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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
ZVO
4251
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-24,123
Closed -$245K
ZVO
4252
PUT
DELISTED
Zovio Inc. Common Stock
ZVO
– –
-60,000
Closed -$610K
DWPP
4253
DELISTED
First Trust Dorsey Wright People's Portfolio ETF
DWPP
$0 ﹤0.01%
1
– –
RJA
4254
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$0 ﹤0.01%
1
– –
RJN
4255
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total Return
RJN
$0 ﹤0.01%
1
– –
RJI
4256
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$0 ﹤0.01%
1
– –
RJZ
4257
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total Return
RJZ
$0 ﹤0.01%
1
– –
CAPD
4258
DELISTED
iPath Shiller CAPE ETN
CAPD
$0 ﹤0.01%
10
– –
WBII
4259
DELISTED
WBI BullBear Global Income ETF
WBII
$0 ﹤0.01%
1
– –
MENV
4260
DELISTED
AdvisorShares North Square McKee ESG Core Bond ETF
MENV
$0 ﹤0.01%
1
– –
POLY
4261
DELISTED
Plantronics, Inc.
POLY
– –
-323
Closed -$19K
ICOL
4262
DELISTED
iShares MSCI Colombia ETF
ICOL
$0 ﹤0.01%
1
– –
RDUS
4263
DELISTED
Radius Health, Inc.
RDUS
– –
-3,534
Closed -$63K
ACC
4264
PUT
DELISTED
American Campus Communities, Inc.
ACC
– –
-68,600
Closed -$2.82M
NPTN
4265
DELISTED
NEOPHOTONICS CORP
NPTN
– –
-52
Closed –
MTOR
4266
DELISTED
MERITOR, Inc.
MTOR
– –
-1,612
Closed -$31K
SAFM
4267
DELISTED
Sanderson Farms Inc
SAFM
– –
-758
Closed -$78K
MIC
4268
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-55,100
Closed -$2.54M
APTS
4269
DELISTED
Preferred Apartment Communities, Inc.
APTS
– –
-61
Closed -$1K
MIME
4270
DELISTED
Mimecast Limited
MIME
– –
-14,807
Closed -$620K
XENT
4271
PUT
DELISTED
Intersect ENT, Inc
XENT
– –
-50,000
Closed -$1.44M
EUFX
4272
DELISTED
ProShares Short Euro
EUFX
$0 ﹤0.01%
1
– –
CROC
4273
DELISTED
ProShares UltraShort Australian Dollar
CROC
$0 ﹤0.01%
1
– –
MGP
4274
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
– –
-998
Closed -$29K
PBCT
4275
DELISTED
People's United Financial Inc
PBCT
– –
-2,341
Closed -$40K
169 170
171
172 173

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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.