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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
UST icon
4001
ProShares Ultra 7-10 Year Treasury
UST
$15.1M
$0 ﹤0.01%
1
– –
UUP icon
4002
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
$0 ﹤0.01%
1
– –
UVSP icon
4003
Univest Financial
UVSP
$1.21B
– –
-120
Closed -$3K
UWM icon
4004
ProShares Ultra Russell2000
UWM
$243M
$0 ﹤0.01%
4
– –
UXI icon
4005
ProShares Ultra Industrials
UXI
$32.9M
$0 ﹤0.01%
12
– –
UYG icon
4006
ProShares Ultra Financials
UYG
$850M
$0 ﹤0.01%
6
– –
UYM icon
4007
ProShares Ultra Materials
UYM
$39.6M
$0 ﹤0.01%
4
– –
VAW icon
4008
Vanguard Materials ETF
VAW
$3.08B
$0 ﹤0.01%
1
– –
VB icon
4009
Vanguard Morningstar Small-Cap ETF
VB
$81.3B
$0 ﹤0.01%
1
– –
VBR icon
4010
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.7B
$0 ﹤0.01%
1
-207
-100% -$26.2K
VCIT icon
4011
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.1B
$0 ﹤0.01%
1
– –
VCLT icon
4012
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.83B
$0 ﹤0.01%
1
– –
VCR icon
4013
Vanguard Consumer Discretionary ETF
VCR
$6.23B
$0 ﹤0.01%
1
– –
VCSH icon
4014
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$0 ﹤0.01%
1
– –
VDC icon
4015
Vanguard Consumer Staples ETF
VDC
$7.96B
$0 ﹤0.01%
1
– –
VEA icon
4016
Vanguard FTSE Developed Markets ETF
VEA
$234B
$0 ﹤0.01%
1
– –
VDE icon
4017
Vanguard Energy ETF
VDE
$9.85B
$0 ﹤0.01%
1
-181
-99% -$16.6K
VEGI icon
4018
iShares MSCI Agriculture Producers ETF
VEGI
$146M
$0 ﹤0.01%
1
– –
VEGA icon
4019
AdvisorShares STAR Global Buy-Write ETF
VEGA
$90.6M
$0 ﹤0.01%
1
– –
VET icon
4020
Vermilion Energy
VET
$1.68B
– –
-371
Closed -$12K
VEU icon
4021
Vanguard FTSE All-World ex-US ETF
VEU
$67.8B
$0 ﹤0.01%
5
+4
+400% +$192
VFH icon
4022
Vanguard Financials ETF
VFH
$13.7B
$0 ﹤0.01%
1
-534
-100% -$34.7K
VGIT icon
4023
Vanguard Intermediate-Term Treasury ETF
VGIT
$41.6B
$0 ﹤0.01%
1
– –
VGK icon
4024
Vanguard FTSE Europe ETF
VGK
$31.1B
$0 ﹤0.01%
1
– –
VGLT icon
4025
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
$0 ﹤0.01%
1
– –
159 160
161
162 163

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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.