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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
IGOV icon
4401
iShares International Treasury Bond ETF
IGOV
$1.55B
$0 ﹤0.01%
2
– –
IGPT icon
4402
Invesco AI and Next Gen Software ETF
IGPT
$1.28B
$0 ﹤0.01%
3
– –
IGSB icon
4403
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
$0 ﹤0.01%
2
– –
BRSL
4404
CALL
Brightstar Lottery PLC
BRSL
$2.03B
– –
-43,400
Closed -$1.06M
BRSL
4405
PUT
Brightstar Lottery PLC
BRSL
$2.03B
– –
-40,000
Closed -$982K
IGV icon
4406
iShares Expanded Tech-Software Sector ETF
IGV
$13.8B
$0 ﹤0.01%
5
– –
IHE icon
4407
iShares US Pharmaceuticals ETF
IHE
$1.64B
$0 ﹤0.01%
3
– –
IHF icon
4408
iShares US Healthcare Providers ETF
IHF
$1.29B
$0 ﹤0.01%
5
– –
IHDG icon
4409
WisdomTree International Hedged Quality Dividend Growth Fund
IHDG
$2.11B
$0 ﹤0.01%
1
– –
IHI icon
4410
iShares US Medical Devices ETF
IHI
$3.23B
$0 ﹤0.01%
6
– –
IJH icon
4411
iShares Core S&P Mid-Cap ETF
IJH
$124B
$0 ﹤0.01%
5
– –
IJJ icon
4412
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.69B
$0 ﹤0.01%
2
– –
IJK icon
4413
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.6B
$0 ﹤0.01%
4
– –
IJR icon
4414
iShares Core S&P Small-Cap ETF
IJR
$108B
$0 ﹤0.01%
2
– –
IJS icon
4415
iShares S&P Small-Cap 600 Value ETF
IJS
$8.15B
$0 ﹤0.01%
2
– –
IJT icon
4416
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.1B
$0 ﹤0.01%
2
– –
ILCB icon
4417
iShares Morningstar US Equity ETF
ILCB
$1.29B
$0 ﹤0.01%
4
– –
ILCG icon
4418
iShares Morningstar Growth ETF
ILCG
$3.14B
$0 ﹤0.01%
5
– –
ILCV icon
4419
iShares Morningstar Value ETF
ILCV
$1.34B
$0 ﹤0.01%
2
– –
ILTB icon
4420
iShares Core 10+ Year USD Bond ETF
ILTB
$588M
$0 ﹤0.01%
1
– –
IMCB icon
4421
iShares Morningstar Mid-Cap ETF
IMCB
$1.68B
$0 ﹤0.01%
4
– –
IMCG icon
4422
iShares Morningstar Mid-Cap Growth ETF
IMCG
$4.02B
$0 ﹤0.01%
6
– –
IMCV icon
4423
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.17B
$0 ﹤0.01%
3
– –
INCO icon
4424
Columbia India Consumer ETF
INCO
$223M
$0 ﹤0.01%
1
– –
INDA icon
4425
iShares MSCI India ETF
INDA
$6.6B
$0 ﹤0.01%
1
– –
175 176
177
178 179

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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.