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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
HI
3326
DELISTED
Hillenbrand
HI
– –
-697
Closed -$36K
HISF icon
3327
First Trust Exchange-Traded Fund IV First Trust High Income Strategic Focus ETF
HISF
$100M
$0 ﹤0.01%
1
– –
HIW icon
3328
Highwoods Properties
HIW
$3.34B
– –
-714
Closed -$34K
HLIT icon
3329
Harmonic Inc
HLIT
$1.29B
– –
-56
Closed –
HLI icon
3330
Houlihan Lokey
HLI
$9.45B
– –
-68
Closed -$3K
HLNE icon
3331
Hamilton Lane
HLNE
$4.29B
– –
-3,497
Closed -$155K
HOS
3332
Hornbeck Offshore Services, Inc.
HOS
$2.98B
– –
-3,378
Closed -$33K
HNI icon
3333
HNI Corp
HNI
$3.41B
– –
-17
Closed -$1K
HOMB icon
3334
Home BancShares
HOMB
$5.94B
– –
-3,137
Closed -$69K
HQY icon
3335
HealthEquity
HQY
$7.66B
– –
-58
Closed -$5K
HTBK
3336
DELISTED
Heritage Commerce
HTBK
– –
-32
Closed –
HUBS icon
3337
CALL
HubSpot
HUBS
$11.5B
– –
-18,000
Closed -$2.72M
HYEM icon
3338
VanEck Emerging Markets High Yield Bond ETF
HYEM
$518M
$0 ﹤0.01%
1
– –
HYGH icon
3339
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$635M
$0 ﹤0.01%
1
– –
HYHG icon
3340
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$263M
$0 ﹤0.01%
1
– –
HYLB icon
3341
Xtrackers USD High Yield Corporate Bond ETF
HYLB
$3.52B
– –
-1,151
Closed -$46K
HYLS icon
3342
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.63B
$0 ﹤0.01%
1
– –
HYMB icon
3343
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.4B
$0 ﹤0.01%
2
– –
HYS icon
3344
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.78B
$0 ﹤0.01%
1
– –
EUHY
3345
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$254M
$0 ﹤0.01%
1
– –
IAI icon
3346
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.39B
$0 ﹤0.01%
1
– –
IAK icon
3347
iShares US Insurance ETF
IAK
$507M
$0 ﹤0.01%
1
– –
IART icon
3348
Integra LifeSciences
IART
$1.26B
– –
-51
Closed -$3K
IAT icon
3349
iShares US Regional Banks ETF
IAT
$645M
$0 ﹤0.01%
1
– –
IBND icon
3350
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$457M
$0 ﹤0.01%
1
– –
132 133
134
135 136

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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.