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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
LEN.B icon
3501
Lennar Class B
LEN.B
$19.1B
$0 ﹤0.01%
7
– –
LGLV icon
3502
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.2B
$0 ﹤0.01%
1
– –
LH icon
3503
Labcorp
LH
$26B
– –
-7,975
Closed -$1.19M
LH icon
3504
PUT
Labcorp
LH
$26B
– –
-29,100
Closed -$4.34M
LIVN icon
3505
CALL
LivaNova
LIVN
$4.35B
– –
-25,000
Closed -$3.1M
LIVN icon
3506
PUT
LivaNova
LIVN
$4.35B
– –
-20,000
Closed -$2.48M
LNTH icon
3507
Lantheus
LNTH
$6.58B
– –
-3,732
Closed -$56K
LOB icon
3508
CALL
Live Oak Bancshares
LOB
$1.8B
– –
-50,000
Closed -$1.34M
LOCO icon
3509
El Pollo Loco
LOCO
$459M
– –
-283,594
Closed -$3.56M
LOCO icon
3510
PUT
El Pollo Loco
LOCO
$459M
– –
-342,300
Closed -$4.3M
LPL icon
3511
LG Display
LPL
$3.22B
– –
-37
Closed –
LPLA icon
3512
LPL Financial
LPLA
$27.5B
– –
-497
Closed -$32K
LQDH icon
3513
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$555M
$0 ﹤0.01%
1
-4
-80% -$378
LSCC icon
3514
Lattice Semiconductor
LSCC
$16.4B
– –
-30
Closed -$202
LSTR icon
3515
Landstar System
LSTR
$5.89B
– –
-279
Closed -$34K
LTPZ icon
3516
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$887M
$0 ﹤0.01%
1
– –
LW icon
3517
Lamb Weston
LW
$6.62B
– –
-454
Closed -$30K
LXP icon
3518
LXP Industrial Trust
LXP
$3.58B
– –
-78
Closed -$3K
MAC icon
3519
PUT
Macerich
MAC
$6.53B
– –
-100,000
Closed -$5.53M
MAG
3520
DELISTED
MAG Silver
MAG
– –
-394
Closed -$3K
MAR icon
3521
PUT
Marriott International
MAR
$86.4B
– –
-1,200
Closed -$158K
MBB icon
3522
iShares MBS ETF
MBB
$39.3B
$0 ﹤0.01%
1
– –
MBUU icon
3523
Malibu Boats
MBUU
$509M
– –
-766
Closed -$42K
MCHI icon
3524
iShares MSCI China ETF
MCHI
$6.14B
$0 ﹤0.01%
1
– –
MDIV icon
3525
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$431M
$0 ﹤0.01%
1
– –
139 140
141
142 143

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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.