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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
DRR
4551
DELISTED
Market Vectors Double Short Euro ETN
DRR
$0 ﹤0.01%
1
– –
HUSE
4552
DELISTED
Strategy Shares US Market Rotation Strategy ETF
HUSE
$0 ﹤0.01%
1
– –
CY
4553
DELISTED
Cypress Semiconductor
CY
$0 ﹤0.01%
+7
New +$93
CNY
4554
DELISTED
Market Vectors-Renminbi
CNY
$0 ﹤0.01%
1
– –
CEFL
4555
DELISTED
ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN
CEFL
$0 ﹤0.01%
1
– –
MORL
4556
DELISTED
ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN
MORL
$0 ﹤0.01%
1
– –
DTYS
4557
DELISTED
iPath US Treasury 10-year Bear ETN
DTYS
$0 ﹤0.01%
1
– –
FXCH
4558
DELISTED
Invesco CurrencyShares Chinese Renminbi Trust
FXCH
$0 ﹤0.01%
1
– –
FXS
4559
DELISTED
Invesco CurrencyShares Swedish Krona Trust
FXS
$0 ﹤0.01%
1
– –
FXSG
4560
DELISTED
Invesco CurrencyShares Singapore Dollar Trust
FXSG
$0 ﹤0.01%
1
– –
NIHD
4561
DELISTED
NII Holdings, Inc. Common Stock
NIHD
– –
-21,520
Closed -$126K
TYNS
4562
DELISTED
Direxion Daily 7-10 Year Treasury Bear 1X Shares
TYNS
$0 ﹤0.01%
1
– –
TSS
4563
CALL
DELISTED
Total System Services, Inc.
TSS
– –
-911,900
Closed -$90M
AXJV
4564
DELISTED
iShares Edge MSCI Min Vol Asia ex Japan ETF
AXJV
$0 ﹤0.01%
1
– –
SCIN
4565
DELISTED
Columbia India Small Cap ETF
SCIN
$0 ﹤0.01%
1
– –
FONE
4566
DELISTED
First Trust NASDAQ Smartphone Index Fund
FONE
$0 ﹤0.01%
1
– –
DAG
4567
DELISTED
DB Agriculture Double Long ETN due April 1, 2038
DAG
$0 ﹤0.01%
1
– –
DYY
4568
DELISTED
DB Commodity Double Long ETN due April 1, 2038
DYY
$0 ﹤0.01%
1
– –
DOD
4569
DELISTED
ELEMENTS "Dogs of the Dow" Total Return Index Note
DOD
$0 ﹤0.01%
1
– –
AGF
4570
DELISTED
DB Agriculture Long ETN due April 1, 2038
AGF
$0 ﹤0.01%
1
– –
FIEG
4571
DELISTED
FI Enhanced Global High Yield Exchange Traded Notes
FIEG
$0 ﹤0.01%
1
– –
BOM
4572
DELISTED
DB Base Metals Double Short Exchange Traded Notes due June 1, 2038
BOM
$0 ﹤0.01%
1
– –
FWDD
4573
DELISTED
Madrona Domestic ETF
FWDD
$0 ﹤0.01%
1
– –
FWDI
4574
DELISTED
Madrona International ETF
FWDI
$0 ﹤0.01%
1
– –
DXJF
4575
DELISTED
WisdomTree Japan Hedged Financials Fund
DXJF
$0 ﹤0.01%
1
– –
181 182
183
184 185

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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.