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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
IXC icon
4476
iShares Global Energy ETF
IXC
$2.79B
$0 ﹤0.01%
1
– –
IXG icon
4477
iShares Global Financials ETF
IXG
$678M
$0 ﹤0.01%
1
– –
IXJ icon
4478
iShares Global Healthcare ETF
IXJ
$4.07B
$0 ﹤0.01%
2
– –
IXN icon
4479
iShares Global Tech ETF
IXN
$8.32B
$0 ﹤0.01%
6
– –
IXP icon
4480
iShares Global Comm Services ETF
IXP
$529M
$0 ﹤0.01%
1
– –
IXUS icon
4481
iShares Core MSCI Total International Stock ETF
IXUS
$58.3B
$0 ﹤0.01%
1
– –
IYC icon
4482
iShares US Consumer Discretionary ETF
IYC
$1.17B
$0 ﹤0.01%
4
– –
IYE icon
4483
iShares US Energy ETF
IYE
$1.74B
$0 ﹤0.01%
1
– –
IYF icon
4484
iShares US Financials ETF
IYF
$4.67B
$0 ﹤0.01%
2
– –
IYG icon
4485
iShares US Financial Services ETF
IYG
$2.16B
$0 ﹤0.01%
3
– –
IYH icon
4486
iShares US Healthcare ETF
IYH
$3.37B
$0 ﹤0.01%
5
– –
IYJ icon
4487
iShares US Industrials ETF
IYJ
$1.98B
$0 ﹤0.01%
2
– –
IYK icon
4488
iShares US Consumer Staples ETF
IYK
$1.4B
$0 ﹤0.01%
3
– –
IYLD icon
4489
iShares Morningstar Multi-Asset Income ETF
IYLD
$125M
$0 ﹤0.01%
1
– –
IYM icon
4490
iShares US Basic Materials ETF
IYM
$1.12B
$0 ﹤0.01%
1
– –
IYR icon
4491
CALL
iShares US Real Estate ETF
IYR
$4.66B
– –
-750,800
Closed -$60M
IYR icon
4492
iShares US Real Estate ETF
IYR
$4.66B
$0 ﹤0.01%
1
-345,998
-100% -$28.1M
IYT icon
4493
iShares US Transportation ETF
IYT
$2.26B
$0 ﹤0.01%
4
– –
IYT icon
4494
PUT
iShares US Transportation ETF
IYT
$2.26B
– –
-64,000
Closed -$2.85M
IYW icon
4495
iShares US Technology ETF
IYW
$23.6B
$0 ﹤0.01%
4
– –
IYY icon
4496
iShares Dow Jones US ETF
IYY
$2.95B
$0 ﹤0.01%
2
– –
IYZ icon
4497
iShares US Telecommunications ETF
IYZ
$1.2B
$0 ﹤0.01%
1
– –
JACK icon
4498
CALL
Jack in the Box
JACK
$312M
– –
-50,000
Closed -$5.1M
JBL icon
4499
PUT
Jabil
JBL
$33B
– –
-8,000
Closed -$228K
JKHY icon
4500
Jack Henry & Associates
JKHY
$10.9B
– –
-1
Closed –
178 179
180
181 182

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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.