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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
-14.77%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$75.6B
AUM Growth
-$6.3B
Cap. Flow
+$6.45B
Cap. Flow %
8.53%
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 Financials 1.17%
2 Technology 1.06%
3 Communication Services 0.75%
4 Consumer Discretionary 0.72%
5 Industrials 0.47%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XHB icon
2601
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
$4K ﹤0.01%
118
+117
+11,700% +$4.03K
XYL icon
2602
Xylem
XYL
$28.1B
$4K ﹤0.01%
+53
New +$3.67K
AYX
2603
DELISTED
Alteryx Inc
AYX
$4K ﹤0.01%
+74
New +$4.02K
SRC
2604
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$4K ﹤0.01%
+127
New +$4.89K
WBT
2605
DELISTED
Welbilt, Inc.
WBT
$4K ﹤0.01%
333
-1,071
-76% -$16.5K
RP
2606
DELISTED
RealPage, Inc.
RP
$4K ﹤0.01%
+93
New +$4.86K
I
2607
CALL
DELISTED
INTELSAT S. A.
I
$4K ﹤0.01%
+200
New +$5.41K
I
2608
PUT
DELISTED
INTELSAT S. A.
I
$4K ﹤0.01%
200
-22,400
-99% -$605K
GWR
2609
DELISTED
Genesee & Wyoming Inc.
GWR
$4K ﹤0.01%
+51
New +$4.09K
ARRY
2610
DELISTED
Array Biopharma Inc
ARRY
$4K ﹤0.01%
+294
New +$4.46K
KEYW
2611
DELISTED
The KEYW Holding Corporation
KEYW
$4K ﹤0.01%
+601
New +$5.09K
TFCF
2612
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$4K ﹤0.01%
85
-2,321
-96% -$109K
ENLK
2613
DELISTED
EnLink Midstream Partners, LP
ENLK
$4K ﹤0.01%
+393
New +$5.8K
KEM
2614
CALL
DELISTED
KEMET Corporation
KEM
$4K ﹤0.01%
200
-43,400
-100% -$812K
ABM icon
2615
ABM Industries
ABM
$2.84B
$3K ﹤0.01%
95
+55
+138% +$1.68K
AES icon
2616
AES
AES
$10.5B
$3K ﹤0.01%
180
+163
+959% +$2.45K
AVT icon
2617
Avnet
AVT
$7.92B
$3K ﹤0.01%
+83
New +$3.39K
AXDX
2618
CALL
DELISTED
Accelerate Diagnostics
AXDX
$3K ﹤0.01%
+30
New +$4.45K
BCS icon
2619
Barclays
BCS
$94.1B
$3K ﹤0.01%
+481
New +$3.88K
CDZI icon
2620
Cadiz
CDZI
$291M
$3K ﹤0.01%
+315
New +$3.33K
CINF icon
2621
Cincinnati Financial
CINF
$27.1B
$3K ﹤0.01%
+36
New +$2.8K
DBA icon
2622
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
$3K ﹤0.01%
+200
New +$3.47K
DBEU icon
2623
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$786M
$3K ﹤0.01%
124
+123
+12,300% +$3.29K
DRH icon
2624
Diamondrock Hospitality Co
DRH
$2.56B
$3K ﹤0.01%
383
+153
+67% +$1.58K
ECPG icon
2625
Encore Capital Group
ECPG
$2.13B
$3K ﹤0.01%
+123
New +$3.3K
103 104
105
106 107

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HF
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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 $6.45B 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 Financials at 1.2% of assets, up from 0.46% a quarter earlier, followed by Technology and Communication Services.

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.