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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-14.77%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$75.6B
AUM Growth
-$6.3B
(-7.7%)
Cap. Flow
+$3.78B
Cap. Flow
% of AUM
5%
Top 10 Holdings %
Top 10 Hldgs %
46.72%
Holding
4,605
New
1,010
Increased
1,014
Reduced
752
Closed
718
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$842M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$208M |
| 3 |
Citigroup
C
|
+$185M |
| 4 |
Northrop Grumman
NOC
|
+$152M |
| 5 |
Wells Fargo
WFC
|
+$134M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AMRN
Amarin Corp
AMRN
|
+$53.5M |
| 2 |
Meta Platforms (Facebook)
META
|
+$48.6M |
| 3 |
Blackstone
BX
|
+$43.2M |
| 4 |
JD.com
JD
|
+$42.4M |
| 5 |
Qorvo
QRVO
|
+$29M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 94.7% |
| 2 | Financials | 1.17% |
| 3 | Technology | 1.08% |
| 4 | Communication Services | 0.76% |
| 5 | Consumer Discretionary | 0.73% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
876
CALL
KeyCorp
KEY
$23B
| $3.17M | ﹤0.01% |
214,300
+120,000
| +127% | +$2.11M |
|
877
Expedia Group
EXPE
$33.4B
| $3.15M | ﹤0.01% |
+27,930
| New | +$3.34M |
|
878
Tesla
TSLA
$1.45T
| $3.14M | ﹤0.01% |
141,645
+3,165
| +2% | +$68.1K |
|
|
HDS
879
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $3.14M | ﹤0.01% |
83,800
-102,800
| -55% | -$3.96M |
|
880
PUT
Waste Management
WM
$86.6B
| $3.14M | ﹤0.01% |
35,300
+300
| +0.9% | +$26.9K |
|
881
PUT
Carvana
CVNA
$51.8B
| $3.13M | ﹤0.01% |
479,000
+179,000
| +60% | +$1.51M |
|
|
XEC
882
PUT
DELISTED
CIMAREX ENERGY CO
XEC
| $3.13M | ﹤0.01% |
50,800
+800
| +2% | +$65.7K |
|
883
CALL
Norwegian Cruise Line
NCLH
$6.75B
| $3.13M | ﹤0.01% |
73,800
-189,200
| -72% | -$9.17M |
|
884
Avis
CAR
$4.59B
| $3.12M | ﹤0.01% |
138,804
+138,411
| +35,219% | +$4.02M |
|
885
Enovis
ENOV
$1.08B
| $3.11M | ﹤0.01% |
86,575
+69,913
| +420% | +$3.26M |
|
886
CALL
Pegasystems
PEGA
$5.86B
| $3.11M | ﹤0.01% |
+130,000
| New | +$3.41M |
|
|
SPLK
887
CALL
DELISTED
Splunk Inc
SPLK
| $3.11M | ﹤0.01% |
29,700
+17,100
| +136% | +$1.73M |
|
|
ZGNX
888
CALL
DELISTED
Zogenix, Inc.
ZGNX
| $3.1M | ﹤0.01% |
+85,000
| New | +$3.48M |
|
889
ArcBest
ARCB
$3.06B
| $3.1M | ﹤0.01% |
+90,417
| New | +$3.5M |
|
890
Wynn Resorts
WYNN
$9.16B
| $3.1M | ﹤0.01% |
+31,306
| New | +$3.38M |
|
891
CALL
Domo
DOMO
$178M
| $3.09M | ﹤0.01% |
157,500
| – | – |
|
|
HES
892
PUT
DELISTED
Hess
HES
| $3.09M | ﹤0.01% |
76,400
+9,600
| +14% | +$547K |
|
893
CALL
CF Industries
CF
$20.8B
| $3.08M | ﹤0.01% |
+70,700
| New | +$3.32M |
|
894
PUT
Deluxe
DLX
$1.08B
| $3.08M | ﹤0.01% |
+80,000
| New | +$3.82M |
|
|
HAPN
895
Happen Inc
HAPN
$1.93B
| $3.07M | ﹤0.01% |
233,737
+233,457
| +83,378% | +$3.85M |
|
896
CALL
Toronto Dominion Bank
TD
$195B
| $3.07M | ﹤0.01% |
+61,800
| New | +$3.38M |
|
|
HTZ
897
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $3.07M | ﹤0.01% |
258,975
| – | – |
|
898
PUT
Dropbox
DBX
$7.64B
| $3.06M | ﹤0.01% |
+150,000
| New | +$3.46M |
|
899
PUT
Sunrun
RUN
$2.04B
| $3.05M | ﹤0.01% |
280,400
+400
| +0.1% | +$5.06K |
|
|
ECHO
900
CALL
DELISTED
Echo Global Logistics, Inc.
ECHO
| $3.05M | ﹤0.01% |
+150,000
| New | +$3.74M |
|
Similar funds
TI
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 $3.78B 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 Miscellaneous at 95% of assets, down from 97% a quarter earlier, followed by Financials and Technology.
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.