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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
EET icon
3101
ProShares Ultra MSCI Emerging Markets
EET
$43.8M
$0 ﹤0.01%
1
– –
EFAD icon
3102
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$62.8M
$0 ﹤0.01%
1
– –
EFAV icon
3103
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.43B
$0 ﹤0.01%
1
-120
-99% -$8.25K
EFNL icon
3104
iShares MSCI Finland ETF
EFNL
$272M
$0 ﹤0.01%
1
– –
EFG icon
3105
iShares MSCI EAFE Growth ETF
EFG
$16.7B
$0 ﹤0.01%
1
– –
EFO icon
3106
ProShares Ultra MSCI EAFE
EFO
$28.4M
$0 ﹤0.01%
3
– –
EFSC icon
3107
Enterprise Financial Services Corp
EFSC
$2.3B
– –
-39
Closed -$2K
EFU icon
3108
ProShares Trust UltraShort MSCI EAFE
EFU
$830K
$0 ﹤0.01%
1
– –
EFV icon
3109
iShares MSCI EAFE Value ETF
EFV
$31.7B
$0 ﹤0.01%
1
– –
EFZ icon
3110
ProShares Trust Short MSCI EAFE
EFZ
$10.2M
$0 ﹤0.01%
1
– –
EGP icon
3111
EastGroup Properties
EGP
$10.6B
– –
-330
Closed -$32K
EIDO icon
3112
iShares MSCI Indonesia ETF
EIDO
$516M
$0 ﹤0.01%
1
– –
EIRL icon
3113
iShares MSCI Ireland ETF
EIRL
$79.7M
$0 ﹤0.01%
1
– –
EIS icon
3114
iShares MSCI Israel ETF
EIS
$912M
$0 ﹤0.01%
1
– –
EIX icon
3115
CALL
Edison International
EIX
$22.1B
– –
-160,000
Closed -$10.8M
EINC icon
3116
VanEck Energy Income ETF
EINC
$81.1M
– –
0
– –
ELD icon
3117
WisdomTree Emerging Markets Local Debt Fund
ELD
$143M
$0 ﹤0.01%
1
– –
EMCB icon
3118
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.5M
$0 ﹤0.01%
1
– –
EMHY icon
3119
iShares JPMorgan EM High Yield Bond ETF
EMHY
$625M
$0 ﹤0.01%
1
– –
EMIF icon
3120
iShares Emerging Markets Infrastructure ETF
EMIF
$13.3M
$0 ﹤0.01%
1
– –
EMLC icon
3121
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$5.11B
$0 ﹤0.01%
+2
New +$65
ENB icon
3122
Enbridge
ENB
$110B
– –
-1,689
Closed -$55K
ENFR icon
3123
Alerian Energy Infrastructure ETF
ENFR
$549M
$0 ﹤0.01%
1
– –
ENOR icon
3124
iShares MSCI Norway ETF
ENOR
$92.5M
$0 ﹤0.01%
1
– –
ENZL icon
3125
iShares MSCI New Zealand ETF
ENZL
$81.6M
$0 ﹤0.01%
1
– –
123 124
125
126 127

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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.