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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+7.66%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$73.6B
AUM Growth
+$13B
Cap. Flow
+$743M
Cap. Flow %
1.01%
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 Miscellaneous 95.88%
2 Financials 0.85%
3 Technology 0.73%
4 Consumer Discretionary 0.62%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ICSH icon
4376
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.65B
$0 ﹤0.01%
1
– –
IDCC icon
4377
PUT
InterDigital
IDCC
$8.76B
– –
-3,400
Closed -$251K
IDGT icon
4378
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$511M
$0 ﹤0.01%
1
– –
IDLV icon
4379
Invesco S&P International Developed Low Volatility ETF
IDLV
$335M
$0 ﹤0.01%
1
– –
IDOG icon
4380
ALPS International Sector Dividend Dogs ETF
IDOG
$577M
$0 ﹤0.01%
1
– –
IDU icon
4381
iShares US Utilities ETF
IDU
$1.31B
$0 ﹤0.01%
2
– –
IDV icon
4382
iShares International Select Dividend ETF
IDV
$8.7B
$0 ﹤0.01%
1
– –
IDX icon
4383
VanEck Indonesia Index ETF
IDX
$38.8M
$0 ﹤0.01%
1
– –
IEFA icon
4384
iShares Core MSCI EAFE ETF
IEFA
$194B
$0 ﹤0.01%
1
– –
IEI icon
4385
iShares 3-7 Year Treasury Bond ETF
IEI
$17.5B
$0 ﹤0.01%
1
– –
IEO icon
4386
iShares US Oil & Gas Exploration & Production ETF
IEO
$638M
$0 ﹤0.01%
1
– –
IEMG icon
4387
iShares Core MSCI Emerging Markets ETF
IEMG
$164B
$0 ﹤0.01%
1
– –
IEUR icon
4388
iShares Core MSCI Europe ETF
IEUR
$9.22B
$0 ﹤0.01%
1
– –
IEUS icon
4389
iShares MSCI Europe Small-Cap ETF
IEUS
$178M
$0 ﹤0.01%
1
– –
IEV icon
4390
iShares Europe ETF
IEV
$1.65B
$0 ﹤0.01%
1
– –
IEX icon
4391
IDEX
IEX
$16.6B
– –
-8
Closed -$1K
IEZ icon
4392
iShares US Oil Equipment & Services ETF
IEZ
$392M
$0 ﹤0.01%
1
– –
IFGL icon
4393
iShares International Developed Real Estate ETF
IFGL
$79.6M
$0 ﹤0.01%
1
– –
IFV icon
4394
First Trust Dorsey Wright International Focus 5 ETF
IFV
$231M
$0 ﹤0.01%
1
– –
IGE icon
4395
iShares North American Natural Resources ETF
IGE
$783M
$0 ﹤0.01%
1
– –
IGF icon
4396
iShares Global Infrastructure ETF
IGF
$10.5B
$0 ﹤0.01%
1
– –
IGHG icon
4397
ProShares Investment Grade-Interest Rate Hedged
IGHG
$348M
$0 ﹤0.01%
1
– –
IGIB icon
4398
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$0 ﹤0.01%
2
– –
IGLB icon
4399
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.91B
$0 ﹤0.01%
1
– –
IGM icon
4400
iShares Expanded Tech Sector ETF
IGM
$10.7B
$0 ﹤0.01%
6
– –
174 175
176
177 178

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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's Q4 2017 filing shows 2,351 new, 689 increased, 564 reduced and 493 closed positions. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M. The largest sale was iShares MSCI EAFE ETF, an estimated $227M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • 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.