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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
SCHA icon
3801
Schwab U.S Small- Cap ETF
SCHA
$22.6B
$0 ﹤0.01%
4
– –
SCHB icon
3802
Schwab US Broad Market ETF
SCHB
$44.3B
$0 ﹤0.01%
6
– –
SCHC icon
3803
Schwab International Small-Cap Equity ETF
SCHC
$5.74B
$0 ﹤0.01%
1
– –
SCHD icon
3804
Schwab US Dividend Equity ETF
SCHD
$110B
$0 ﹤0.01%
3
-1,224
-100% -$20.4K
SCHE icon
3805
Schwab Emerging Markets Equity ETF
SCHE
$13.1B
$0 ﹤0.01%
1
-821
-100% -$19.9K
SCHF icon
3806
Schwab International Equity ETF
SCHF
$69.5B
$0 ﹤0.01%
2
– –
SCHG icon
3807
Schwab US Large-Cap Growth ETF
SCHG
$62B
$0 ﹤0.01%
8
– –
SCHH icon
3808
Schwab US REIT ETF
SCHH
$11.1B
$0 ﹤0.01%
2
– –
SCHO icon
3809
Schwab Short-Term US Treasury ETF
SCHO
$15.2B
$0 ﹤0.01%
2
– –
SCHP icon
3810
Schwab US TIPS ETF
SCHP
$16.1B
$0 ﹤0.01%
2
-38
-95% -$1.01K
SCHR
3811
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.4B
$0 ﹤0.01%
2
– –
SCHV
3812
Schwab US Large-Cap Value ETF
SCHV
$15.7B
$0 ﹤0.01%
3
– –
SCHX icon
3813
Schwab US Large- Cap ETF
SCHX
$73.6B
$0 ﹤0.01%
6
– –
SCHZ icon
3814
Schwab US Aggregate Bond ETF
SCHZ
$10.7B
$0 ﹤0.01%
2
– –
SCJ icon
3815
iShares MSCI Japan Small-Cap ETF
SCJ
$262M
$0 ﹤0.01%
1
– –
SCO icon
3816
ProShares UltraShort Bloomberg Crude Oil
SCO
$757M
– –
0
– –
SCYX icon
3817
CALL
SCYNEXIS
SCYX
$48.9M
– –
-313
Closed -$30K
SCZ icon
3818
iShares MSCI EAFE Small-Cap ETF
SCZ
$13B
$0 ﹤0.01%
1
– –
SDD icon
3819
ProShares UltraShort SmallCap600
SDD
$1.43M
– –
0
– –
SDOG icon
3820
ALPS Sector Dividend Dogs ETF
SDOG
$1.42B
$0 ﹤0.01%
1
– –
SE icon
3821
Sea Limited
SE
$66.6B
– –
-72,869
Closed -$1.01M
SDY icon
3822
State Street SPDR S&P Dividend ETF
SDY
$21.4B
$0 ﹤0.01%
1
-276
-100% -$26K
SFBS
3823
ServisFirst Bancshares
SFBS
$4.6B
– –
-762
Closed -$15K
SFIX
3824
CALL
Stitch Fix
SFIX
$386M
– –
-100,000
Closed -$4.38M
SFIX
3825
PUT
Stitch Fix
SFIX
$386M
– –
-40,000
Closed -$1.75M
151 152
153
154 155

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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.