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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
+4.86%
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
$51.1B
AUM Growth
-$2.88B
Cap. Flow
-$4.1B
Cap. Flow %
-8.02%
Top 10 Hldgs %
42.82%
Holding
4,986
New
948
Increased
907
Reduced
959
Closed
792

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$347M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$309M
3
BAC icon
Bank of America
BAC
+$58.5M
4
GM icon
General Motors
GM
+$50.6M
5
MDLZ icon
Mondelez International
MDLZ
+$46.5M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$118M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$109M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$101M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$95.6M
5
GS icon
Goldman Sachs
GS
+$94.8M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 1.01%
2 Financials 0.65%
3 Consumer Staples 0.6%
4 Technology 0.49%
5 Industrials 0.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PTH icon
3876
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$236M
$0 ﹤0.01%
3
– –
PUI icon
3877
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.6M
$0 ﹤0.01%
1
– –
PVH icon
3878
PVH
PVH
$4.09B
– –
-1,172
Closed -$123K
PVI icon
3879
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
$0 ﹤0.01%
1
– –
PWB icon
3880
Invesco Large Cap Growth ETF
PWB
$2.42B
$0 ﹤0.01%
1
– –
PWV icon
3881
Invesco Large Cap Value ETF
PWV
$1.72B
$0 ﹤0.01%
1
– –
PXE icon
3882
Invesco Energy Exploration & Production ETF
PXE
$82.5M
$0 ﹤0.01%
1
– –
PXF icon
3883
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.93B
$0 ﹤0.01%
1
– –
PXH icon
3884
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.97B
$0 ﹤0.01%
1
– –
PXJ icon
3885
Invesco Oil & Gas Services ETF
PXJ
$62.6M
– –
0
– –
PXI icon
3886
Invesco Dorsey Wright Energy Momentum ETF
PXI
$51.8M
$0 ﹤0.01%
1
– –
PYZ icon
3887
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$75.4M
$0 ﹤0.01%
1
– –
PZA icon
3888
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.25B
$0 ﹤0.01%
1
– –
QABA icon
3889
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$94.9M
$0 ﹤0.01%
1
– –
QAI icon
3890
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.02B
$0 ﹤0.01%
1
– –
QAT icon
3891
iShares MSCI Qatar ETF
QAT
$64.1M
$0 ﹤0.01%
1
– –
QCLN icon
3892
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$627M
$0 ﹤0.01%
1
– –
QDEF icon
3893
FlexShares Quality Dividend Defensive Index Fund
QDEF
$558M
$0 ﹤0.01%
1
– –
QDF icon
3894
FlexShares Quality Dividend Index Fund
QDF
$2.28B
$0 ﹤0.01%
1
– –
QEFA icon
3895
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.07B
$0 ﹤0.01%
1
– –
QEMM icon
3896
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$55.9M
$0 ﹤0.01%
1
– –
QID icon
3897
ProShares UltraShort QQQ
QID
$247M
– –
0
– –
QLD icon
3898
ProShares Ultra QQQ
QLD
$14.1B
$0 ﹤0.01%
32
– –
QLTA icon
3899
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.23B
$0 ﹤0.01%
1
– –
QLYS icon
3900
PUT
Qualys
QLYS
$5.67B
– –
-2,000
Closed -$76K
154 155
156
157 158

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Parallax Volatility Advisers's Q4 2016 Portfolio in Review

As of Q4 2016, Parallax Volatility Advisers held 4,986 positions worth $51.1B, down 5.3% from $54B the previous quarter. Its ten largest holdings account for 43% of the portfolio.

Parallax Volatility Advisers withdrew a net $4.1B in Q4 2016, closing 792 positions and reducing 959 holdings. Its most notable exit was Goldman Sachs, an estimated $94.8M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 1% of assets, up from 0.78% a quarter earlier, followed by Financials and Consumer Staples.

Against the trend, Parallax Volatility Advisers opened a new position in Bank of America worth $67.2M.

  • Parallax Volatility Advisers's largest Q4 2016 buy was Bank of America: 3,038,508 shares worth $67.2M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2016, an estimated $347M increase.
  • Parallax Volatility Advisers's biggest Q4 2016 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $118M.
  • Parallax Volatility Advisers fully exited Goldman Sachs in Q4 2016, selling an estimated $94.8M.
  • Parallax Volatility Advisers's ten largest holdings make up 43% of its $51.1B portfolio in Q4 2016.
  • Parallax Volatility Advisers opened 948 new positions and closed 792 in Q4 2016.
  • Parallax Volatility Advisers's portfolio value fell 5.3% quarter-over-quarter to $51.1B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2016, filed 14 Feb 2017.