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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
RSPN icon
3776
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.13B
$0 ﹤0.01%
5
– –
RSPS icon
3777
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$256M
$0 ﹤0.01%
5
– –
RSPU icon
3778
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$526M
$0 ﹤0.01%
2
– –
RSPT icon
3779
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.84B
$0 ﹤0.01%
10
– –
RTH icon
3780
VanEck Retail ETF
RTH
$262M
$0 ﹤0.01%
1
– –
RVNU icon
3781
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$144M
$0 ﹤0.01%
1
– –
RWJ icon
3782
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.09B
$0 ﹤0.01%
3
– –
RWK icon
3783
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.34B
$0 ﹤0.01%
1
– –
RWO icon
3784
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
$0 ﹤0.01%
1
– –
RWL icon
3785
Invesco S&P 500 Revenue ETF
RWL
$9.83B
$0 ﹤0.01%
1
– –
RXI icon
3786
iShares Global Consumer Discretionary ETF
RXI
$274M
$0 ﹤0.01%
1
– –
RWX icon
3787
State Street SPDR Dow Jones International Real Estate ETF
RWX
$269M
$0 ﹤0.01%
1
-220
-100% -$8.11K
RXL icon
3788
ProShares Ultra Health Care
RXL
$86M
$0 ﹤0.01%
8
– –
RZG icon
3789
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$141M
$0 ﹤0.01%
3
– –
RZV icon
3790
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$301M
$0 ﹤0.01%
1
– –
SAA icon
3791
ProShares Ulta SmallCap600
SAA
$30.4M
$0 ﹤0.01%
10
– –
SAFE
3792
Safehold
SAFE
$1.14B
$0 ﹤0.01%
1
-871
-100% -$44.1K
SBAC icon
3793
SBA Communications
SBAC
$19.5B
– –
-922
Closed -$150K
SBAC icon
3794
PUT
SBA Communications
SBAC
$19.5B
– –
-20,000
Closed -$3.21M
SBCF icon
3795
Seacoast Banking Corp of Florida
SBCF
$3.35B
– –
-258
Closed -$8K
SBB icon
3796
ProShares Short SmallCap600
SBB
$3.37M
$0 ﹤0.01%
1
– –
SBGI icon
3797
CALL
Sinclair Inc
SBGI
$1.05B
– –
-26,500
Closed -$751K
SBGI icon
3798
PUT
Sinclair Inc
SBGI
$1.05B
– –
-34,700
Closed -$984K
SBS icon
3799
Sabesp
SBS
$18.9B
– –
-31
Closed –
SBSI icon
3800
Southside Bancshares
SBSI
$980M
– –
-130
Closed -$5K
150 151
152
153 154

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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.