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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
SPYM
3876
State Street SPDR Portfolio S&P 500 ETF
SPYM
$167B
$0 ﹤0.01%
4
– –
SPLV icon
3877
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
$0 ﹤0.01%
1
– –
SPMB icon
3878
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.98B
$0 ﹤0.01%
1
– –
SPMD icon
3879
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.6B
$0 ﹤0.01%
3
– –
SPR
3880
CALL
DELISTED
Spirit AeroSystems
SPR
– –
-1,087,600
Closed -$99.7M
SPR
3881
PUT
DELISTED
Spirit AeroSystems
SPR
– –
-1,350,200
Closed -$124M
SPSB icon
3882
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
$0 ﹤0.01%
1
– –
SPSM icon
3883
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.3B
$0 ﹤0.01%
3
– –
SPTI icon
3884
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$0 ﹤0.01%
2
– –
SPTL icon
3885
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.6B
$0 ﹤0.01%
2
– –
SPTM icon
3886
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$0 ﹤0.01%
7
+1
+17% +$33
SPTS icon
3887
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$6.11B
$0 ﹤0.01%
1
– –
SPVM icon
3888
Invesco S&P 500 Value with Momentum ETF
SPVM
$131M
$0 ﹤0.01%
1
– –
SPXL icon
3889
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
$0 ﹤0.01%
4
– –
SPYG icon
3890
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.1B
$0 ﹤0.01%
4
– –
SPYV icon
3891
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.6B
$0 ﹤0.01%
4
– –
SR icon
3892
Spire
SR
$4.78B
– –
-51
Closed -$4K
SRDX
3893
DELISTED
Surmodics
SRDX
– –
-220
Closed -$16K
SRE icon
3894
Sempra
SRE
$55.1B
– –
-386
Closed -$22K
SRG
3895
CALL
Seritage Growth Properties
SRG
$136M
– –
-190,000
Closed -$9.02M
SRG
3896
Seritage Growth Properties
SRG
$136M
$0 ﹤0.01%
+1
New +$39
SRLN icon
3897
State Street Blackstone Senior Loan ETF
SRLN
$5.33B
$0 ﹤0.01%
1
– –
SSD icon
3898
Simpson Manufacturing
SSD
$7.96B
– –
-547
Closed -$40K
SSO icon
3899
ProShares Ultra S&P500
SSO
$8.26B
$0 ﹤0.01%
16
– –
ST icon
3900
Sensata Technologies
ST
$6.74B
– –
-579
Closed -$29K
154 155
156
157 158

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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.