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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 | |
|---|---|---|---|---|---|---|
1351
McCormick & Company Non-Voting
MKC
$13.8B
| $894K | ﹤0.01% |
+12,836
| New | +$921K |
|
1352
XPO
XPO
$21.6B
| $891K | ﹤0.01% |
45,181
-26,780
| -37% | -$742K |
|
1353
FIVE9
FIVN
$2.27B
| $887K | ﹤0.01% |
20,297
+20,286
| +184,418% | +$816K |
|
1354
PUT
Coherent
COHR
$59.4B
| $883K | ﹤0.01% |
+27,200
| New | +$1.01M |
|
|
ARQL
1355
CALL
DELISTED
Arqule Inc
ARQL
| $881K | ﹤0.01% |
317,900
+302,900
| +2,019% | +$1.16M |
|
1356
KeyCorp
KEY
$23.2B
| $877K | ﹤0.01% |
59,321
-25,184
| -30% | -$443K |
|
1357
PUT
NCR Voyix
VYX
$1.15B
| $875K | ﹤0.01% |
61,777
+489
| +0.8% | +$7.68K |
|
1358
TE Connectivity
TEL
$59.3B
| $872K | ﹤0.01% |
+11,530
| New | +$888K |
|
1359
Newell Brands
NWL
$2.56B
| $864K | ﹤0.01% |
+46,464
| New | +$924K |
|
|
BCOV
1360
DELISTED
Brightcove, Inc.
BCOV
| $862K | ﹤0.01% |
122,419
+97,569
| +393% | +$732K |
|
1361
Aon
AON
$64.6B
| $860K | ﹤0.01% |
5,918
+5,910
| +73,875% | +$918K |
|
1362
PUT
Energy Transfer Partners
ET
$74.7B
| $860K | ﹤0.01% |
65,152
+1,024
| +2% | +$15.6K |
|
1363
CALL
NOV
NOV
$7.67B
| $855K | ﹤0.01% |
+33,200
| New | +$1.15M |
|
1364
CALL
Boot Barn
BOOT
$4.33B
| $852K | ﹤0.01% |
+50,000
| New | +$1.15M |
|
1365
PUT
CRA International
CRAI
$1.04B
| $851K | ﹤0.01% |
20,000
| – | – |
|
|
CVGW
1366
DELISTED
Calavo Growers
CVGW
| $851K | ﹤0.01% |
11,658
+11,164
| +2,260% | +$1.04M |
|
|
NTUS
1367
PUT
DELISTED
Natus Medical Inc
NTUS
| $851K | ﹤0.01% |
+25,000
| New | +$813K |
|
1368
CALL
Hartford Financial Services
HIG
$37B
| $845K | ﹤0.01% |
19,000
| – | – |
|
|
1369
PUT
Hartford Financial Services
HIG
$37B
| $845K | ﹤0.01% |
19,000
| – | – |
|
1370
CALL
VICI Properties
VICI
$27.8B
| $845K | ﹤0.01% |
+45,000
| New | +$946K |
|
1371
Williams Companies
WMB
$91.9B
| $845K | ﹤0.01% |
38,311
+27,068
| +241% | +$677K |
|
1372
CALL
Box
BOX
$4.73B
| $844K | ﹤0.01% |
+50,000
| New | +$920K |
|
|
1373
Hartford Financial Services
HIG
$37B
| $832K | ﹤0.01% |
18,708
+9,056
| +94% | +$407K |
|
1374
Yelp
YELP
$1.11B
| $832K | ﹤0.01% |
+23,775
| New | +$908K |
|
1375
CALL
Methode Electronics
MEI
$499M
| $827K | ﹤0.01% |
+35,500
| New | +$1M |
|
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.