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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
VIOG icon
5001
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.05B
$0 ﹤0.01%
2
– –
VIOO icon
5002
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.15B
$0 ﹤0.01%
2
– –
VIOV icon
5003
Vanguard S&P Small-Cap 600 Value ETF
VIOV
$1.85B
$0 ﹤0.01%
2
– –
VIS icon
5004
Vanguard Industrials ETF
VIS
$8.1B
$0 ﹤0.01%
1
– –
VLU icon
5005
State Street SPDR S&P 1500 Value Tilt ETF
VLU
$752M
$0 ﹤0.01%
1
– –
VLUE icon
5006
iShares MSCI USA Value Factor ETF
VLUE
$9.17B
$0 ﹤0.01%
1
– –
VMBS icon
5007
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$0 ﹤0.01%
1
– –
VNET
5008
VNET Group
VNET
$2.04B
– –
-1,304
Closed -$9.49K
VNM icon
5009
VanEck Vietnam ETF
VNM
$491M
$0 ﹤0.01%
1
– –
VNQ icon
5010
Vanguard Real Estate ETF
VNQ
$39.2B
$0 ﹤0.01%
1
– –
VNQI icon
5011
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
$0 ﹤0.01%
1
– –
VO icon
5012
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$0 ﹤0.01%
4
– –
VOE icon
5013
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.7B
$0 ﹤0.01%
1
– –
VONE icon
5014
Vanguard Russell 1000 ETF
VONE
$8.27B
$0 ﹤0.01%
1
– –
VONG icon
5015
Vanguard Russell 1000 Growth ETF
VONG
$42.8B
$0 ﹤0.01%
4
– –
VONV icon
5016
Vanguard Russell 1000 Value ETF
VONV
$20.7B
$0 ﹤0.01%
2
– –
VOO icon
5017
Vanguard S&P 500 ETF
VOO
$979B
$0 ﹤0.01%
1
– –
VOOG icon
5018
Vanguard S&P 500 Growth ETF
VOOG
$25.9B
$0 ﹤0.01%
6
– –
VOOV icon
5019
Vanguard S&P 500 Value ETF
VOOV
$6.59B
$0 ﹤0.01%
1
– –
VOT icon
5020
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.2B
$0 ﹤0.01%
1
– –
VOX icon
5021
Vanguard Communication Services ETF
VOX
$5.59B
$0 ﹤0.01%
1
– –
VOYA icon
5022
Voya Financial
VOYA
$9.01B
– –
-80
Closed -$3K
VPL icon
5023
Vanguard FTSE Pacific ETF
VPL
$8.08B
$0 ﹤0.01%
1
– –
VPU
5024
Vanguard Utilities ETF
VPU
$8.46B
$0 ﹤0.01%
1
– –
VRE
5025
PUT
DELISTED
Veris Residential
VRE
– –
-50,000
Closed -$1.19M
199 200
201
202 203

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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.