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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
PVI icon
3701
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
$0 ﹤0.01%
1
– –
PWB icon
3702
Invesco Large Cap Growth ETF
PWB
$2.39B
$0 ﹤0.01%
1
– –
PWV icon
3703
Invesco Large Cap Value ETF
PWV
$1.71B
$0 ﹤0.01%
1
– –
PXE icon
3704
Invesco Energy Exploration & Production ETF
PXE
$80M
$0 ﹤0.01%
1
– –
PXF icon
3705
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.95B
$0 ﹤0.01%
1
– –
PXH icon
3706
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.96B
$0 ﹤0.01%
1
-801
-100% -$16.2K
PXJ icon
3707
Invesco Oil & Gas Services ETF
PXJ
$62.4M
– –
0
– –
PXI icon
3708
Invesco Dorsey Wright Energy Momentum ETF
PXI
$50.5M
$0 ﹤0.01%
1
– –
PYZ icon
3709
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$77.5M
$0 ﹤0.01%
1
– –
PZA icon
3710
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.26B
$0 ﹤0.01%
1
– –
QABA icon
3711
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$92.9M
$0 ﹤0.01%
1
– –
QAI icon
3712
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.02B
$0 ﹤0.01%
1
– –
QAT icon
3713
iShares MSCI Qatar ETF
QAT
$63.9M
$0 ﹤0.01%
1
– –
QCLN icon
3714
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$631M
$0 ﹤0.01%
1
– –
QDEF icon
3715
FlexShares Quality Dividend Defensive Index Fund
QDEF
$561M
$0 ﹤0.01%
1
– –
QDEL icon
3716
QuidelOrtho
QDEL
$854M
– –
-3,132
Closed -$204K
QDF icon
3717
FlexShares Quality Dividend Index Fund
QDF
$2.28B
$0 ﹤0.01%
1
– –
QEFA icon
3718
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.08B
$0 ﹤0.01%
1
– –
QEMM icon
3719
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$56.1M
$0 ﹤0.01%
1
– –
QLD icon
3720
ProShares Ultra QQQ
QLD
$14B
$0 ﹤0.01%
32
– –
QLTA icon
3721
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.23B
$0 ﹤0.01%
1
– –
QLYS icon
3722
Qualys
QLYS
$6.22B
– –
-17
Closed -$2K
QQEW icon
3723
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.82B
$0 ﹤0.01%
1
– –
QQQE icon
3724
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.38B
$0 ﹤0.01%
2
– –
QQXT icon
3725
First Trust NASDAQ 100 ex-Technology Sector Index Fund
QQXT
$158M
$0 ﹤0.01%
1
– –
147 148
149
150 151

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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.