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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-14.77%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$75.6B
AUM Growth
-$6.3B
Cap. Flow
+$3.78B
Cap. Flow %
5%
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 Miscellaneous 94.7%
2 Financials 1.17%
3 Technology 1.08%
4 Communication Services 0.76%
5 Consumer Discretionary 0.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VNOM icon
2651
Viper Energy
VNOM
$16.3B
$3K ﹤0.01%
100
-29
-22% -$950
WPP icon
2652
WPP
WPP
$5.37B
$3K ﹤0.01%
51
-22,993
-100% -$1.37M
WST icon
2653
West Pharmaceutical
WST
$23.7B
$3K ﹤0.01%
31
-49
-61% -$5.32K
SWN
2654
CALL
DELISTED
Southwestern Energy Company
SWN
$3K ﹤0.01%
+1,000
New +$4.92K
EVBG
2655
DELISTED
Everbridge, Inc. Common Stock
EVBG
$3K ﹤0.01%
49
-47
-49% -$2.44K
PDCE
2656
DELISTED
PDC Energy, Inc.
PDCE
$3K ﹤0.01%
+106
New +$4.26K
COUP
2657
DELISTED
Coupa Software Incorporated
COUP
$3K ﹤0.01%
44
-25
-36% -$1.58K
SJI
2658
DELISTED
South Jersey Industries, Inc.
SJI
$3K ﹤0.01%
+96
New +$3.04K
EPAY
2659
DELISTED
Bottomline Technologies Inc
EPAY
$3K ﹤0.01%
58
-98
-63% -$5.67K
HMSY
2660
DELISTED
HMS Holdings Corp.
HMSY
$3K ﹤0.01%
+114
New +$3.69K
AIMT
2661
DELISTED
Aimmune Therapeutics
AIMT
$3K ﹤0.01%
+141
New +$3.65K
I
2662
DELISTED
INTELSAT S. A.
I
$3K ﹤0.01%
156
-682
-81% -$18.4K
PVTL
2663
DELISTED
Pivotal Software, Inc.
PVTL
$3K ﹤0.01%
+210
New +$3.76K
CARB
2664
CALL
DELISTED
Carbonite Inc
CARB
$3K ﹤0.01%
+100
New +$2.97K
MB
2665
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$3K ﹤0.01%
+84
New +$2.56K
SEND
2666
DELISTED
SendGrid, Inc.
SEND
$3K ﹤0.01%
+64
New +$2.46K
EQGP
2667
DELISTED
EQGP Holdings, LP
EQGP
$3K ﹤0.01%
+126
New +$2.33K
UFS
2668
DELISTED
DOMTAR CORPORATION (New)
UFS
$3K ﹤0.01%
95
+45
+90% +$1.97K
ACGL icon
2669
Arch Capital
ACGL
$32.8B
$2K ﹤0.01%
+64
New +$1.77K
AIZ icon
2670
Assurant
AIZ
$13.8B
$2K ﹤0.01%
17
-28,684
-100% -$2.81M
AL
2671
DELISTED
Air Lease Corp
AL
$2K ﹤0.01%
+64
New +$2.44K
ALRM icon
2672
Alarm.com
ALRM
$2.7B
$2K ﹤0.01%
29
-47
-62% -$2.27K
ALV icon
2673
Autoliv
ALV
$8.73B
$2K ﹤0.01%
33
-72
-69% -$5.84K
ARR
2674
Armour Residential REIT
ARR
$2.29B
$2K ﹤0.01%
+18
New +$1.94K
ASUR icon
2675
Asure Software
ASUR
$241M
$2K ﹤0.01%
+363
New +$2.99K
105 106
107
108 109

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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 $3.78B 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 Miscellaneous at 95% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

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.