We are live on ! Find out more
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
+7.66%
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
$73.6B
AUM Growth
+$13B
Cap. Flow
+$743M
Cap. Flow %
1.01%
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 Miscellaneous 95.88%
2 Financials 0.85%
3 Technology 0.73%
4 Consumer Discretionary 0.62%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PII icon
4651
CALL
Polaris
PII
$3.37B
– –
-16,000
Closed -$1.67M
PII icon
4652
PUT
Polaris
PII
$3.37B
– –
-5,000
Closed -$523K
IMVP
4653
Invesco India ETF
IMVP
$103M
$0 ﹤0.01%
1
– –
PIO icon
4654
Invesco Global Water ETF
PIO
$265M
$0 ﹤0.01%
1
– –
PIZ icon
4655
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$699M
$0 ﹤0.01%
1
– –
PJP icon
4656
Invesco Pharmaceuticals ETF
PJP
$544M
$0 ﹤0.01%
1
– –
PKB icon
4657
Invesco Building & Construction ETF
PKB
$328M
$0 ﹤0.01%
1
– –
PKE icon
4658
CALL
Park Aerospace
PKE
$685M
– –
-76,400
Closed -$1.41M
PKE icon
4659
PUT
Park Aerospace
PKE
$685M
– –
-48,000
Closed -$888K
PKW icon
4660
Invesco BuyBack Achievers ETF
PKW
$1.77B
$0 ﹤0.01%
1
– –
PKX icon
4661
POSCO
PKX
$18.9B
– –
-54
Closed -$4K
PLD icon
4662
CALL
Prologis
PLD
$129B
– –
-79,200
Closed -$5.03M
PNQI icon
4663
Invesco NASDAQ Internet ETF
PNQI
$526M
$0 ﹤0.01%
5
– –
POWA icon
4664
Invesco Bloomberg Pricing Power ETF
POWA
$170M
$0 ﹤0.01%
1
– –
PPA icon
4665
Invesco Aerospace & Defense ETF
PPA
$7.72B
$0 ﹤0.01%
1
– –
PPG icon
4666
CALL
PPG Industries
PPG
$23.8B
– –
-25,200
Closed -$2.74M
PPH icon
4667
VanEck Pharmaceutical ETF
PPH
$1.01B
$0 ﹤0.01%
1
– –
PPLT
4668
abrdn Physical Platinum Shares ETF
PPLT
$2.31B
$0 ﹤0.01%
10
– –
PRF icon
4669
Invesco FTSE RAFI US 1000 ETF
PRF
$10B
$0 ﹤0.01%
5
– –
PRFZ icon
4670
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.76B
$0 ﹤0.01%
5
– –
PRN icon
4671
Invesco Dorsey Wright Industrials Momentum ETF
PRN
$373M
$0 ﹤0.01%
1
– –
PSCE icon
4672
Invesco S&P SmallCap Energy ETF
PSCE
$114M
– –
0
– –
PSCU icon
4673
Invesco S&P SmallCap Utilities & Communication Services ETF
PSCU
$16M
$0 ﹤0.01%
1
– –
PSI icon
4674
Invesco Semiconductors ETF
PSI
$2.57B
$0 ﹤0.01%
3
– –
PSK icon
4675
State Street SPDR ICE Preferred Securities ETF
PSK
$666M
$0 ﹤0.01%
1
– –
185 186
187
188 189

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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's Q4 2017 filing shows 2,351 new, 689 increased, 564 reduced and 493 closed positions. Its largest new stake was iShares MSCI Japan ETF: 520,841 shares worth $31.2M. The largest sale was iShares MSCI EAFE ETF, an estimated $227M.

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

  • 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.