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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
IGOV icon
4401
iShares International Treasury Bond ETF
IGOV
$1.52B
$0 ﹤0.01%
2
– –
IGPT icon
4402
Invesco AI and Next Gen Software ETF
IGPT
$1.13B
$0 ﹤0.01%
3
– –
IGSB icon
4403
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$22.9B
$0 ﹤0.01%
2
– –
BRSL
4404
CALL
Brightstar Lottery PLC
BRSL
$1.86B
– –
-43,400
Closed -$1.06M
BRSL
4405
PUT
Brightstar Lottery PLC
BRSL
$1.86B
– –
-40,000
Closed -$982K
IGV icon
4406
iShares Expanded Tech-Software Sector ETF
IGV
$13.6B
$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
$1.27B
$0 ﹤0.01%
5
– –
IHDG icon
4409
WisdomTree International Hedged Quality Dividend Growth Fund
IHDG
$2.2B
$0 ﹤0.01%
1
– –
IHI icon
4410
iShares US Medical Devices ETF
IHI
$3.34B
$0 ﹤0.01%
6
– –
IJH icon
4411
iShares Core S&P Mid-Cap ETF
IJH
$123B
$0 ﹤0.01%
5
– –
IJJ icon
4412
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.87B
$0 ﹤0.01%
2
– –
IJK icon
4413
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$0 ﹤0.01%
4
– –
IJR icon
4414
iShares Core S&P Small-Cap ETF
IJR
$110B
$0 ﹤0.01%
2
– –
IJS icon
4415
iShares S&P Small-Cap 600 Value ETF
IJS
$8.22B
$0 ﹤0.01%
2
– –
IJT icon
4416
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
$0 ﹤0.01%
2
– –
ILCB icon
4417
iShares Morningstar US Equity ETF
ILCB
$1.28B
$0 ﹤0.01%
4
– –
ILCG icon
4418
iShares Morningstar Growth ETF
ILCG
$3.1B
$0 ﹤0.01%
5
– –
ILCV icon
4419
iShares Morningstar Value ETF
ILCV
$1.33B
$0 ﹤0.01%
2
– –
ILTB icon
4420
iShares Core 10+ Year USD Bond ETF
ILTB
$592M
$0 ﹤0.01%
1
– –
IMCB icon
4421
iShares Morningstar Mid-Cap ETF
IMCB
$1.67B
$0 ﹤0.01%
4
– –
IMCG icon
4422
iShares Morningstar Mid-Cap Growth ETF
IMCG
$3.93B
$0 ﹤0.01%
6
– –
IMCV icon
4423
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.14B
$0 ﹤0.01%
3
– –
INCO icon
4424
Columbia India Consumer ETF
INCO
$237M
$0 ﹤0.01%
1
– –
INDA icon
4425
iShares MSCI India ETF
INDA
$6.61B
$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 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.