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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
TECH icon
3926
Bio-Techne
TECH
$11.2B
– –
-200
Closed -$10K
TECK icon
3927
Teck Resources
TECK
$32.4B
– –
-1,146
Closed -$28K
TECL icon
3928
Direxion Daily Technology Bull 3x ETF
TECL
$5.97B
$0 ﹤0.01%
40
– –
TFI icon
3929
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.13B
$0 ﹤0.01%
1
– –
TFLO icon
3930
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
$0 ﹤0.01%
1
– –
TGTX icon
3931
CALL
TG Therapeutics
TGTX
$7.59B
– –
-75,000
Closed -$420K
TGTX icon
3932
TG Therapeutics
TGTX
$7.59B
– –
-34,986
Closed -$196K
TGTX icon
3933
PUT
TG Therapeutics
TGTX
$7.59B
– –
-47,500
Closed -$266K
THD icon
3934
iShares MSCI Thailand ETF
THD
$368M
$0 ﹤0.01%
1
– –
THS
3935
DELISTED
Treehouse Foods
THS
– –
-30
Closed -$1K
TILT icon
3936
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.24B
$0 ﹤0.01%
1
– –
TIPX icon
3937
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$1.99B
$0 ﹤0.01%
1
– –
TIPZ icon
3938
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.2M
$0 ﹤0.01%
1
– –
TLH icon
3939
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
$0 ﹤0.01%
1
– –
TLTD icon
3940
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$681M
$0 ﹤0.01%
1
– –
TLTE icon
3941
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$344M
$0 ﹤0.01%
1
– –
TMF icon
3942
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.16B
– –
0
– –
TMHC
3943
DELISTED
Taylor Morrison
TMHC
$0 ﹤0.01%
+1
New +$16
TNA icon
3944
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.41B
$0 ﹤0.01%
2
– –
TNL icon
3945
CALL
Travel + Leisure Co
TNL
$4.74B
– –
-17,000
Closed -$737K
TOK icon
3946
iShares MSCI Kokusai Fund
TOK
$255M
$0 ﹤0.01%
1
– –
TOLZ icon
3947
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$174M
$0 ﹤0.01%
1
– –
TQQQ icon
3948
ProShares UltraPro QQQ
TQQQ
$36.6B
$0 ﹤0.01%
48
– –
TRGP icon
3949
Targa Resources
TRGP
$57.6B
$0 ﹤0.01%
+1
New +$48
TRI icon
3950
CALL
Thomson Reuters
TRI
$43.7B
– –
-10,082
Closed -$534K
156 157
158
159 160

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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.