We are live on ! Find out more
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
INDB icon
3401
Independent Bank
INDB
$3.9B
– –
-33
Closed -$3K
INDL icon
3402
Direxion Daily MSCI India Bull 2X ETF
INDL
$54M
$0 ﹤0.01%
1
– –
INDY icon
3403
iShares S&P India Nifty 50 Index Fund
INDY
$538M
$0 ﹤0.01%
1
– –
INGN icon
3404
Inogen
INGN
$140M
– –
-22
Closed -$5K
INGR icon
3405
Ingredion
INGR
$6.35B
$0 ﹤0.01%
1
-141
-99% -$14.1K
INKM icon
3406
State Street Income Allocation ETF
INKM
$80.5M
$0 ﹤0.01%
1
– –
INTF icon
3407
iShares International Equity Factor ETF
INTF
$3.76B
– –
-2,346
Closed -$66K
IONS icon
3408
Ionis Pharmaceuticals
IONS
$9.31B
– –
-6,677
Closed -$341K
IONS icon
3409
PUT
Ionis Pharmaceuticals
IONS
$9.31B
– –
-35,000
Closed -$1.8M
IOO icon
3410
iShares Global 100 ETF
IOO
$9.09B
$0 ﹤0.01%
2
– –
IPAC icon
3411
iShares Core MSCI Pacific ETF
IPAC
$2.81B
$0 ﹤0.01%
1
– –
IPG
3412
DELISTED
Interpublic Group of Companies
IPG
– –
-2,474
Closed -$57K
IPKW icon
3413
Invesco International BuyBack Achievers ETF
IPKW
$565M
$0 ﹤0.01%
1
– –
IPO icon
3414
Renaissance IPO ETF
IPO
$148M
$0 ﹤0.01%
1
– –
IQDF icon
3415
Northern Trust International Quality Dividend ETF
IQDF
$1.19B
$0 ﹤0.01%
1
– –
IQDY icon
3416
Northern Trust International Quality Dividend Dynamic ETF
IQDY
$114M
$0 ﹤0.01%
1
– –
IRBT
3417
DELISTED
iRobot
IRBT
– –
-2,216
Closed -$201K
IRBT
3418
PUT
DELISTED
iRobot
IRBT
– –
-537,000
Closed -$59M
IRM icon
3419
Iron Mountain
IRM
$34.3B
– –
-79
Closed -$3K
IRWD icon
3420
PUT
Ironwood Pharmaceuticals
IRWD
$673M
– –
-179,100
Closed -$2.77M
ISCB icon
3421
iShares Morningstar Small-Cap ETF
ISCB
$281M
$0 ﹤0.01%
4
– –
ISCG icon
3422
iShares Morningstar Small-Cap Growth ETF
ISCG
$973M
$0 ﹤0.01%
6
– –
ISCV icon
3423
iShares Morningstar Small-Cap Value ETF
ISCV
$686M
$0 ﹤0.01%
3
– –
ISHG icon
3424
iShares 1-3 Year International Treasury Bond ETF
ISHG
$879M
$0 ﹤0.01%
1
– –
ISRA icon
3425
VanEck Israel ETF
ISRA
$158M
$0 ﹤0.01%
1
– –
135 136
137
138 139

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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.