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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
WY icon
4101
CALL
Weyerhaeuser
WY
$16.3B
– –
-122,700
Closed -$3.96M
XAR icon
4102
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.54B
$0 ﹤0.01%
2
– –
XEL icon
4103
Xcel Energy
XEL
$47.6B
– –
-13
Closed -$1K
XHE icon
4104
State Street SPDR S&P Health Care Equipment ETF
XHE
$174M
$0 ﹤0.01%
2
– –
XHS icon
4105
State Street SPDR S&P Health Care Services ETF
XHS
$221M
$0 ﹤0.01%
2
– –
XHR
4106
Xenia Hotels & Resorts
XHR
$1.63B
– –
-153
Closed -$4K
XLG icon
4107
Invesco S&P 500 Top 50 ETF
XLG
$11.1B
$0 ﹤0.01%
10
– –
XLRE icon
4108
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.16B
$0 ﹤0.01%
1
– –
XMHQ icon
4109
Invesco S&P MidCap Quality ETF
XMHQ
$5.48B
$0 ﹤0.01%
1
– –
XMLV icon
4110
Invesco S&P MidCap Low Volatility ETF
XMLV
$733M
$0 ﹤0.01%
1
– –
XMMO icon
4111
Invesco S&P MidCap Momentum ETF
XMMO
$7.35B
$0 ﹤0.01%
1
– –
XMPT icon
4112
VanEck CEF Muni Income ETF
XMPT
$213M
$0 ﹤0.01%
1
– –
XMVM icon
4113
Invesco S&P MidCap Value with Momentum ETF
XMVM
$518M
$0 ﹤0.01%
1
– –
XNTK icon
4114
State Street SPDR NYSE Technology ETF
XNTK
$1.92B
$0 ﹤0.01%
2
– –
XOMA
4115
DELISTED
Xoma
XOMA
– –
-3,068
Closed -$54K
XPH icon
4116
State Street SPDR S&P Pharmaceuticals ETF
XPH
$607M
$0 ﹤0.01%
2
– –
XPO icon
4117
PUT
XPO
XPO
$21.6B
– –
-130,113
Closed -$5.14M
XPP icon
4118
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$7.92M
$0 ﹤0.01%
1
– –
XSD icon
4119
State Street SPDR S&P Semiconductor ETF
XSD
$2.64B
$0 ﹤0.01%
2
– –
XSLV icon
4120
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
$0 ﹤0.01%
1
– –
XSMO icon
4121
Invesco S&P SmallCap Momentum ETF
XSMO
$2.98B
$0 ﹤0.01%
1
– –
XSVM icon
4122
Invesco S&P SmallCap Value with Momentum ETF
XSVM
$639M
$0 ﹤0.01%
1
– –
XSW icon
4123
State Street SPDR S&P Software & Services ETF
XSW
$476M
$0 ﹤0.01%
2
– –
XTL icon
4124
State Street SPDR S&P Telecom ETF
XTL
$581M
$0 ﹤0.01%
1
– –
XTN icon
4125
State Street SPDR S&P Transportation ETF
XTN
$343M
$0 ﹤0.01%
2
– –
163 164
165
166 167

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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.