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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
TRMB icon
4926
CALL
Trimble
TRMB
$13.2B
– –
-100
Closed -$4K
TROW icon
4927
CALL
T. Rowe Price
TROW
$23.9B
– –
-90,000
Closed -$8.16M
TRU icon
4928
CALL
TransUnion
TRU
$15.1B
– –
-100,000
Closed -$4.73M
TSM icon
4929
TSMC
TSM
$2.1T
– –
-35,613
Closed -$1.44M
TT icon
4930
CALL
Trane Technologies
TT
$100B
– –
-12,100
Closed -$1.08M
TTC icon
4931
CALL
Toro Company
TTC
$8.75B
– –
-10,000
Closed -$621K
TTD icon
4932
CALL
Trade Desk
TTD
$8.48B
– –
-860,000
Closed -$5.29M
TTSH
4933
CALL
DELISTED
Tile Shop Holdings
TTSH
– –
-22,300
Closed -$283K
TTT icon
4934
ProShares UltraPro Short 20+ Year Treasury
TTT
$19.5M
– –
0
– –
TWM icon
4935
ProShares UltraShort Russell2000
TWM
$44.3M
– –
0
– –
TXN icon
4936
CALL
Texas Instruments
TXN
$252B
– –
-104,000
Closed -$9.32M
TYD icon
4937
Direxion Daily 7-10 Year Treasury Bull 3X ETF
TYD
$31.6M
$0 ﹤0.01%
1
– –
TYO icon
4938
Direxion Daily 7-10 Year Treasury Bear 3X ETF
TYO
$12.5M
$0 ﹤0.01%
1
– –
UAE icon
4939
iShares MSCI UAE ETF
UAE
$308M
$0 ﹤0.01%
1
– –
UBS icon
4940
UBS Group
UBS
$173B
– –
-67,267
Closed -$1.17M
UBT icon
4941
ProShares Ultra 20+ Year Treasury
UBT
$56.4M
$0 ﹤0.01%
2
– –
UCC icon
4942
ProShares Ultra Consumer Discretionary
UCC
$10.5M
$0 ﹤0.01%
8
– –
UDN icon
4943
Invesco DB US Dollar Index Bearish Fund
UDN
$109M
$0 ﹤0.01%
1
– –
UDOW icon
4944
ProShares UltraPro Dow 30
UDOW
$841M
$0 ﹤0.01%
16
– –
UGE icon
4945
ProShares Ultra Consumer Staples
UGE
$12.2M
$0 ﹤0.01%
12
– –
UGI icon
4946
UGI
UGI
$7.74B
– –
-82
Closed -$4K
UGA icon
4947
United States Gasoline Fund
UGA
$142M
$0 ﹤0.01%
1
– –
UGA icon
4948
PUT
United States Gasoline Fund
UGA
$142M
– –
-10,800
Closed -$304K
UJB icon
4949
ProShares Ultra High Yield
UJB
$10.1M
$0 ﹤0.01%
1
– –
ULE icon
4950
ProShares Ultra Euro
ULE
$4.4M
$0 ﹤0.01%
1
– –
196 197
198
199 200

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KBC Group
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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.