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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
CIM
2151
Chimera Investment
CIM
$963M
$47K ﹤0.01%
+873
New +$47.8K
GD icon
2152
CALL
General Dynamics
GD
$95.4B
$47K ﹤0.01%
+300
New +$53.8K
GLPI icon
2153
Gaming and Leisure Properties
GLPI
$12.1B
$47K ﹤0.01%
+1,450
New +$49.1K
HR icon
2154
Healthcare Realty
HR
$6.48B
$47K ﹤0.01%
1,850
+702
+61% +$18.6K
TBHC
2155
DELISTED
The Brand House Collective
TBHC
$47K ﹤0.01%
+4,924
New +$47.8K
MCO icon
2156
Moody's
MCO
$82.2B
$47K ﹤0.01%
+338
New +$51K
RILY icon
2157
BRC Group Holdings
RILY
$273M
$47K ﹤0.01%
3,318
– –
SAMG icon
2158
Silvercrest Asset Management
SAMG
$78.6M
$47K ﹤0.01%
3,543
+1,244
+54% +$17.3K
SGA icon
2159
Saga Communications
SGA
$55.4M
$47K ﹤0.01%
1,427
– –
AGTC
2160
CALL
DELISTED
Applied Genetic Technologies Corporation
AGTC
$47K ﹤0.01%
+18,700
New +$110K
REGI
2161
DELISTED
Renewable Energy Group, Inc.
REGI
$47K ﹤0.01%
1,836
-272
-13% -$7.35K
BG icon
2162
Bunge Global
BG
$23.7B
$46K ﹤0.01%
856
-22,248
-96% -$1.37M
BXC icon
2163
BlueLinx
BXC
$629M
$46K ﹤0.01%
1,844
+222
+14% +$5.45K
DY icon
2164
Dycom Industries
DY
$8.76B
$46K ﹤0.01%
+857
New +$57.6K
EIG icon
2165
Employers Holdings
EIG
$881M
$46K ﹤0.01%
1,101
-244
-18% -$10.7K
FAF icon
2166
First American
FAF
$7.3B
$46K ﹤0.01%
+1,024
New +$47.5K
GPI icon
2167
Group 1 Automotive
GPI
$3.43B
$46K ﹤0.01%
+881
New +$49K
HEES
2168
DELISTED
H&E Equipment Services
HEES
$46K ﹤0.01%
+2,235
New +$54.8K
KRO icon
2169
KRONOS Worldwide
KRO
$974M
$46K ﹤0.01%
3,966
+328
+9% +$4.42K
PAG icon
2170
Penske Automotive Group
PAG
$14.3B
$46K ﹤0.01%
1,135
-47
-4% -$2.03K
RGA icon
2171
Reinsurance Group of America
RGA
$16B
$46K ﹤0.01%
331
-416
-56% -$59K
STWD icon
2172
Starwood Property Trust
STWD
$5.87B
$46K ﹤0.01%
2,340
+458
+24% +$9.88K
UFPI icon
2173
UFP Industries
UFPI
$4.53B
$46K ﹤0.01%
+1,789
New +$51.4K
UTHR icon
2174
United Therapeutics
UTHR
$21.7B
$46K ﹤0.01%
+419
New +$48.6K
CNS icon
2175
Cohen & Steers
CNS
$3.97B
$45K ﹤0.01%
1,325
+260
+24% +$9.62K
85 86
87
88 89

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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.