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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
VPL icon
4051
Vanguard FTSE Pacific ETF
VPL
$8.75B
$0 ﹤0.01%
1
– –
VPU
4052
Vanguard Utilities ETF
VPU
$8.31B
$0 ﹤0.01%
1
– –
VRE
4053
DELISTED
Veris Residential
VRE
– –
-187
Closed -$4K
VRP icon
4054
Invesco Variable Rate Preferred ETF
VRP
$3.01B
$0 ﹤0.01%
9
+8
+800% +$191
VRSK icon
4055
Verisk Analytics
VRSK
$23.2B
– –
-223
Closed -$27K
VSAT icon
4056
Viasat
VSAT
$9.97B
– –
-711
Closed -$45K
VSH icon
4057
CALL
Vishay Intertechnology
VSH
$4.86B
– –
-20,000
Closed -$407K
VSS icon
4058
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$12B
$0 ﹤0.01%
1
– –
VSTM icon
4059
Verastem
VSTM
$719M
– –
-62
Closed -$5K
VT icon
4060
Vanguard Total World Stock ETF
VT
$81.6B
$0 ﹤0.01%
1
– –
VTHR icon
4061
Vanguard Russell 3000 ETF
VTHR
$4.8B
$0 ﹤0.01%
1
– –
VTI icon
4062
Vanguard Morningstar Total Stock Market ETF
VTI
$686B
$0 ﹤0.01%
1
– –
VTIP icon
4063
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.6B
$0 ﹤0.01%
1
– –
VTV icon
4064
Vanguard Morningstar Value ETF
VTV
$191B
$0 ﹤0.01%
1
-28
-97% -$2.94K
VTWG icon
4065
Vanguard Russell 2000 Growth ETF
VTWG
$1.48B
$0 ﹤0.01%
1
– –
VTWO icon
4066
Vanguard Russell 2000 ETF
VTWO
$17.1B
$0 ﹤0.01%
2
-254
-99% -$15.2K
VTWV icon
4067
Vanguard Russell 2000 Value ETF
VTWV
$1.37B
$0 ﹤0.01%
1
– –
VUG icon
4068
Vanguard Morningstar Growth ETF
VUG
$226B
$0 ﹤0.01%
6
– –
VUSE icon
4069
Vident US Equity Strategy ETF
VUSE
$673M
$0 ﹤0.01%
1
– –
VV icon
4070
Vanguard Morningstar Large-Cap ETF
VV
$54B
$0 ﹤0.01%
1
-50
-98% -$6.19K
VWOB icon
4071
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.33B
$0 ﹤0.01%
1
– –
VXF icon
4072
Vanguard Extended Market ETF
VXF
$31B
$0 ﹤0.01%
1
– –
VXUS icon
4073
Vanguard Total International Stock ETF
VXUS
$165B
$0 ﹤0.01%
1
– –
VYM icon
4074
Vanguard High Dividend Yield ETF
VYM
$82.5B
$0 ﹤0.01%
1
– –
WABC icon
4075
Westamerica Bancorp
WABC
$1.35B
– –
-126
Closed -$8K
161 162
163
164 165

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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.