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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
RALS
4526
DELISTED
ProShares RAFI Long/Short
RALS
$0 ﹤0.01%
1
– –
DDG
4527
DELISTED
Proshares Short Oil & Gas
DDG
$0 ﹤0.01%
1
– –
ORBC
4528
DELISTED
ORBCOMM, Inc.
ORBC
– –
-1,994
Closed -$22K
XVZ
4529
DELISTED
iPath S&P 500 Dynamic VIX ETN
XVZ
$0 ﹤0.01%
1
– –
DFVL
4530
DELISTED
iPath US Treasury 5-year Bull ETN
DFVL
$0 ﹤0.01%
1
– –
SYV
4531
DELISTED
SPDR MFS Systematic Value Equity ETF of SSgA Active Trust
SYV
$0 ﹤0.01%
1
– –
SYE
4532
DELISTED
SPDR MFS Systematic Core Equity ETF of SSgA Active Trust
SYE
$0 ﹤0.01%
1
– –
USV
4533
DELISTED
E-TRACS UBS Bloomberg CMCI Silver ETN
USV
$0 ﹤0.01%
1
– –
DJCI
4534
DELISTED
ETRACS Linked to the Bloomberg Commodity Index Total Return due October 31, 2039
DJCI
$0 ﹤0.01%
1
– –
UN
4535
CALL
DELISTED
Unilever NV New York Registry Shares
UN
– –
-30,700
Closed -$1.71M
BDCS
4536
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS)Linked to the Wells Fargo Business Development Com
BDCS
$0 ﹤0.01%
1
– –
MLPG
4537
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Alerian Natural Gas MLP Index due J
MLPG
$0 ﹤0.01%
1
– –
AMU
4538
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$0 ﹤0.01%
1
– –
SDYL
4539
DELISTED
ETRACS Monthly Pay 2xLeveraged S&P Dividend ETN
SDYL
$0 ﹤0.01%
1
– –
MLPC
4540
DELISTED
C-Tracks ETNs based on Performance of the Miller/Howard MLP Fundamental Index
MLPC
$0 ﹤0.01%
1
– –
FAUS
4541
DELISTED
First Trust Australia AlphaDEX Fund
FAUS
$0 ﹤0.01%
1
– –
FCAN
4542
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$0 ﹤0.01%
1
– –
DZK
4543
DELISTED
Direxion Daily Developed Markets Bull 3x Shares
DZK
$0 ﹤0.01%
1
– –
JPNL
4544
DELISTED
Direxion Daily Japan Bull 3x Shares
JPNL
$0 ﹤0.01%
1
– –
IBMI
4545
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
$0 ﹤0.01%
1
– –
SOIL
4546
DELISTED
Global X Fertilizers/Potash ETF
SOIL
$0 ﹤0.01%
1
– –
DTUL
4547
DELISTED
iPath US Treasury 2-year Bull ETN
DTUL
$0 ﹤0.01%
1
– –
UGLD
4548
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
$0 ﹤0.01%
+1
New +$85
AXJL
4549
DELISTED
WisdomTree Asia-Pacific ex-Japan Fund
AXJL
$0 ﹤0.01%
1
– –
HYND
4550
DELISTED
WisdomTree Trust WisdomTree WisdomTree Negative Duration High Yield Bond Fund
HYND
$0 ﹤0.01%
1
– –
180 181
182
183 184

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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.