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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
HR icon
4351
Healthcare Realty
HR
$7.17B
– –
-45
Closed -$1K
HRI icon
4352
Herc Holdings
HRI
$5.28B
$0 ﹤0.01%
1
-331
-100% -$18.2K
HRL icon
4353
PUT
Hormel Foods
HRL
$13.9B
– –
-107,500
Closed -$3.46M
HRTG icon
4354
Heritage Insurance Holdings
HRTG
$912M
– –
-10,503
Closed -$139K
HRTG icon
4355
PUT
Heritage Insurance Holdings
HRTG
$912M
– –
-50,000
Closed -$661K
HWM icon
4356
CALL
Howmet Aerospace
HWM
$113B
– –
-195,600
Closed -$3.73M
HYD icon
4357
VanEck High Yield Muni ETF
HYD
$4.42B
$0 ﹤0.01%
1
– –
HYEM icon
4358
VanEck Emerging Markets High Yield Bond ETF
HYEM
$521M
$0 ﹤0.01%
1
– –
HYG icon
4359
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
$0 ﹤0.01%
1
– –
HYGH icon
4360
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$598M
$0 ﹤0.01%
1
– –
HYHG icon
4361
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$186M
$0 ﹤0.01%
1
– –
HYLS icon
4362
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.62B
$0 ﹤0.01%
1
– –
HYMB icon
4363
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.17B
$0 ﹤0.01%
2
– –
HYS icon
4364
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$0 ﹤0.01%
1
– –
EUHY
4365
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$245M
$0 ﹤0.01%
1
– –
IAI icon
4366
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.35B
$0 ﹤0.01%
1
– –
IAK icon
4367
iShares US Insurance ETF
IAK
$538M
$0 ﹤0.01%
1
– –
IAT icon
4368
iShares US Regional Banks ETF
IAT
$678M
$0 ﹤0.01%
1
– –
IAU icon
4369
iShares Gold Trust
IAU
$62.6B
$0 ﹤0.01%
1
– –
IBB icon
4370
iShares Biotechnology ETF
IBB
$9.18B
$0 ﹤0.01%
3
– –
IBKR icon
4371
Interactive Brokers
IBKR
$39.1B
– –
-12
Closed –
IBND icon
4372
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$459M
$0 ﹤0.01%
1
– –
ICE icon
4373
CALL
Intercontinental Exchange
ICE
$85.2B
– –
-15,000
Closed -$1.03M
ICF icon
4374
iShares Select U.S. REIT ETF
ICF
$2.1B
$0 ﹤0.01%
2
– –
ICLN icon
4375
iShares Global Clean Energy ETF
ICLN
$2.34B
$0 ﹤0.01%
1
– –
173 174
175
176 177

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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.