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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
SSTK icon
4876
CALL
Shutterstock
SSTK
$198M
– –
-5,400
Closed -$180K
SSTK icon
4877
PUT
Shutterstock
SSTK
$198M
– –
-30,500
Closed -$1.01M
STIP icon
4878
iShares 0-5 Year TIPS Bond ETF
STIP
$15.9B
$0 ﹤0.01%
1
– –
STNG icon
4879
CALL
Scorpio Tankers
STNG
$3.9B
– –
-12,490
Closed -$428K
STPZ icon
4880
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$506M
$0 ﹤0.01%
1
– –
SUB icon
4881
iShares Short-Term National Muni Bond ETF
SUB
$11.4B
$0 ﹤0.01%
1
– –
SUN icon
4882
Sunoco
SUN
$14.4B
– –
-11,842
Closed -$368K
SUPV
4883
Grupo Supervielle
SUPV
$828M
– –
-6,294
Closed -$155K
SURE icon
4884
AdvisorShares Insider Advantage ETF
SURE
$56.6M
$0 ﹤0.01%
1
– –
SUSA icon
4885
iShares ESG Optimized MSCI USA ETF
SUSA
$4.01B
$0 ﹤0.01%
2
– –
SWKS icon
4886
CALL
Skyworks Solutions
SWKS
$9.37B
– –
-110,100
Closed -$11.2M
SYLD icon
4887
Cambria Shareholder Yield ETF
SYLD
$987M
$0 ﹤0.01%
1
– –
SZK icon
4888
ProShares UltraShort Consumer Staples
SZK
$9.03M
– –
0
– –
TAN icon
4889
Invesco Solar ETF
TAN
$1.42B
$0 ﹤0.01%
1
– –
TAP icon
4890
CALL
Molson Coors Class B
TAP
$7.79B
– –
-100,000
Closed -$8.16M
TBF icon
4891
ProShares Short 20+ Year Treasury ETF
TBF
$87.9M
$0 ﹤0.01%
1
– –
TBT icon
4892
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
$0 ﹤0.01%
1
– –
TBX icon
4893
ProShares Short 7-10 Year Treasury
TBX
$15.9M
$0 ﹤0.01%
1
– –
TDC icon
4894
Teradata
TDC
$2.92B
– –
-40
Closed -$1K
TDIV icon
4895
First Trust NASDAQ Technology Dividend Index Fund
TDIV
$4.18B
$0 ﹤0.01%
1
– –
TDTF icon
4896
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
$0 ﹤0.01%
1
– –
TDTT icon
4897
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.54B
$0 ﹤0.01%
1
– –
TECL icon
4898
Direxion Daily Technology Bull 3x ETF
TECL
$5.08B
$0 ﹤0.01%
40
– –
TEL icon
4899
CALL
TE Connectivity
TEL
$59.6B
– –
-300
Closed -$25K
TER icon
4900
Teradyne
TER
$57.6B
– –
-44
Closed -$1.81K
194 195
196
197 198

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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.