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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
FXA icon
3251
Invesco CurrencyShares Australian Dollar Trust
FXA
$96.4M
$0 ﹤0.01%
1
– –
FXB icon
3252
Invesco CurrencyShares British Pound Sterling Trust
FXB
$65.1M
$0 ﹤0.01%
1
– –
FXD icon
3253
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$253M
$0 ﹤0.01%
1
– –
FXH icon
3254
First Trust Health Care AlphaDEX Fund
FXH
$1.13B
$0 ﹤0.01%
1
-129
-99% -$9.77K
FXL icon
3255
First Trust Technology AlphaDEX Fund
FXL
$2.75B
$0 ﹤0.01%
1
– –
FXN icon
3256
First Trust Energy AlphaDEX Fund
FXN
$408M
$0 ﹤0.01%
1
– –
FXO icon
3257
First Trust Financials AlphaDEX Fund
FXO
$1.11B
$0 ﹤0.01%
1
-2
-67% -$59
FXR icon
3258
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$711M
$0 ﹤0.01%
1
– –
FXU icon
3259
First Trust Utilities AlphaDEX Fund
FXU
$790M
$0 ﹤0.01%
1
– –
FXY icon
3260
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$454M
– –
-3,300
Closed -$278K
FXZ icon
3261
First Trust Materials AlphaDEX Fund
FXZ
$403M
$0 ﹤0.01%
1
– –
FYC icon
3262
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.4B
$0 ﹤0.01%
1
– –
FYLD icon
3263
Cambria Foreign Shareholder Yield ETF
FYLD
$731M
$0 ﹤0.01%
1
– –
FYT icon
3264
First Trust Small Cap Value AlphaDEX Fund
FYT
$194M
$0 ﹤0.01%
1
– –
FYX icon
3265
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.39B
$0 ﹤0.01%
1
– –
GAL icon
3266
State Street Global Allocation ETF
GAL
$320M
$0 ﹤0.01%
1
– –
AGGM
3267
iShares 1-10 Year U.S. Aggregate Bond ETF
AGGM
$106M
$0 ﹤0.01%
1
– –
GCC icon
3268
WisdomTree Enhanced Commodity Strategy Fund
GCC
$329M
$0 ﹤0.01%
1
– –
GDEN
3269
DELISTED
Golden Entertainment
GDEN
– –
-1,522
Closed -$37K
GEN icon
3270
CALL
Gen Digital
GEN
$17.8B
– –
-5,900
Closed -$128K
GEO icon
3271
CALL
The GEO Group
GEO
$4.16B
– –
-98,400
Closed -$2.48M
GERN icon
3272
PUT
Geron
GERN
$899M
– –
-105,000
Closed -$184K
GGB icon
3273
Gerdau
GGB
$9.83B
– –
-16,878
Closed -$56K
GGB icon
3274
PUT
Gerdau
GGB
$9.83B
– –
-567,000
Closed -$1.9M
GGME icon
3275
Invesco Next Gen Media and Gaming ETF
GGME
$45.5M
$0 ﹤0.01%
1
– –
129 130
131
132 133

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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.