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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
JCP
4376
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-500,000
Closed -$830K
URR
4377
DELISTED
Market Vectors Double Long Euro ETN
URR
$0 ﹤0.01%
1
– –
HECO
4378
DELISTED
Strategy Shares EcoLogical Strategy ETF
HECO
$0 ﹤0.01%
1
– –
TGE
4379
DELISTED
Tallgrass Energy, LP Class A Shares
TGE
– –
-901
Closed -$21K
FLAG
4380
DELISTED
FLAG-Forensic Accounting Long-Short ETF
FLAG
$0 ﹤0.01%
1
– –
BDCL
4381
DELISTED
2Leveraged Long ETRACS Linked to the Wells Fargo Business Dev
BDCL
$0 ﹤0.01%
1
– –
DVYL
4382
DELISTED
ETRACS Monthly Pay 2xLeveraged Dow Jones Select Dividend Index ETN
DVYL
$0 ﹤0.01%
1
– –
IBDC
4383
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
$0 ﹤0.01%
4
– –
FINU
4384
DELISTED
ProShares UltraPro Financial Select Sector
FINU
$0 ﹤0.01%
2
– –
DPK
4385
DELISTED
Direxion Daily Developed Markets Bear 3x Shares
DPK
$0 ﹤0.01%
1
– –
DVHL
4386
DELISTED
ETRACS Monthly Pay 2xLeveraged Diversified High Income ETN
DVHL
$0 ﹤0.01%
1
– –
HABT
4387
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
– –
-21
Closed –
DLBS
4388
DELISTED
iPath US Treasury Long Bond Bear ETN
DLBS
$0 ﹤0.01%
1
– –
DWAQ
4389
DELISTED
Invesco DWA NASDAQ Momentum ETF
DWAQ
$0 ﹤0.01%
1
– –
FRN
4390
DELISTED
Invesco Frontier Markets ETF
FRN
$0 ﹤0.01%
1
– –
PMR
4391
DELISTED
Invesco Dynamic Retail ETF
PMR
$0 ﹤0.01%
1
– –
RWW
4392
DELISTED
Invesco S&P Financials Revenue ETF
RWW
$0 ﹤0.01%
1
– –
ADRA
4393
DELISTED
Invesco BLDRS Asia 50 ADR Index Fund
ADRA
$0 ﹤0.01%
1
– –
ADRD
4394
DELISTED
Invesco BLDRS Developed Markets 100 ADR Index Fund
ADRD
$0 ﹤0.01%
1
– –
ADRU
4395
DELISTED
Invesco BLDRS Europe Select ADR Index Fund
ADRU
$0 ﹤0.01%
1
– –
LPT
4396
DELISTED
Liberty Property Trust
LPT
– –
-60
Closed -$3K
WCG
4397
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
– –
-16,000
Closed -$5.13M
MDR
4398
DELISTED
McDermott International
MDR
– –
-4,084
Closed -$43.1K
TOO
4399
PUT
DELISTED
Teekay Offshore Partners L.P.
TOO
– –
-500,000
Closed -$1.17M
SRCI
4400
PUT
DELISTED
SRC Energy Inc
SRCI
– –
-600,000
Closed -$5.33M
174 175
176
177 178

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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.