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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
PII icon
4651
CALL
Polaris
PII
$3.82B
– –
-16,000
Closed -$1.67M
PII icon
4652
PUT
Polaris
PII
$3.82B
– –
-5,000
Closed -$523K
IMVP
4653
Invesco India ETF
IMVP
$125M
$0 ﹤0.01%
1
– –
PIO icon
4654
Invesco Global Water ETF
PIO
$274M
$0 ﹤0.01%
1
– –
PIZ icon
4655
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$724M
$0 ﹤0.01%
1
– –
PJP icon
4656
Invesco Pharmaceuticals ETF
PJP
$442M
$0 ﹤0.01%
1
– –
PKB icon
4657
Invesco Building & Construction ETF
PKB
$430M
$0 ﹤0.01%
1
– –
PKE icon
4658
CALL
Park Aerospace
PKE
$737M
– –
-76,400
Closed -$1.41M
PKE icon
4659
PUT
Park Aerospace
PKE
$737M
– –
-48,000
Closed -$888K
PKW icon
4660
Invesco BuyBack Achievers ETF
PKW
$1.72B
$0 ﹤0.01%
1
– –
PKX icon
4661
POSCO
PKX
$16.1B
– –
-54
Closed -$4K
PLD icon
4662
CALL
Prologis
PLD
$135B
– –
-79,200
Closed -$5.03M
PNQI icon
4663
Invesco NASDAQ Internet ETF
PNQI
$528M
$0 ﹤0.01%
5
– –
POWA icon
4664
Invesco Bloomberg Pricing Power ETF
POWA
$178M
$0 ﹤0.01%
1
– –
PPA icon
4665
Invesco Aerospace & Defense ETF
PPA
$8.24B
$0 ﹤0.01%
1
– –
PPG icon
4666
CALL
PPG Industries
PPG
$24.6B
– –
-25,200
Closed -$2.74M
PPH icon
4667
VanEck Pharmaceutical ETF
PPH
$959M
$0 ﹤0.01%
1
– –
PPLT
4668
abrdn Physical Platinum Shares ETF
PPLT
$1.88B
$0 ﹤0.01%
10
– –
PRF icon
4669
Invesco FTSE RAFI US 1000 ETF
PRF
$9.79B
$0 ﹤0.01%
5
– –
PRFZ icon
4670
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.77B
$0 ﹤0.01%
5
– –
PRN icon
4671
Invesco Dorsey Wright Industrials Momentum ETF
PRN
$416M
$0 ﹤0.01%
1
– –
PSCE icon
4672
Invesco S&P SmallCap Energy ETF
PSCE
$98.6M
– –
0
– –
PSCU icon
4673
Invesco S&P SmallCap Utilities & Communication Services ETF
PSCU
$17.3M
$0 ﹤0.01%
1
– –
PSI icon
4674
Invesco Semiconductors ETF
PSI
$2.29B
$0 ﹤0.01%
3
– –
PSK icon
4675
State Street SPDR ICE Preferred Securities ETF
PSK
$692M
$0 ﹤0.01%
1
– –
185 186
187
188 189

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KBC Group
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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.