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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
SFNC icon
3826
Simmons First National
SFNC
$3.31B
– –
-435
Closed -$13K
SGDM icon
3827
Sprott Gold Miners ETF
SGDM
$733M
$0 ﹤0.01%
1
– –
SGMO
3828
CALL
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-59,600
Closed -$1.01M
SGOL icon
3829
abrdn Physical Gold Shares ETF
SGOL
$7.35B
$0 ﹤0.01%
10
– –
SHM icon
3830
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.51B
$0 ﹤0.01%
1
– –
SHV icon
3831
iShares 0-1 Year Treasury Bond ETF
SHV
$20.9B
$0 ﹤0.01%
1
– –
SHYD icon
3832
VanEck Short High Yield Muni ETF
SHYD
$453M
$0 ﹤0.01%
1
– –
SHY icon
3833
iShares 1-3 Year Treasury Bond ETF
SHY
$26.2B
$0 ﹤0.01%
1
– –
SHYG icon
3834
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.74B
– –
-2,720
Closed -$128K
SIGI icon
3835
Selective Insurance
SIGI
$5.37B
– –
-51
Closed -$3K
SIJ icon
3836
ProShares UltraShort Industrials
SIJ
$6.49M
– –
0
– –
SILJ icon
3837
Amplify Junior Silver Miners ETF
SILJ
$4.19B
$0 ﹤0.01%
1
– –
SIVR icon
3838
abrdn Physical Silver Shares ETF
SIVR
$4.54B
$0 ﹤0.01%
1
– –
SIZE icon
3839
iShares MSCI USA Size Factor ETF
SIZE
$430M
$0 ﹤0.01%
1
– –
SJB icon
3840
ProShares Short High Yield
SJB
$45.7M
$0 ﹤0.01%
1
– –
SJNK icon
3841
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.75B
$0 ﹤0.01%
1
– –
SLVO icon
3842
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$12.8M
– –
0
– –
SLVP icon
3843
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$1.03B
$0 ﹤0.01%
1
– –
SLX icon
3844
VanEck Steel ETF
SLX
$174M
$0 ﹤0.01%
1
– –
SLYG icon
3845
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$4.93B
$0 ﹤0.01%
4
– –
SLYV icon
3846
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.95B
$0 ﹤0.01%
2
– –
SM icon
3847
SM Energy
SM
$9.03B
– –
-890
Closed -$28K
SMB icon
3848
VanEck Short Muni ETF
SMB
$315M
$0 ﹤0.01%
1
– –
SMDD icon
3849
ProShares UltraPro Short MidCap400
SMDD
$1.92M
– –
0
– –
SMG icon
3850
ScottsMiracle-Gro
SMG
$3.31B
– –
-86
Closed -$7K
152 153
154
155 156

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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.