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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
-14.77%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$75.6B
AUM Growth
-$6.3B
Cap. Flow
+$6.45B
Cap. Flow %
8.53%
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$842M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$208M
3
C icon
Citigroup
C
+$185M
4
NOC icon
Northrop Grumman
NOC
+$152M
5
WFC icon
Wells Fargo
WFC
+$134M

Top Sells

Rank Stock Value
1
AMRN
Amarin Corp
AMRN
+$53.5M
2
META icon
Meta Platforms (Facebook)
META
+$48.6M
3
BX icon
Blackstone
BX
+$43.2M
4
JD icon
JD.com
JD
+$42.4M
5
QRVO icon
Qorvo
QRVO
+$29M

Sector Composition

Rank Sector Weight
1 Financials 1.17%
2 Technology 1.06%
3 Communication Services 0.75%
4 Consumer Discretionary 0.72%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PRF icon
3676
Invesco FTSE RAFI US 1000 ETF
PRF
$10B
$0 ﹤0.01%
5
– –
PRFZ icon
3677
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.89B
$0 ﹤0.01%
5
-375
-99% -$9.53K
PRN icon
3678
Invesco Dorsey Wright Industrials Momentum ETF
PRN
$429M
$0 ﹤0.01%
1
– –
PSCC icon
3679
Invesco S&P SmallCap Consumer Staples ETF
PSCC
$38.9M
$0 ﹤0.01%
3
– –
PSCD icon
3680
Invesco S&P SmallCap Consumer Discretionary ETF
PSCD
$24.3M
$0 ﹤0.01%
1
– –
PSCH icon
3681
Invesco S&P SmallCap Health Care ETF
PSCH
$168M
$0 ﹤0.01%
3
-1,014
-100% -$41.5K
PSCI icon
3682
Invesco S&P SmallCap Industrials ETF
PSCI
$197M
$0 ﹤0.01%
1
– –
PSCE icon
3683
Invesco S&P SmallCap Energy ETF
PSCE
$97.8M
– –
0
– –
PSCF icon
3684
Invesco S&P SmallCap Financials ETF
PSCF
$27.4M
$0 ﹤0.01%
1
– –
PSCM icon
3685
Invesco S&P SmallCap Materials ETF
PSCM
$21.7M
$0 ﹤0.01%
1
– –
PSCT icon
3686
Invesco S&P SmallCap Information Technology ETF
PSCT
$520M
$0 ﹤0.01%
3
– –
PSCU icon
3687
Invesco S&P SmallCap Utilities & Communication Services ETF
PSCU
$17.5M
$0 ﹤0.01%
1
– –
PSI icon
3688
Invesco Semiconductors ETF
PSI
$2.5B
$0 ﹤0.01%
3
– –
PSK icon
3689
State Street SPDR ICE Preferred Securities ETF
PSK
$684M
$0 ﹤0.01%
1
– –
PSL icon
3690
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$85.6M
$0 ﹤0.01%
1
– –
PSP icon
3691
Invesco Global Listed Private Equity ETF
PSP
$247M
– –
0
– –
PSR icon
3692
Invesco Active US Real Estate Fund
PSR
$60.1M
$0 ﹤0.01%
1
– –
PST icon
3693
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.5M
$0 ﹤0.01%
1
– –
P
3694
Everpure Inc
P
$29.8B
– –
-997
Closed -$19.6K
PTCT icon
3695
PTC Therapeutics
PTCT
$6.07B
$0 ﹤0.01%
8
-109
-93% -$3.92K
PTF icon
3696
Invesco Dorsey Wright Technology Momentum ETF
PTF
$658M
$0 ﹤0.01%
3
– –
PTGX icon
3697
Protagonist Therapeutics
PTGX
$9.43B
– –
-19
Closed –
PTH icon
3698
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$238M
$0 ﹤0.01%
3
– –
PUI icon
3699
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.6M
$0 ﹤0.01%
1
– –
PULM icon
3700
Pulmatrix
PULM
$6.06M
– –
-4,896
Closed -$362K
146 147
148
149 150

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HF
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Parallax Volatility Advisers's Q4 2018 Portfolio in Review

As of Q4 2018, Parallax Volatility Advisers held 4,605 positions worth $75.6B, down 7.7% from $81.9B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Parallax Volatility Advisers deployed $6.45B of net new capital in Q4 2018, opening 1,010 new positions and adding to 1,014 existing holdings. Its largest new stake was Merck: 1,147,960 shares worth $83.7M.

By sector, the portfolio is most concentrated in Financials at 1.2% of assets, up from 0.46% a quarter earlier, followed by Technology and Communication Services.

On the sell side, the largest reduction was Amarin Corp, an estimated $53.5M trimmed.

  • Parallax Volatility Advisers's largest Q4 2018 buy was Merck: 1,147,960 shares worth $83.7M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2018, an estimated $842M increase.
  • Parallax Volatility Advisers's biggest Q4 2018 reduction was Amarin Corp, cutting an estimated $53.5M.
  • Parallax Volatility Advisers fully exited News Corp Class A in Q4 2018, selling an estimated $18.6M.
  • Parallax Volatility Advisers's ten largest holdings make up 47% of its $75.6B portfolio in Q4 2018.
  • Parallax Volatility Advisers opened 1,010 new positions and closed 718 in Q4 2018.
  • Parallax Volatility Advisers's portfolio value fell 7.7% quarter-over-quarter to $75.6B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2018, filed 14 Feb 2019.