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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$75.6B
AUM Growth
-$6.3B
(-7.7%)
Cap. Flow
+$6.45B
Cap. Flow
% of AUM
8.53%
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 | 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 | |
|---|---|---|---|---|---|---|
|
SINA
426
PUT
DELISTED
Sina Corp
SINA
| $14.2M | 0.02% |
265,100
-64,900
| -20% | -$4.01M |
|
427
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $14.1M | 0.02% |
196,600
-252,000
| -56% | -$20.3M |
|
428
Colgate-Palmolive
CL
$74.1B
| $14.1M | 0.02% |
+236,894
| New | +$14.8M |
|
429
PUT
Petrobras
PBR
$115B
| $14.1M | 0.02% |
1,082,800
-466,200
| -30% | -$6.75M |
|
430
CALL
PG&E
PCG
$38.5B
| $14.1M | 0.02% |
592,900
+590,100
| +21,075% | +$21.1M |
|
431
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $14.1M | 0.02% |
284,226
-103,978
| -27% | -$5.5M |
|
432
CALL
Herbalife
HLF
$1.28B
| $14M | 0.02% |
238,300
-265,800
| -53% | -$14.7M |
|
433
Alphabet (Google) Class A
GOOGL
$4.24T
| $14M | 0.02% |
267,740
+197,320
| +280% | +$10.7M |
|
434
CALL
RTX Corp
RTX
$297B
| $14M | 0.02% |
208,159
-257,100
| -55% | -$20.2M |
|
435
iShares MSCI Brazil ETF
EWZ
$8.55B
| $13.9M | 0.02% |
364,186
+322,053
| +764% | +$12.5M |
|
436
eBay
EBAY
$46.5B
| $13.9M | 0.02% |
494,609
+206,773
| +72% | +$6.08M |
|
437
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
| $13.6M | 0.02% |
58,435
-67,688
| -54% | -$16.9M |
|
|
IRBT
438
CALL
DELISTED
iRobot
IRBT
| $13.6M | 0.02% |
+162,000
| New | +$14.7M |
|
439
CALL
Delta Air Lines
DAL
$60B
| $13.4M | 0.02% |
268,200
-28,100
| -9% | -$1.53M |
|
440
PUT
The Mosaic Company
MOS
$6.92B
| $13.4M | 0.02% |
457,200
+75,300
| +20% | +$2.48M |
|
441
CALL
Axalta
AXTA
$7.93B
| $13.4M | 0.02% |
570,300
-29,700
| -5% | -$738K |
|
442
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $13.2M | 0.02% |
259,600
+243,400
| +1,502% | +$13.2M |
|
443
CALL
Welltower
WELL
$169B
| $13.2M | 0.02% |
189,800
+57,300
| +43% | +$3.9M |
|
|
444
PUT
Delta Air Lines
DAL
$60B
| $13.1M | 0.02% |
261,700
+92,100
| +54% | +$5.02M |
|
|
445
CALL
Qorvo
QRVO
$8.68B
| $13.1M | 0.02% |
214,900
-64,100
| -23% | -$4.31M |
|
|
MOMO
446
PUT
Hello Group
MOMO
$850M
| $13M | 0.02% |
549,000
+458,900
| +509% | +$14.4M |
|
447
PUT
Pultegroup
PHM
$24.9B
| $13M | 0.02% |
500,000
| – | – |
|
|
448
CALL
JD.com
JD
$39.6B
| $12.9M | 0.02% |
618,800
+202,200
| +49% | +$4.52M |
|
449
Abbott
ABT
$193B
| $12.9M | 0.02% |
+178,704
| New | +$12.6M |
|
450
CALL
VanEck Semiconductor ETF
SMH
$72.5B
| $12.9M | 0.02% |
295,800
-683,000
| -70% | -$32.1M |
|
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HF
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.