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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
PSL icon
4676
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$84.8M
$0 ﹤0.01%
1
– –
PSP icon
4677
Invesco Global Listed Private Equity ETF
PSP
$232M
– –
0
– –
PSR icon
4678
Invesco Active US Real Estate Fund
PSR
$59.4M
$0 ﹤0.01%
1
– –
PST icon
4679
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
$0 ﹤0.01%
1
– –
P
4680
PUT
Everpure Inc
P
$25.7B
– –
-10,300
Closed -$165K
PTF icon
4681
Invesco Dorsey Wright Technology Momentum ETF
PTF
$593M
$0 ﹤0.01%
3
– –
PTH icon
4682
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$221M
$0 ﹤0.01%
3
– –
PUI icon
4683
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.7M
$0 ﹤0.01%
1
– –
PVI icon
4684
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
$0 ﹤0.01%
1
– –
PWB icon
4685
Invesco Large Cap Growth ETF
PWB
$2.29B
$0 ﹤0.01%
1
– –
PWV icon
4686
Invesco Large Cap Value ETF
PWV
$1.68B
$0 ﹤0.01%
1
– –
PXE icon
4687
Invesco Energy Exploration & Production ETF
PXE
$89.6M
$0 ﹤0.01%
1
– –
PXF icon
4688
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.89B
$0 ﹤0.01%
1
– –
PXH icon
4689
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.94B
$0 ﹤0.01%
1
– –
PXJ icon
4690
Invesco Oil & Gas Services ETF
PXJ
$65.9M
– –
0
– –
PXI icon
4691
Invesco Dorsey Wright Energy Momentum ETF
PXI
$60.7M
$0 ﹤0.01%
1
– –
PYZ icon
4692
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$72.2M
$0 ﹤0.01%
1
– –
PZA icon
4693
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.22B
$0 ﹤0.01%
1
– –
QABA icon
4694
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$93.2M
$0 ﹤0.01%
1
– –
QAI icon
4695
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.01B
$0 ﹤0.01%
1
– –
QAT icon
4696
iShares MSCI Qatar ETF
QAT
$63.4M
$0 ﹤0.01%
1
– –
QCLN icon
4697
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$603M
$0 ﹤0.01%
1
– –
QDEF icon
4698
FlexShares Quality Dividend Defensive Index Fund
QDEF
$547M
$0 ﹤0.01%
1
– –
QDF icon
4699
FlexShares Quality Dividend Index Fund
QDF
$2.22B
$0 ﹤0.01%
1
– –
QEFA icon
4700
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.06B
$0 ﹤0.01%
1
– –
186 187
188
189 190

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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.