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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
ISTB icon
3426
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.13B
$0 ﹤0.01%
2
– –
ITA icon
3427
iShares US Aerospace & Defense ETF
ITA
$14.7B
$0 ﹤0.01%
2
– –
ITM icon
3428
VanEck Intermediate Muni ETF
ITM
$2.15B
$0 ﹤0.01%
+2
New +$93
ITOT icon
3429
iShares Core S&P Total US Stock Market ETF
ITOT
$97.8B
$0 ﹤0.01%
2
– –
IUSB icon
3430
iShares Core Universal USD Bond ETF
IUSB
$43.1B
$0 ﹤0.01%
2
– –
IUSV icon
3431
iShares Core S&P US Value ETF
IUSV
$27.7B
$0 ﹤0.01%
3
– –
IUSG icon
3432
iShares Core S&P US Growth ETF
IUSG
$33.7B
$0 ﹤0.01%
2
-523
-100% -$29.6K
IVE icon
3433
iShares S&P 500 Value ETF
IVE
$49.8B
$0 ﹤0.01%
1
– –
IVOG icon
3434
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.7B
$0 ﹤0.01%
2
– –
IVOO icon
3435
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.83B
$0 ﹤0.01%
2
– –
IVOV icon
3436
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.36B
$0 ﹤0.01%
2
– –
IVV icon
3437
iShares Core S&P 500 ETF
IVV
$902B
$0 ﹤0.01%
1
-34
-97% -$9.23K
IVW icon
3438
iShares S&P 500 Growth ETF
IVW
$77.6B
$0 ﹤0.01%
4
-416
-99% -$16.8K
IWB icon
3439
iShares Russell 1000 ETF
IWB
$50.1B
$0 ﹤0.01%
1
– –
IWC icon
3440
iShares Micro-Cap ETF
IWC
$1.52B
$0 ﹤0.01%
1
– –
IWD icon
3441
iShares Russell 1000 Value ETF
IWD
$83.7B
$0 ﹤0.01%
1
– –
IWF icon
3442
iShares Russell 1000 Growth ETF
IWF
$128B
$0 ﹤0.01%
4
– –
IWL icon
3443
iShares Russell Top 200 ETF
IWL
$2.28B
$0 ﹤0.01%
1
– –
IWN icon
3444
iShares Russell 2000 Value ETF
IWN
$14.6B
$0 ﹤0.01%
1
– –
IWO icon
3445
iShares Russell 2000 Growth ETF
IWO
$15.1B
$0 ﹤0.01%
1
– –
IWP icon
3446
iShares Russell Mid-Cap Growth ETF
IWP
$20.7B
$0 ﹤0.01%
2
– –
IWR icon
3447
iShares Russell Mid-Cap ETF
IWR
$57.4B
$0 ﹤0.01%
4
– –
IWS icon
3448
iShares Russell Mid-Cap Value ETF
IWS
$16B
$0 ﹤0.01%
1
-67
-99% -$5.61K
IWV icon
3449
iShares Russell 3000 ETF
IWV
$20.3B
$0 ﹤0.01%
1
– –
IWX icon
3450
iShares Russell Top 200 Value ETF
IWX
$4.07B
$0 ﹤0.01%
1
– –
136 137
138
139 140

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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.