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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
SPLX
5476
DELISTED
ETRACS Monthly Reset 2xLeveraged S&P 500 total Return ETN
SPLX
$0 ﹤0.01%
1
– –
FEEU
5477
DELISTED
Barclays ETN+ FI Enhanced Europe 50 ETN
FEEU
$0 ﹤0.01%
1
– –
WR
5478
DELISTED
Westar Energy Inc
WR
– –
-53
Closed -$3K
FTW
5479
DELISTED
First Trust Taiwan AlphaDEX Fund
FTW
$0 ﹤0.01%
1
– –
DST
5480
DELISTED
DST Systems Inc.
DST
– –
-84
Closed -$5K
INP
5481
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
$0 ﹤0.01%
1
– –
XXV
5482
DELISTED
IPATH INVERSE S&P 500 VIX SHORT-TERM FUTURES ETN
XXV
$0 ﹤0.01%
1
– –
LSTK
5483
DELISTED
iPath Pure Beta Livestock ETN
LSTK
$0 ﹤0.01%
1
– –
CHOC
5484
DELISTED
iPath Pure Beta Cocoa ETN
CHOC
$0 ﹤0.01%
1
– –
SFLA
5485
DELISTED
iPath Long Extended S&P 500 TR Index ETN
SFLA
$0 ﹤0.01%
1
– –
DCNG
5486
DELISTED
iPath Seasonal Natural Gas ETN
DCNG
$0 ﹤0.01%
1
– –
SBV
5487
DELISTED
iPath Pure Beta S&P GSCI-Weighted ETN
SBV
$0 ﹤0.01%
1
– –
IVOP
5488
DELISTED
iPath Inverse S&P 500 VIX Short-Term Futures
IVOP
$0 ﹤0.01%
1
– –
RTLA
5489
DELISTED
iPath Long Extended Russell 2000 TR Index ETN
RTLA
$0 ﹤0.01%
1
– –
DXJR
5490
DELISTED
WisdomTree Japan Hedged Real Estate Fund
DXJR
$0 ﹤0.01%
1
– –
KROO
5491
DELISTED
IQ Australia Small Cap ETF
KROO
$0 ﹤0.01%
1
– –
XIV
5492
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$0 ﹤0.01%
1
– –
DLBL
5493
DELISTED
iPath US Treasury Long Bond Bull ETN
DLBL
$0 ﹤0.01%
1
– –
BCR
5494
CALL
DELISTED
CR Bard Inc.
BCR
– –
-99,700
Closed -$32M
MLPJ
5495
DELISTED
Global X Junior MLP ETF
MLPJ
– –
-1
Closed –
DGI
5496
DELISTED
DigitalGlobe Inc.
DGI
– –
-3,524
Closed -$124K
EEHB
5497
DELISTED
POWERSHARES S&P EMERGING MARKETS HIGH BETA PORTFOLIO
EEHB
$0 ﹤0.01%
1
– –
IDHB
5498
DELISTED
POWERSHARES S&P INTL DEVELOPED HIGH BETA
IDHB
$0 ﹤0.01%
1
– –
EWRM
5499
DELISTED
GUGGENHEIM RUSSELL MIDCAP EQUAL WEIGHT ETF
EWRM
$0 ﹤0.01%
1
– –
EWRS
5500
DELISTED
GUGGENHEIM RUSSELL 2000 EQUAL WEIGHT ETF
EWRS
$0 ﹤0.01%
1
– –
218 219
220
221 222

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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.