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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+6.63%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$60.6B
AUM Growth
+$9.06B
Cap. Flow
-$159M
Cap. Flow %
-0.26%
Top 10 Hldgs %
56.96%
Holding
4,056
New
717
Increased
510
Reduced
605
Closed
861

Top Buys

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$218M
2
AAPL icon
Apple
AAPL
+$136M
3
NRG icon
NRG Energy
NRG
+$92.7M
4
C icon
Citigroup
C
+$91.6M
5
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$70.6M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$188M
2
MDLZ icon
Mondelez International
MDLZ
+$133M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$73.5M
4
INTC icon
Intel
INTC
+$67.7M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$41.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.71%
2 Technology 0.76%
3 Financials 0.69%
4 Consumer Discretionary 0.53%
5 Industrials 0.31%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PFM icon
2926
Invesco Dividend Achievers ETF
PFM
$790M
$0 ﹤0.01%
1
– –
PG icon
2927
CALL
Procter & Gamble
PG
$331B
– –
-67,400
Closed -$5.87M
PGF icon
2928
Invesco Financial Preferred ETF
PGF
$646M
$0 ﹤0.01%
1
– –
PGJ icon
2929
Invesco Golden Dragon China ETF
PGJ
$84.7M
$0 ﹤0.01%
1
– –
PGX icon
2930
Invesco Preferred ETF
PGX
$3.69B
$0 ﹤0.01%
1
– –
IFLN
2931
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$300M
$0 ﹤0.01%
1
– –
PHDG icon
2932
Invesco S&P 500 Downside Hedged ETF
PHDG
$61.4M
$0 ﹤0.01%
1
– –
PHM icon
2933
Pultegroup
PHM
$22.7B
– –
-5,717
Closed -$145K
PHM icon
2934
PUT
Pultegroup
PHM
$22.7B
– –
-8,100
Closed -$198K
PHO icon
2935
Invesco Water Resources ETF
PHO
$1.95B
$0 ﹤0.01%
1
– –
PICB icon
2936
Invesco International Corporate Bond ETF
PICB
$354M
$0 ﹤0.01%
1
– –
PICK icon
2937
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.65B
$0 ﹤0.01%
1
– –
PID icon
2938
Invesco International Dividend Achievers ETF
PID
$890M
$0 ﹤0.01%
1
– –
PIE icon
2939
Invesco Dorsey Wright Emerging Markets Momentum ETF
PIE
$256M
$0 ﹤0.01%
1
– –
PII icon
2940
Polaris
PII
$3.37B
– –
-396
Closed -$37.5K
IMVP
2941
Invesco India ETF
IMVP
$103M
$0 ﹤0.01%
1
– –
PIO icon
2942
Invesco Global Water ETF
PIO
$265M
$0 ﹤0.01%
1
– –
PIZ icon
2943
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$699M
$0 ﹤0.01%
1
– –
PJP icon
2944
Invesco Pharmaceuticals ETF
PJP
$544M
$0 ﹤0.01%
1
– –
PK icon
2945
CALL
Park Hotels & Resorts
PK
$3.08B
– –
-3,080
Closed -$83K
PK icon
2946
PUT
Park Hotels & Resorts
PK
$3.08B
– –
-1,760
Closed -$48K
PKB icon
2947
Invesco Building & Construction ETF
PKB
$328M
$0 ﹤0.01%
1
– –
PKW icon
2948
Invesco BuyBack Achievers ETF
PKW
$1.77B
$0 ﹤0.01%
1
– –
PKX icon
2949
PUT
POSCO
PKX
$18.9B
– –
-2,000
Closed -$125K
PLAY icon
2950
CALL
Dave & Buster's
PLAY
$285M
– –
-900
Closed -$60K
116 117
118
119 120

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Parallax Volatility Advisers's Q3 2017 Portfolio in Review

As of Q3 2017, Parallax Volatility Advisers held 4,056 positions worth $60.6B, up 18% from $51.6B the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Parallax Volatility Advisers's Q3 2017 filing shows 717 new, 510 increased, 605 reduced and 861 closed positions. Its largest new stake was NRG Energy: 3,920,385 shares worth $100M. The largest sale was iShares Russell 2000 ETF, an estimated $188M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 96% a quarter earlier, followed by Technology and Financials.

  • Parallax Volatility Advisers's largest Q3 2017 buy was NRG Energy: 3,920,385 shares worth $100M.
  • Parallax Volatility Advisers added most to iShares MSCI EAFE ETF in Q3 2017, an estimated $218M increase.
  • Parallax Volatility Advisers's biggest Q3 2017 reduction was iShares Russell 2000 ETF, cutting an estimated $188M.
  • Parallax Volatility Advisers fully exited Intel in Q3 2017, selling an estimated $67.7M.
  • Parallax Volatility Advisers's ten largest holdings make up 57% of its $60.6B portfolio in Q3 2017.
  • Parallax Volatility Advisers opened 717 new positions and closed 861 in Q3 2017.
  • Parallax Volatility Advisers's portfolio value rose 18% quarter-over-quarter to $60.6B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2017, filed 14 Nov 2017.