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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 | |
|---|---|---|---|---|---|---|
451
PUT
BP
BP
$110B
| $12.9M | 0.02% |
350,804
-73,377
| -17% | -$2.93M |
|
452
CALL
Wayfair
W
$13.9B
| $12.8M | 0.02% |
142,200
+138,800
| +4,082% | +$14.6M |
|
453
PUT
US Bancorp
USB
$102B
| $12.8M | 0.02% |
279,200
+59,500
| +27% | +$3.06M |
|
|
SINA
454
DELISTED
Sina Corp
SINA
| $12.7M | 0.02% |
236,147
+43,917
| +23% | +$2.71M |
|
455
PUT
CVS Health
CVS
$121B
| $12.6M | 0.02% |
192,800
+55,100
| +40% | +$4.11M |
|
|
456
Blackstone
BX
$112B
| $12.6M | 0.02% |
422,771
-1,308,255
| -76% | -$43.2M |
|
457
Freeport-McMoran
FCX
$93.6B
| $12.6M | 0.02% |
1,220,774
+645,483
| +112% | +$7.53M |
|
|
AABA
458
DELISTED
Altaba Inc
AABA
| $12.5M | 0.02% |
216,325
+80,430
| +59% | +$4.96M |
|
459
American Airlines Group
AAL
$9.97B
| $12.5M | 0.02% |
389,063
+318,331
| +450% | +$11.1M |
|
|
B
460
Barrick Mining
B
$67.3B
| $12.5M | 0.02% |
920,058
+213,728
| +30% | +$2.76M |
|
|
DATA
461
CALL
DELISTED
Tableau Software, Inc.
DATA
| $12.4M | 0.02% |
+103,400
| New | +$11.6M |
|
|
IMMU
462
PUT
DELISTED
Immunomedics Inc
IMMU
| $12.3M | 0.02% |
864,000
| – | – |
|
463
CALL
AutoZone
AZO
$49.6B
| $12.3M | 0.02% |
14,700
+11,700
| +390% | +$9.38M |
|
464
CALL
Occidental Petroleum
OXY
$57.7B
| $12.3M | 0.02% |
200,200
+141,500
| +241% | +$9.94M |
|
465
CALL
Dollar Tree
DLTR
$24.9B
| $12.2M | 0.02% |
135,200
+67,300
| +99% | +$5.68M |
|
466
CALL
Cognizant
CTSH
$26.7B
| $12.2M | 0.02% |
191,500
+141,900
| +286% | +$9.87M |
|
|
467
Qorvo
QRVO
$8.68B
| $12.1M | 0.02% |
200,000
-431,234
| -68% | -$29M |
|
468
Mastercard
MA
$497B
| $12.1M | 0.02% |
+63,985
| New | +$12.7M |
|
|
EBIX
469
DELISTED
Ebix Inc
EBIX
| $12.1M | 0.02% |
+283,262
| New | +$15.1M |
|
470
PUT
ConocoPhillips
COP
$150B
| $11.9M | 0.02% |
191,600
-83,600
| -30% | -$5.69M |
|
471
PUT
Target
TGT
$70.6B
| $11.9M | 0.02% |
180,400
-34,000
| -16% | -$2.62M |
|
472
PUT
Kraft Heinz
KHC
$30.1B
| $11.7M | 0.02% |
272,500
-247,300
| -48% | -$12.8M |
|
473
PUT
Axalta
AXTA
$7.93B
| $11.7M | 0.02% |
500,000
| – | – |
|
474
Nucor
NUE
$61.8B
| $11.7M | 0.02% |
225,879
+221,508
| +5,068% | +$13.1M |
|
475
CALL
Dycom Industries
DY
$12.3B
| $11.6M | 0.02% |
215,400
+58,600
| +37% | +$3.94M |
|
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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.