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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
ITOT icon
4451
iShares Core S&P Total US Stock Market ETF
ITOT
$94.3B
$0 ﹤0.01%
2
– –
ITT icon
4452
ITT
ITT
$17.5B
– –
-65
Closed -$3K
ITUB icon
4453
PUT
Itaú Unibanco
ITUB
$93.2B
– –
-57,928
Closed -$385K
ITW icon
4454
PUT
Illinois Tool Works
ITW
$82.6B
– –
-39,900
Closed -$5.9M
IUSB icon
4455
iShares Core Universal USD Bond ETF
IUSB
$42.9B
$0 ﹤0.01%
2
– –
IUSV icon
4456
iShares Core S&P US Value ETF
IUSV
$27.2B
$0 ﹤0.01%
3
– –
IUSG icon
4457
iShares Core S&P US Growth ETF
IUSG
$31.7B
$0 ﹤0.01%
2
– –
IVE icon
4458
iShares S&P 500 Value ETF
IVE
$49B
$0 ﹤0.01%
1
– –
IVOG icon
4459
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.62B
$0 ﹤0.01%
2
– –
IVOO icon
4460
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.71B
$0 ﹤0.01%
2
– –
IVOV icon
4461
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.34B
$0 ﹤0.01%
2
– –
IVV icon
4462
iShares Core S&P 500 ETF
IVV
$878B
$0 ﹤0.01%
1
-6
-86% -$1.57K
IVW icon
4463
iShares S&P 500 Growth ETF
IVW
$73.8B
$0 ﹤0.01%
4
– –
IWB icon
4464
iShares Russell 1000 ETF
IWB
$48.2B
$0 ﹤0.01%
1
– –
IWC icon
4465
iShares Micro-Cap ETF
IWC
$1.44B
$0 ﹤0.01%
1
– –
IWD icon
4466
iShares Russell 1000 Value ETF
IWD
$82.2B
$0 ﹤0.01%
1
– –
IWF icon
4467
iShares Russell 1000 Growth ETF
IWF
$121B
$0 ﹤0.01%
4
– –
IWL icon
4468
iShares Russell Top 200 ETF
IWL
$2.19B
$0 ﹤0.01%
1
– –
IWO icon
4469
iShares Russell 2000 Growth ETF
IWO
$14.3B
$0 ﹤0.01%
1
– –
IWP icon
4470
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$0 ﹤0.01%
2
-10,326
-100% -$607K
IWR icon
4471
iShares Russell Mid-Cap ETF
IWR
$56B
$0 ﹤0.01%
4
– –
IWS icon
4472
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$0 ﹤0.01%
1
– –
IWV icon
4473
iShares Russell 3000 ETF
IWV
$19.6B
$0 ﹤0.01%
1
– –
IWX icon
4474
iShares Russell Top 200 Value ETF
IWX
$3.98B
$0 ﹤0.01%
1
– –
IWY icon
4475
iShares Russell Top 200 Growth ETF
IWY
$15.9B
$0 ﹤0.01%
1
– –
177 178
179
180 181

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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.