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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
PCY icon
4626
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.38B
$0 ﹤0.01%
1
– –
PDN icon
4627
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$352M
$0 ﹤0.01%
1
– –
PDM
4628
Piedmont Realty Trust
PDM
$1.21B
– –
-139
Closed -$3K
PDP icon
4629
Invesco Dorsey Wright Momentum ETF
PDP
$1.46B
$0 ﹤0.01%
1
– –
PEJ icon
4630
Invesco Leisure and Entertainment ETF
PEJ
$259M
$0 ﹤0.01%
1
– –
PEX icon
4631
ProShares Global Listed Private Equity ETF
PEX
$11.5M
$0 ﹤0.01%
1
– –
PEY icon
4632
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.13B
$0 ﹤0.01%
1
– –
PEZ icon
4633
Invesco Dorsey Wright Consumer Cyclicals Momentum ETF
PEZ
$22.5M
$0 ﹤0.01%
1
– –
PFF icon
4634
iShares Preferred and Income Securities ETF
PFF
$13.3B
$0 ﹤0.01%
1
– –
PFI icon
4635
Invesco Dorsey Wright Financial Momentum ETF
PFI
$59.5M
$0 ﹤0.01%
1
– –
PFM icon
4636
Invesco Dividend Achievers ETF
PFM
$791M
$0 ﹤0.01%
1
– –
PFSI icon
4637
PennyMac Financial
PFSI
$3.92B
– –
-345
Closed -$6K
PGF icon
4638
Invesco Financial Preferred ETF
PGF
$677M
$0 ﹤0.01%
1
– –
PGJ icon
4639
Invesco Golden Dragon China ETF
PGJ
$98.9M
$0 ﹤0.01%
1
– –
PGR icon
4640
CALL
Progressive
PGR
$123B
– –
-300,000
Closed -$14.5M
PGRE
4641
DELISTED
Paramount Group
PGRE
– –
-63
Closed -$1K
PGX icon
4642
Invesco Preferred ETF
PGX
$3.81B
$0 ﹤0.01%
1
– –
PH icon
4643
PUT
Parker-Hannifin
PH
$123B
– –
-300,000
Closed -$52.5M
IFLN
4644
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
$0 ﹤0.01%
1
– –
PHDG icon
4645
Invesco S&P 500 Downside Hedged ETF
PHDG
$73.7M
$0 ﹤0.01%
1
– –
PHO icon
4646
Invesco Water Resources ETF
PHO
$2.01B
$0 ﹤0.01%
1
– –
PICB icon
4647
Invesco International Corporate Bond ETF
PICB
$355M
$0 ﹤0.01%
1
– –
PICK icon
4648
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.22B
$0 ﹤0.01%
1
– –
PID icon
4649
Invesco International Dividend Achievers ETF
PID
$926M
$0 ﹤0.01%
1
– –
PIE icon
4650
Invesco Dorsey Wright Emerging Markets Momentum ETF
PIE
$237M
$0 ﹤0.01%
1
– –
184 185
186
187 188

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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.