composite ETN
TAPR
– –
0
– –
MLPI
5228
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$0 ﹤0.01%
1
– –
CBL
5229
PUT
DELISTED
CBL& Associates Properties, Inc.
CBL
– –
-54,600
Closed -$458K
FKO
5230
DELISTED
First Trust South Korea AlphaDEX Fund
FKO
$0 ﹤0.01%
1
– –
FHK
5231
DELISTED
First Trust Hong Kong AlphaDEX Fund
FHK
$0 ﹤0.01%
1
– –
DIVC
5232
DELISTED
C-Tracks Exchange Traded Notes Miller/Howard Strategic Dividend Reinvestor Due September 16, 2024
DIVC
$0 ﹤0.01%
1
– –
KNOW
5233
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
$0 ﹤0.01%
2
– –
ZMLP
5234
DELISTED
Direxion Zacks MLP High Income Index Shares
ZMLP
– –
0
– –
AMTD
5235
DELISTED
TD Ameritrade Holding Corp
AMTD
– –
-48,192
Closed -$2.41M
TYBS
5236
DELISTED
Direxion Daily 20+ Year Treasury Bear 1X Shares
TYBS
$0 ﹤0.01%
1
– –
GCE
5237
DELISTED
Claymore/Robb CEF GS Connect ETN
GCE
$0 ﹤0.01%
1
– –
VQT
5238
DELISTED
iPath S&P VEQTOR ETN
VQT
$0 ﹤0.01%
1
– –
EUMV
5239
DELISTED
iShares Edge MSCI Min Vol Europe ETF
EUMV
$0 ﹤0.01%
1
– –
JPMV
5240
DELISTED
iShares Edge MSCI Min Vol Japan ETF
JPMV
$0 ﹤0.01%
1
– –
IFEU
5241
DELISTED
iShares Europe Developed Real Estate ETF
IFEU
$0 ﹤0.01%
1
– –
DTUS
5242
DELISTED
iPath US Treasury 2-year Bear ETN
DTUS
$0 ﹤0.01%
1
– –
STPP
5243
DELISTED
iPath US Treasury Steepener ETN
STPP
$0 ﹤0.01%
1
– –
FLAT
5244
DELISTED
iPath US Treasury Flattener ETN
FLAT
$0 ﹤0.01%
1
– –
DTYL
5245
DELISTED
iPath US Treasury 10-year Bull ETN
DTYL
$0 ﹤0.01%
1
– –
CROP
5246
DELISTED
IQ Global Agribusiness Small Cap ETF
CROP
$0 ﹤0.01%
1
– –
HCR
5247
DELISTED
Hi-Crush Inc. Common Stock
HCR
– –
-85,595
Closed -$813K
HCR
5248
PUT
DELISTED
Hi-Crush Inc. Common Stock
HCR
– –
-100,000
Closed -$950K
DSLV
5249
DELISTED
VelocitySharesTM 3x Inverse Silver ETN linked to the S&P GSCI Silver Inverse Index ER
DSLV
$0 ﹤0.01%
1
– –
DGLD
5250
DELISTED
VelocitySharesTM 3x Inverse Gold ETN linked to the S&P GSCI Gold Index ER
DGLD
$0 ﹤0.01%
1
– –
208 209
210
211 212

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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.