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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 | |
|---|---|---|---|---|---|---|
926
PUT
Trupanion
TRUP
$1.11B
| $2.8M | ﹤0.01% |
+110,000
| New | +$2.96M |
|
927
iShares US Real Estate ETF
IYR
$4.28B
| $2.8M | ﹤0.01% |
37,333
+37,332
| +3,733,200% | +$2.93M |
|
928
PUT
Aflac
AFL
$57.6B
| $2.79M | ﹤0.01% |
61,300
-88,700
| -59% | -$3.94M |
|
929
PUT
iShares MSCI Japan ETF
EWJ
$23.2B
| $2.78M | ﹤0.01% |
54,900
-2,223,700
| -98% | -$122M |
|
|
HDS
930
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $2.78M | ﹤0.01% |
74,100
-94,400
| -56% | -$3.64M |
|
|
AMRN
931
PUT
Amarin Corp
AMRN
$298M
| $2.77M | ﹤0.01% |
10,160
-4,750
| -32% | -$1.73M |
|
932
PUT
Simon Property Group
SPG
$66.8B
| $2.75M | ﹤0.01% |
+16,400
| New | +$2.93M |
|
933
PUT
Harley-Davidson
HOG
$2.77B
| $2.75M | ﹤0.01% |
80,500
+49,900
| +163% | +$1.96M |
|
934
PUT
Eaton
ETN
$159B
| $2.75M | ﹤0.01% |
+40,000
| New | +$2.99M |
|
935
McKesson
MCK
$104B
| $2.74M | ﹤0.01% |
24,818
+18,581
| +298% | +$2.32M |
|
936
First Horizon
FHN
$11.6B
| $2.74M | ﹤0.01% |
208,157
+109,836
| +112% | +$1.71M |
|
937
CALL
T. Rowe Price
TROW
$22.9B
| $2.73M | ﹤0.01% |
29,600
| – | – |
|
938
CALL
Suncor Energy
SU
$80.2B
| $2.73M | ﹤0.01% |
97,500
+57,500
| +144% | +$1.91M |
|
939
CALL
Range Resources
RRC
$9.61B
| $2.72M | ﹤0.01% |
283,700
+40,000
| +16% | +$608K |
|
940
CALL
Exelon
EXC
$45.2B
| $2.71M | ﹤0.01% |
84,120
| – | – |
|
941
Ally Financial
ALLY
$12.7B
| $2.7M | ﹤0.01% |
119,351
+41,350
| +53% | +$1.03M |
|
942
iShares Biotechnology ETF
IBB
$10.3B
| $2.7M | ﹤0.01% |
28,044
+28,041
| +934,700% | +$2.98M |
|
943
CALL
Canadian Solar
CSIQ
$867M
| $2.7M | ﹤0.01% |
+188,000
| New | +$2.83M |
|
944
First Solar
FSLR
$21.6B
| $2.69M | ﹤0.01% |
63,397
+62,718
| +9,237% | +$2.75M |
|
945
CALL
Liberty Global Class A
LBTYA
$3.63B
| $2.67M | ﹤0.01% |
125,000
-1,700
| -1% | -$41.7K |
|
946
PUT
Asbury Automotive
ABG
$3.78B
| $2.67M | ﹤0.01% |
+40,000
| New | +$2.63M |
|
947
C.H. Robinson
CHRW
$17.7B
| $2.66M | ﹤0.01% |
+31,643
| New | +$2.83M |
|
|
COHR
948
CALL
DELISTED
Coherent Inc
COHR
| $2.65M | ﹤0.01% |
+25,100
| New | +$3.22M |
|
949
CALL
Precigen
PGEN
$2.39B
| $2.65M | ﹤0.01% |
405,000
| – | – |
|
950
B&G Foods
BGS
$263M
| $2.64M | ﹤0.01% |
91,414
-40,185
| -31% | -$1.15M |
|
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.