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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
DJCI
5426
DELISTED
ETRACS Linked to the Bloomberg Commodity Index Total Return due October 31, 2039
DJCI
$0 ﹤0.01%
1
– –
UN
5427
CALL
DELISTED
Unilever NV New York Registry Shares
UN
– –
-18,600
Closed -$1.1M
BDCS
5428
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS)Linked to the Wells Fargo Business Development Com
BDCS
$0 ﹤0.01%
1
– –
MLPG
5429
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Alerian Natural Gas MLP Index due J
MLPG
$0 ﹤0.01%
1
– –
AMU
5430
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$0 ﹤0.01%
1
– –
SDYL
5431
DELISTED
ETRACS Monthly Pay 2xLeveraged S&P Dividend ETN
SDYL
$0 ﹤0.01%
1
– –
MLPC
5432
DELISTED
C-Tracks ETNs based on Performance of the Miller/Howard MLP Fundamental Index
MLPC
$0 ﹤0.01%
1
– –
FAUS
5433
DELISTED
First Trust Australia AlphaDEX Fund
FAUS
$0 ﹤0.01%
1
– –
FCAN
5434
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$0 ﹤0.01%
1
– –
DZK
5435
DELISTED
Direxion Daily Developed Markets Bull 3x Shares
DZK
$0 ﹤0.01%
1
– –
JPNL
5436
DELISTED
Direxion Daily Japan Bull 3x Shares
JPNL
$0 ﹤0.01%
1
– –
IBMI
5437
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
$0 ﹤0.01%
1
– –
SOIL
5438
DELISTED
Global X Fertilizers/Potash ETF
SOIL
$0 ﹤0.01%
1
– –
DTUL
5439
DELISTED
iPath US Treasury 2-year Bull ETN
DTUL
$0 ﹤0.01%
1
– –
UGLD
5440
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
– –
0
– –
AXJL
5441
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
$0 ﹤0.01%
1
– –
HYND
5442
DELISTED
WisdomTree Trust WisdomTree WisdomTree Negative Duration High Yield Bond Fund
HYND
$0 ﹤0.01%
1
– –
DRR
5443
DELISTED
Market Vectors Double Short Euro ETN
DRR
$0 ﹤0.01%
1
– –
FTR
5444
DELISTED
Frontier Communications Corp.
FTR
– –
-9,001
Closed -$84K
HUSE
5445
DELISTED
Strategy Shares US Market Rotation Strategy ETF
HUSE
$0 ﹤0.01%
1
– –
CNY
5446
DELISTED
Market Vectors-Renminbi
CNY
$0 ﹤0.01%
1
– –
CEFL
5447
DELISTED
ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN
CEFL
$0 ﹤0.01%
1
– –
MORL
5448
DELISTED
ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN
MORL
$0 ﹤0.01%
1
– –
DTYS
5449
DELISTED
iPath US Treasury 10-year Bear ETN
DTYS
$0 ﹤0.01%
1
– –
FXCH
5450
DELISTED
Invesco CurrencyShares Chinese Renminbi Trust
FXCH
$0 ﹤0.01%
1
– –
216 217
218
219 220

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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.