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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
SMIN icon
3851
iShares MSCI India Small-Cap ETF
SMIN
$766M
$0 ﹤0.01%
1
– –
SMLV icon
3852
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$253M
$0 ﹤0.01%
1
– –
SMMU icon
3853
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.18B
$0 ﹤0.01%
1
– –
SMOG icon
3854
VanEck Low Carbon Energy ETF
SMOG
$134M
$0 ﹤0.01%
1
– –
SNA icon
3855
Snap-on
SNA
$19.5B
– –
-4
Closed -$1K
SNV
3856
DELISTED
Synovus
SNV
– –
-4,886
Closed -$224K
SNY icon
3857
CALL
Sanofi
SNY
$103B
– –
-76,600
Closed -$3.42M
SOCL icon
3858
Global X Social Media ETF
SOCL
$89.5M
$0 ﹤0.01%
1
– –
SOXL icon
3859
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$21.6B
$0 ﹤0.01%
60
-975
-94% -$6.74K
SOXX icon
3860
iShares Semiconductor ETF
SOXX
$43.8B
$0 ﹤0.01%
3
– –
SPAB icon
3861
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$10.2B
$0 ﹤0.01%
2
– –
SPBO icon
3862
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.15B
$0 ﹤0.01%
1
– –
SPEM icon
3863
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.9B
$0 ﹤0.01%
2
– –
SPEU icon
3864
State Street SPDR Portfolio Europe ETF
SPEU
$726M
$0 ﹤0.01%
1
– –
SPFF icon
3865
Global X SuperIncome Preferred ETF
SPFF
$142M
$0 ﹤0.01%
1
– –
SPGI icon
3866
S&P Global
SPGI
$123B
– –
-8
Closed -$2K
SPGM icon
3867
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.75B
$0 ﹤0.01%
2
– –
SPGP icon
3868
Invesco S&P 500 GARP ETF
SPGP
$2.19B
$0 ﹤0.01%
1
– –
SPHB icon
3869
Invesco S&P 500 High Beta ETF
SPHB
$913M
$0 ﹤0.01%
1
– –
SPHD icon
3870
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.36B
$0 ﹤0.01%
1
-696
-100% -$28.1K
SPHQ icon
3871
Invesco S&P 500 Quality ETF
SPHQ
$18.7B
$0 ﹤0.01%
3
-30
-91% -$902
SPHY icon
3872
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$12B
$0 ﹤0.01%
1
– –
SPIP icon
3873
State Street SPDR Portfolio TIPS ETF
SPIP
$1.03B
$0 ﹤0.01%
2
– –
SPIB icon
3874
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.6B
$0 ﹤0.01%
1
– –
SPLB icon
3875
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.24B
$0 ﹤0.01%
1
– –
153 154
155
156 157

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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.