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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
INDL icon
4426
Direxion Daily MSCI India Bull 2X ETF
INDL
$57.2M
$0 ﹤0.01%
1
– –
INDY icon
4427
iShares S&P India Nifty 50 Index Fund
INDY
$562M
$0 ﹤0.01%
1
– –
ING icon
4428
CALL
ING
ING
$99.8B
– –
-82,500
Closed -$1.52M
INKM icon
4429
State Street Income Allocation ETF
INKM
$72M
$0 ﹤0.01%
1
– –
INVE icon
4430
Identive
INVE
$63.4M
– –
-83
Closed –
IONS icon
4431
CALL
Ionis Pharmaceuticals
IONS
$8.6B
– –
-18,000
Closed -$913K
IOO icon
4432
iShares Global 100 ETF
IOO
$8.93B
$0 ﹤0.01%
2
– –
IP icon
4433
CALL
International Paper
IP
$21.6B
– –
-58,080
Closed -$3.13M
IPAC icon
4434
iShares Core MSCI Pacific ETF
IPAC
$2.66B
$0 ﹤0.01%
1
– –
IPI icon
4435
CALL
Intrepid Potash
IPI
$456M
– –
-43,000
Closed -$1.88M
IPKW icon
4436
Invesco International BuyBack Achievers ETF
IPKW
$551M
$0 ﹤0.01%
1
– –
IPO icon
4437
Renaissance IPO ETF
IPO
$153M
$0 ﹤0.01%
1
– –
IQDF icon
4438
FlexShares International Quality Dividend Index Fund
IQDF
$1.15B
$0 ﹤0.01%
1
– –
IQDY icon
4439
FlexShares International Quality Dividend Dynamic Index Fund
IQDY
$110M
$0 ﹤0.01%
1
– –
IRBT
4440
PUT
DELISTED
iRobot
IRBT
– –
-236,100
Closed -$18.2M
IRWD icon
4441
PUT
Ironwood Pharmaceuticals
IRWD
$696M
– –
-373,722
Closed -$4.94M
ISCB icon
4442
iShares Morningstar Small-Cap ETF
ISCB
$282M
$0 ﹤0.01%
4
– –
ISCG icon
4443
iShares Morningstar Small-Cap Growth ETF
ISCG
$970M
$0 ﹤0.01%
6
– –
ISCV icon
4444
iShares Morningstar Small-Cap Value ETF
ISCV
$692M
$0 ﹤0.01%
3
– –
ISHG icon
4445
iShares 1-3 Year International Treasury Bond ETF
ISHG
$837M
$0 ﹤0.01%
1
– –
ISRA icon
4446
VanEck Israel ETF
ISRA
$152M
$0 ﹤0.01%
1
– –
ISTB icon
4447
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.11B
$0 ﹤0.01%
2
– –
ITA icon
4448
iShares US Aerospace & Defense ETF
ITA
$14.2B
$0 ﹤0.01%
2
– –
ITB icon
4449
iShares US Home Construction ETF
ITB
$2.26B
$0 ﹤0.01%
1
– –
ITM icon
4450
VanEck Intermediate Muni ETF
ITM
$2.14B
$0 ﹤0.01%
1
– –
176 177
178
179 180

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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.