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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
TFI icon
4901
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.05B
$0 ﹤0.01%
1
– –
TFLO icon
4902
iShares Treasury Floating Rate Bond ETF
TFLO
$6.54B
$0 ﹤0.01%
1
– –
TGNA
4903
DELISTED
TEGNA Inc
TGNA
– –
-36,421
Closed -$485K
TGNA
4904
PUT
DELISTED
TEGNA Inc
TGNA
– –
-100,000
Closed -$1.33M
THD icon
4905
iShares MSCI Thailand ETF
THD
$369M
$0 ﹤0.01%
1
– –
THRM icon
4906
PUT
Gentherm
THRM
$1.25B
– –
-30,000
Closed -$1.11M
TILT icon
4907
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.19B
$0 ﹤0.01%
1
– –
TIP icon
4908
iShares TIPS Bond ETF
TIP
$14.5B
$0 ﹤0.01%
1
– –
TIPX icon
4909
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.01B
$0 ﹤0.01%
1
– –
TIPZ icon
4910
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.8M
$0 ﹤0.01%
1
– –
TLH icon
4911
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
$0 ﹤0.01%
1
– –
TLTD icon
4912
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$668M
$0 ﹤0.01%
1
– –
TLT icon
4913
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$0 ﹤0.01%
1
– –
TLTE icon
4914
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$336M
$0 ﹤0.01%
1
– –
TMF icon
4915
CALL
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
– –
-9,000
Closed -$1.88M
TMF icon
4916
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
– –
0
– –
TMO icon
4917
CALL
Thermo Fisher Scientific
TMO
$213B
– –
-10,300
Closed -$1.95M
TMUS icon
4918
T-Mobile US
TMUS
$185B
– –
-28,373
Closed -$1.73M
TNA icon
4919
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
$0 ﹤0.01%
2
– –
TNL icon
4920
CALL
Travel + Leisure Co
TNL
$4.66B
– –
-199,350
Closed -$9.49M
TNL icon
4921
PUT
Travel + Leisure Co
TNL
$4.66B
– –
-166,568
Closed -$7.93M
TOK icon
4922
iShares MSCI Kokusai Fund
TOK
$249M
$0 ﹤0.01%
1
– –
TOLZ icon
4923
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$176M
$0 ﹤0.01%
1
– –
TPR icon
4924
CALL
Tapestry
TPR
$30.8B
– –
-15,900
Closed -$640K
TQQQ icon
4925
ProShares UltraPro QQQ
TQQQ
$32.1B
$0 ﹤0.01%
48
– –
195 196
197
198 199

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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.